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 0 8 10 93
A seasonal periodic long memory model for monthly river flows 0 0 0 24 1 9 11 131
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 2 7 19 588
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 1 1 534 2 11 19 1,778
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 2 5 7 62
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 0 4 6 519
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 0 2 4 100
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 1 353 1 10 15 1,154
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 8 13 213
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 2 6 8 2,111
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 0 7 9 354
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 1 8 8 791
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 2 6 10 88
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 1 48 14 39 44 252
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 1 78 1 8 15 253
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 56 6 25 29 199
Multimodality and the GARCH Likelihood 0 0 0 0 2 6 6 892
Multimodality and the GARCH Likelihood 0 0 0 297 0 4 6 876
Multimodality in the GARCH Regression Model 0 0 0 223 1 2 6 738
Outlier Detection in GARCH Models 0 0 2 338 3 11 20 976
Outlier Detection in GARCH Models 0 0 0 120 5 16 21 415
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 0 5 7 960
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 4 15 16 593
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 0 6 11 1,234
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 113 4 12 13 339
Time Series Modelling of Daily Tax Revenues 0 0 0 331 1 7 11 894
Time-Series Modelling of Daily Tax Revenues 0 0 1 291 3 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 2 9 11 617
Total Working Papers 0 1 8 5,307 59 263 364 18,299

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 4 8 155
An hourly periodic state space model for modelling French national electricity load 0 0 1 51 2 9 16 217
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 2 2 74 0 9 13 219
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 12 3 6 8 66
Econometric software development: past, present and future 0 0 1 61 3 28 29 186
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 1 8 11 199
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 3 7 12 51
Forecasting daily time series using periodic unobserved components time series models 0 0 1 53 2 4 7 152
Forecasting long memory left-right political orientations 0 0 0 9 0 4 7 89
Generalizations of the KPSS‐test for stationarity 0 0 9 190 2 3 17 501
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 0 12 17 470
Inflation, forecast intervals and long memory regression models 0 0 0 123 0 5 6 509
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 9 25 29 935
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 0 7 14 69
Modelling trigonometric seasonal components for monthly economic time series 0 0 1 54 6 12 16 275
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 2 6 8 75
Multimodality in GARCH regression models 0 0 0 27 0 8 13 128
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 5 7 137
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 2 10 15 314
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 5 10 14 128
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 1 5 5 446
Statistical Software for State Space Methods 0 0 0 26 1 2 6 168
Time Series Modelling of Daily Tax Revenues 0 0 0 33 2 5 6 116
Total Journal Articles 0 2 15 1,338 45 199 291 5,942

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04