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 1 1 16 1 3 3 86
A seasonal periodic long memory model for monthly river flows 0 0 0 24 2 4 5 124
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 2 11 14 583
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 1 1 1 534 4 7 14 1,771
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 3 3 5 60
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 1 3 3 516
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 1 3 3 99
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 1 353 2 5 8 1,146
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 0 5 205
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 1 617 1 3 5 2,106
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 2 4 4 349
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 2 2 2 785
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 4 6 8 86
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 1 48 1 5 6 214
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 1 78 2 5 9 247
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 56 1 5 9 175
Multimodality and the GARCH Likelihood 0 0 0 297 2 2 4 874
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality in the GARCH Regression Model 0 0 0 223 0 2 4 736
Outlier Detection in GARCH Models 0 0 0 120 5 7 10 404
Outlier Detection in GARCH Models 0 1 2 338 3 7 12 968
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 1 2 3 956
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 3 4 4 581
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 2 5 8 1,230
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 113 3 3 4 330
Time Series Modelling of Daily Tax Revenues 0 0 1 331 2 5 8 889
Time-Series Modelling of Daily Tax Revenues 0 1 1 291 0 2 3 1,072
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 0 0 0 170 1 2 3 609
Total Working Papers 1 4 11 5,307 51 110 166 18,087

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 3 4 151
An hourly periodic state space model for modelling French national electricity load 0 0 1 51 1 5 9 209
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 2 2 2 74 3 6 8 213
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 12 1 1 3 61
Econometric software development: past, present and future 0 1 1 61 1 2 2 159
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 1 1 106
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 3 6 6 194
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 2 6 44
Forecasting daily time series using periodic unobserved components time series models 0 0 1 53 1 2 5 149
Forecasting long memory left-right political orientations 0 0 0 9 4 6 7 89
Generalizations of the KPSS‐test for stationarity 0 2 12 190 0 3 19 498
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 2 4 8 460
Inflation, forecast intervals and long memory regression models 0 0 0 123 2 3 4 506
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 0 2 4 910
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 1 7 8 63
Modelling trigonometric seasonal components for monthly economic time series 0 1 1 54 3 5 7 266
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 1 2 3 70
Multimodality in GARCH regression models 0 0 0 27 4 7 9 124
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 1 2 226
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 29 2 2 4 134
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 118 2 6 10 306
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 0 2 4 118
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 1 1 1 442
Statistical Software for State Space Methods 0 0 0 26 0 3 4 166
Time Series Modelling of Daily Tax Revenues 0 0 0 33 1 2 3 112
Total Journal Articles 2 6 19 1,338 33 84 141 5,776

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Statistics updated 2026-01-09