| 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 |
16 |
0 |
3 |
15 |
98 |
| A seasonal periodic long memory model for monthly river flows |
0 |
0 |
0 |
24 |
0 |
0 |
14 |
134 |
| An Hourly Periodic State Space Model for Modelling French National Electricity Load |
0 |
0 |
0 |
230 |
1 |
2 |
23 |
594 |
| Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models |
0 |
0 |
1 |
534 |
0 |
0 |
21 |
1,781 |
| Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 |
0 |
0 |
0 |
5 |
0 |
1 |
7 |
64 |
| Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model |
0 |
0 |
0 |
71 |
0 |
1 |
9 |
522 |
| Flexible Seasonal Long Memory and Economic Time Series |
0 |
0 |
0 |
8 |
0 |
0 |
6 |
102 |
| Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models |
0 |
0 |
0 |
353 |
0 |
0 |
15 |
1,156 |
| Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation |
0 |
0 |
0 |
43 |
0 |
1 |
13 |
216 |
| Inflation, Forecast Intervals and Long Memory Regression Models |
0 |
0 |
0 |
617 |
0 |
0 |
13 |
2,116 |
| Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks |
0 |
0 |
0 |
134 |
0 |
3 |
14 |
359 |
| Long Memory and Level Shifts: Re-Analyzing Inflation Rates |
0 |
0 |
0 |
181 |
0 |
0 |
8 |
791 |
| Long memory and level shifts: re-analysing inflation rates |
0 |
0 |
0 |
17 |
0 |
0 |
14 |
92 |
| Long memory modelling of inflation with stochastic variance and structural breaks |
0 |
0 |
1 |
48 |
0 |
3 |
61 |
269 |
| Modeling Trigonometric Seasonal Components for Monthly Economic Time Series |
0 |
0 |
0 |
78 |
1 |
5 |
20 |
262 |
| Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models |
0 |
0 |
0 |
56 |
0 |
0 |
34 |
204 |
| Multimodality and the GARCH Likelihood |
0 |
0 |
0 |
297 |
0 |
1 |
9 |
881 |
| Multimodality and the GARCH Likelihood |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
895 |
| Multimodality in the GARCH Regression Model |
0 |
0 |
0 |
223 |
0 |
0 |
9 |
742 |
| Outlier Detection in GARCH Models |
0 |
2 |
3 |
340 |
0 |
4 |
27 |
987 |
| Outlier Detection in GARCH Models |
0 |
0 |
0 |
120 |
0 |
1 |
24 |
421 |
| Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices |
0 |
0 |
0 |
353 |
0 |
1 |
9 |
963 |
| Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices |
0 |
0 |
0 |
177 |
0 |
2 |
21 |
598 |
| Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices |
0 |
0 |
0 |
479 |
0 |
0 |
18 |
1,243 |
| Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment |
0 |
0 |
0 |
113 |
0 |
2 |
16 |
343 |
| Time Series Modelling of Daily Tax Revenues |
1 |
1 |
1 |
332 |
1 |
1 |
16 |
900 |
| Time-Series Modelling of Daily Tax Revenues |
0 |
0 |
1 |
291 |
0 |
0 |
9 |
1,079 |
| 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 |
0 |
1 |
15 |
622 |
| Total Working Papers |
1 |
3 |
8 |
5,310 |
3 |
32 |
469 |
18,434 |