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 2 2 85
A seasonal periodic long memory model for monthly river flows 0 0 0 24 2 2 3 122
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 4 9 12 581
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 0 533 3 4 10 1,767
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 0 2 57
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 1 2 3 515
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 2 2 3 98
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 1 353 0 3 6 1,144
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 2 617 2 2 5 2,105
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 1 2 2 347
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 1 2 4 82
Long memory modelling of inflation with stochastic variance and structural breaks 0 1 1 48 2 5 5 213
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 1 78 2 3 7 245
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 56 3 4 8 174
Multimodality and the GARCH Likelihood 0 0 0 297 0 0 2 872
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 0 886
Multimodality in the GARCH Regression Model 0 0 0 223 2 2 4 736
Outlier Detection in GARCH Models 0 0 0 120 1 2 6 399
Outlier Detection in GARCH Models 0 1 2 338 2 5 9 965
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 1 1 2 955
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 0 1 1 578
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 1 3 7 1,228
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 3 6 887
Time-Series Modelling of Daily Tax Revenues 0 1 1 291 1 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 0 1 3 608
Total Working Papers 0 4 11 5,306 33 62 121 18,036

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 3 3 4 151
An hourly periodic state space model for modelling French national electricity load 0 0 1 51 4 4 8 208
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 0 72 2 3 5 210
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 12 0 0 2 60
Econometric software development: past, present and future 0 1 1 61 0 1 2 158
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 1 1 1 106
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 3 3 3 191
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 1 3 6 44
Forecasting daily time series using periodic unobserved components time series models 0 0 1 53 1 1 4 148
Forecasting long memory left-right political orientations 0 0 0 9 0 2 3 85
Generalizations of the KPSS‐test for stationarity 1 2 12 190 2 3 20 498
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 1 3 6 458
Inflation, forecast intervals and long memory regression models 0 0 1 123 1 1 3 504
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 2 4 910
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 2 6 7 62
Modelling trigonometric seasonal components for monthly economic time series 0 1 1 54 1 2 4 263
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 0 1 2 69
Multimodality in GARCH regression models 0 0 0 27 1 3 5 120
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 1 1 2 226
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 29 0 0 2 132
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 1 118 3 4 8 304
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 2 2 4 118
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 2 3 4 166
Time Series Modelling of Daily Tax Revenues 0 0 0 33 1 1 2 111
Total Journal Articles 1 4 18 1,336 33 53 111 5,743

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Statistics updated 2025-12-06