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 14 0 0 2 72
A seasonal periodic long memory model for monthly river flows 0 0 0 23 0 0 0 100
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 1 226 0 1 5 540
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 2 528 2 3 10 1,733
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 2 46
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 69 3 3 6 488
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 0 1 3 66
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 1 3 342 0 1 12 1,078
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 0 2 179
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 607 1 3 9 2,065
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 128 1 3 3 302
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 1 767
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 0 2 64
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 0 47 1 1 2 171
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 0 74 3 3 6 217
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 1 2 52 1 3 7 118
Multimodality and the GARCH Likelihood 0 0 0 297 0 1 2 852
Multimodality and the GARCH Likelihood 0 0 0 0 1 2 6 877
Multimodality in the GARCH Regression Model 0 0 1 217 0 1 5 667
Outlier Detection in GARCH Models 0 0 2 98 1 2 9 314
Outlier Detection in GARCH Models 0 0 1 323 1 1 4 921
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 0 1 9 936
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 1 175 0 1 9 552
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 9 470 1 3 16 1,187
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 112 1 1 3 306
Time Series Modelling of Daily Tax Revenues 0 2 3 324 0 4 7 848
Time-Series Modelling of Daily Tax Revenues 0 0 0 289 0 0 5 1,055
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 0 1 2 165 0 1 8 572
Total Working Papers 0 5 28 5,186 17 41 155 17,093

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 39 0 0 0 131
An hourly periodic state space model for modelling French national electricity load 0 1 1 48 0 1 2 173
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 1 60 1 3 9 171
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 11 1 1 1 38
Econometric software development: past, present and future 0 0 0 56 0 0 0 148
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 1 16 0 0 4 94
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 1 32 1 2 5 169
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 0 0 24
Forecasting daily time series using periodic unobserved components time series models 0 0 0 49 1 1 1 130
Forecasting long memory left-right political orientations 0 0 0 9 0 0 1 75
Generalizations of the KPSS‐test for stationarity 0 0 0 119 0 3 5 353
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 2 2 169 2 5 10 409
Inflation, forecast intervals and long memory regression models 0 0 1 117 1 2 7 477
Long memory and level shifts: Re-analyzing inflation rates 0 0 1 165 2 2 5 892
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 8 1 1 5 34
Modelling trigonometric seasonal components for monthly economic time series 0 0 1 49 0 0 4 239
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 1 4 3 4 7 28
Multimodality in GARCH regression models 0 0 0 27 0 0 2 76
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 0 217
On the effect of seasonal adjustment on the log-periodogram regression 0 1 1 25 1 2 5 117
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 106 1 2 3 265
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 20 0 0 2 92
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 1 1 3 429
Statistical Software for State Space Methods 0 0 1 23 1 2 8 142
Time Series Modelling of Daily Tax Revenues 0 0 0 31 0 1 1 100
Total Journal Articles 0 4 12 1,188 17 33 90 5,023

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Statistics updated 2019-09-09