Access Statistics for Marius Ooms

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Effect of Seasonal Dummies on the Periodogram Regression 0 0 1 14 0 2 4 74
A seasonal periodic long memory model for monthly river flows 0 0 0 23 1 3 4 104
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 226 0 3 7 543
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 3 529 0 3 14 1,738
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 3 5 49
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 69 5 7 11 495
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 1 4 7 71
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 1 1 4 343 2 7 15 1,086
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 3 4 183
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 1 608 0 2 10 2,069
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 128 0 5 9 308
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 1 7 8 775
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 9 10 74
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 0 47 1 6 9 178
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 0 74 0 1 4 218
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 3 53 1 6 16 127
Multimodality and the GARCH Likelihood 0 0 0 297 0 2 3 854
Multimodality and the GARCH Likelihood 0 0 0 0 1 2 7 882
Multimodality in the GARCH Regression Model 0 0 0 217 1 2 4 669
Outlier Detection in GARCH Models 0 1 2 324 1 2 4 923
Outlier Detection in GARCH Models 1 1 4 100 2 3 14 322
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 0 2 8 940
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 175 0 7 16 561
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 1 8 471 0 3 19 1,194
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 112 1 2 3 308
Time Series Modelling of Daily Tax Revenues 1 1 4 325 2 5 13 854
Time-Series Modelling of Daily Tax Revenues 0 0 0 289 0 1 5 1,057
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 0 0 2 165 1 3 7 575
Total Working Papers 3 5 32 5,195 21 105 240 17,231

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A periodic long-memory model for quarterly UK inflation 0 1 1 40 0 3 4 135
An hourly periodic state space model for modelling French national electricity load 0 0 1 48 0 2 6 177
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 1 60 0 0 8 172
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 11 0 0 1 38
Econometric software development: past, present and future 0 0 0 56 0 0 1 149
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 1 16 1 3 6 97
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 0 0 4 170
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 1 1 25
Forecasting daily time series using periodic unobserved components time series models 0 0 0 49 0 0 1 130
Forecasting long memory left-right political orientations 0 0 0 9 0 1 1 76
Generalizations of the KPSS‐test for stationarity 0 0 0 119 1 2 8 358
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 2 169 1 7 17 416
Inflation, forecast intervals and long memory regression models 0 1 2 118 0 4 9 481
Long memory and level shifts: Re-analyzing inflation rates 0 0 1 165 0 5 9 898
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 8 0 3 6 38
Modelling trigonometric seasonal components for monthly economic time series 0 0 1 49 0 1 4 240
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 4 1 4 11 34
Multimodality in GARCH regression models 0 0 0 27 0 1 2 77
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 1 1 218
On the effect of seasonal adjustment on the log-periodogram regression 0 2 3 27 1 5 9 122
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 106 1 1 5 268
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 20 0 0 4 95
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 1 1 4 431
Statistical Software for State Space Methods 1 1 2 24 2 2 7 144
Time Series Modelling of Daily Tax Revenues 0 0 0 31 1 2 4 103
Total Journal Articles 1 5 16 1,193 10 49 133 5,092

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Statistics updated 2020-01-03