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 8 11 94
A seasonal periodic long memory model for monthly river flows 0 0 0 24 0 7 11 131
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 2 7 21 590
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 1 534 0 7 18 1,778
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 2 6 62
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 0 3 6 519
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 1 2 5 101
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 0 353 1 9 14 1,155
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 8 12 213
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 2 7 10 2,113
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 1 6 10 355
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 6 8 791
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 2 10 88
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 1 48 10 48 54 262
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 0 78 0 6 14 253
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 56 5 29 34 204
Multimodality and the GARCH Likelihood 0 0 0 297 1 3 7 877
Multimodality and the GARCH Likelihood 0 0 0 0 1 7 7 893
Multimodality in the GARCH Regression Model 0 0 0 223 0 2 6 738
Outlier Detection in GARCH Models 0 0 0 120 1 12 22 416
Outlier Detection in GARCH Models 0 0 2 338 2 10 22 978
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 0 4 7 960
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 2 14 18 595
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 2 6 13 1,236
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 113 2 11 14 341
Time Series Modelling of Daily Tax Revenues 0 0 0 331 3 8 14 897
Time-Series Modelling of Daily Tax Revenues 0 0 1 291 0 7 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 8 11 617
Total Working Papers 0 0 6 5,307 37 249 394 18,336

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 1 5 9 156
An hourly periodic state space model for modelling French national electricity load 0 0 1 51 0 8 16 217
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 2 74 0 6 13 219
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 12 1 6 8 67
Econometric software development: past, present and future 0 0 1 61 4 31 33 190
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 5 6 111
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 2 7 13 201
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 1 8 13 52
Forecasting daily time series using periodic unobserved components time series models 0 0 1 53 1 4 8 153
Forecasting long memory left-right political orientations 0 0 0 9 1 1 8 90
Generalizations of the KPSS‐test for stationarity 0 0 8 190 1 4 16 502
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 0 10 17 470
Inflation, forecast intervals and long memory regression models 0 0 0 123 0 3 6 509
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 6 31 35 941
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 0 6 14 69
Modelling trigonometric seasonal components for monthly economic time series 0 0 1 54 1 10 17 276
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 1 6 9 76
Multimodality in GARCH regression models 0 0 0 27 1 5 14 129
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 0 3 7 137
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 0 8 15 314
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 0 10 14 128
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 0 4 5 446
Statistical Software for State Space Methods 0 0 0 26 0 2 6 168
Time Series Modelling of Daily Tax Revenues 0 0 0 33 0 4 6 116
Total Journal Articles 0 0 14 1,338 21 187 309 5,963

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Statistics updated 2026-04-09