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 0 16 2 2 16 100
A seasonal periodic long memory model for monthly river flows 0 0 0 24 2 3 17 137
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 4 7 24 601
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 1 1 2 535 4 5 22 1,786
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 0 7 64
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 0 0 8 522
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 2 3 9 105
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 0 353 4 4 16 1,160
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 2 2 13 218
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 1 2 15 2,118
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 2 3 16 362
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 3 4 12 795
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 3 5 16 97
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 0 48 2 2 60 271
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 1 1 1 79 2 2 21 264
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 56 5 6 39 210
Multimodality and the GARCH Likelihood 0 0 0 297 2 3 12 884
Multimodality and the GARCH Likelihood 0 0 0 0 1 2 11 897
Multimodality in the GARCH Regression Model 0 0 0 223 2 2 10 744
Outlier Detection in GARCH Models 0 0 2 340 4 4 28 991
Outlier Detection in GARCH Models 0 1 1 121 1 2 25 423
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 2 3 12 966
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 2 3 23 601
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 1 2 18 1,245
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 113 4 5 21 348
Time Series Modelling of Daily Tax Revenues 0 0 1 332 5 6 20 906
Time-Series Modelling of Daily Tax Revenues 0 0 0 291 2 3 11 1,082
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 2 4 18 626
Total Working Papers 2 3 7 5,313 66 89 520 18,523

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 1 9 157
An hourly periodic state space model for modelling French national electricity load 0 1 1 52 3 25 41 245
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 1 1 3 75 2 4 28 236
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 1 13 2 2 12 72
Econometric software development: past, present and future 0 0 0 61 0 1 38 196
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 2 2 10 115
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 1 2 19 207
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 1 1 10 53
Forecasting daily time series using periodic unobserved components time series models 0 0 1 54 1 1 12 159
Forecasting long memory left-right political orientations 0 0 0 9 1 1 9 94
Generalizations of the KPSS‐test for stationarity 0 2 3 192 3 5 16 512
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 2 2 22 479
Inflation, forecast intervals and long memory regression models 0 0 0 123 2 2 12 515
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 2 36 945
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 1 2 12 72
Modelling trigonometric seasonal components for monthly economic time series 0 0 0 54 3 4 24 286
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 3 3 11 80
Multimodality in GARCH regression models 0 0 0 27 1 1 15 134
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 2 2 4 229
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 29 4 5 12 144
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 1 1 1 119 2 3 21 322
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 0 1 14 130
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 1 1 9 450
Statistical Software for State Space Methods 0 0 1 27 3 3 8 172
Time Series Modelling of Daily Tax Revenues 0 0 0 33 1 21 31 141
Total Journal Articles 2 5 11 1,346 43 97 435 6,145

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Statistics updated 2026-11-12