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 16 1 3 13 96
A seasonal periodic long memory model for monthly river flows 0 0 0 24 0 3 14 134
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 0 4 21 592
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 1 534 0 3 21 1,781
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 7 63
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 1 3 9 522
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 0 2 6 102
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 0 353 0 2 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 1 3 13 216
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 0 5 13 2,116
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 2 4 13 358
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 4 14 92
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 1 48 2 16 60 268
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 0 78 3 7 18 260
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 56 0 5 34 204
Multimodality and the GARCH Likelihood 0 0 0 297 0 4 8 880
Multimodality and the GARCH Likelihood 0 0 0 0 0 3 9 895
Multimodality in the GARCH Regression Model 0 0 0 223 0 4 10 742
Outlier Detection in GARCH Models 0 0 0 120 0 5 25 420
Outlier Detection in GARCH Models 1 1 2 339 2 9 27 985
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 0 2 8 962
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 1 4 20 597
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 0 9 19 1,243
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 113 1 3 15 342
Time Series Modelling of Daily Tax Revenues 0 0 0 331 0 5 16 899
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 4 14 621
Total Working Papers 1 1 6 5,308 14 117 459 18,416

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 1 9 156
An hourly periodic state space model for modelling French national electricity load 0 0 0 51 1 3 18 220
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 2 74 1 13 25 232
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 1 1 13 0 2 9 68
Econometric software development: past, present and future 0 0 1 61 0 5 34 191
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 2 8 113
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 1 5 16 204
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 1 13 52
Forecasting daily time series using periodic unobserved components time series models 1 1 2 54 1 6 13 158
Forecasting long memory left-right political orientations 0 0 0 9 0 3 10 92
Generalizations of the KPSS‐test for stationarity 0 0 5 190 2 5 17 506
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 3 6 23 476
Inflation, forecast intervals and long memory regression models 0 0 0 123 2 3 9 512
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 0 6 35 941
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 1 1 15 70
Modelling trigonometric seasonal components for monthly economic time series 0 0 1 54 1 6 22 281
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 0 1 9 76
Multimodality in GARCH regression models 0 0 0 27 2 5 18 133
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 1 226
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 29 1 1 8 138
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 2 4 19 318
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 0 1 15 129
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 1 3 8 449
Statistical Software for State Space Methods 0 0 0 26 0 0 6 168
Time Series Modelling of Daily Tax Revenues 0 0 0 33 1 4 10 120
Total Journal Articles 1 2 12 1,340 20 87 370 6,029

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Statistics updated 2026-06-04