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 0 15 0 0 0 83
A seasonal periodic long memory model for monthly river flows 0 0 0 24 0 0 1 120
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 0 2 2 571
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 0 533 0 0 3 1,760
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 1 1 2 57
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 0 0 2 513
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 0 0 1 96
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 1 353 0 0 4 1,141
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 2 3 203
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 3 617 0 0 4 2,103
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 1 134 0 0 1 345
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 0 783
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 0 0 78
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 0 47 0 0 1 208
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 1 78 0 3 6 242
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 56 0 0 4 170
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality and the GARCH Likelihood 0 0 0 297 0 2 3 872
Multimodality in the GARCH Regression Model 0 0 0 223 0 0 0 732
Outlier Detection in GARCH Models 0 0 1 120 0 1 5 395
Outlier Detection in GARCH Models 0 1 1 337 1 3 3 959
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 1 353 0 1 2 954
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 0 0 0 577
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 1 2 4 1,225
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 113 0 0 1 327
Time Series Modelling of Daily Tax Revenues 0 0 1 331 1 1 3 884
Time-Series Modelling of Daily Tax Revenues 0 0 0 290 0 0 1 1,070
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 0 0 1 170 0 1 3 607
Total Working Papers 0 1 12 5,302 4 19 59 17,961

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 0 0 42 0 0 0 147
An hourly periodic state space model for modelling French national electricity load 0 1 1 51 0 1 3 202
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 0 72 0 1 2 207
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 12 0 0 2 59
Econometric software development: past, present and future 0 0 1 60 0 0 2 157
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 0 0 105
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 0 0 2 188
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 0 1 39
Forecasting daily time series using periodic unobserved components time series models 1 1 1 53 1 1 2 146
Forecasting long memory left-right political orientations 0 0 0 9 0 0 0 82
Generalizations of the KPSS‐test for stationarity 1 4 13 186 2 5 26 491
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 0 0 1 453
Inflation, forecast intervals and long memory regression models 0 0 2 123 0 0 5 503
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 0 0 0 906
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 0 0 0 55
Modelling trigonometric seasonal components for monthly economic time series 0 0 0 53 0 0 2 259
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 0 0 0 67
Multimodality in GARCH regression models 0 0 0 27 1 1 2 116
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 1 225
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 29 1 1 1 131
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 118 0 0 3 299
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 0 0 1 114
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 0 0 0 441
Statistical Software for State Space Methods 0 0 0 26 0 0 1 162
Time Series Modelling of Daily Tax Revenues 0 0 0 33 0 0 1 110
Total Journal Articles 2 6 19 1,330 5 10 58 5,664

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Statistics updated 2025-07-04