| 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 |
14 |
0 |
2 |
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 |
4 |
539 |
| Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models |
0 |
1 |
2 |
528 |
1 |
4 |
8 |
1,731 |
| Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
45 |
| Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model |
0 |
0 |
0 |
69 |
0 |
0 |
3 |
485 |
| Flexible Seasonal Long Memory and Economic Time Series |
0 |
0 |
0 |
8 |
1 |
2 |
4 |
66 |
| Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models |
0 |
2 |
2 |
341 |
0 |
3 |
11 |
1,077 |
| Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
179 |
| Inflation, Forecast Intervals and Long Memory Regression Models |
0 |
0 |
0 |
607 |
1 |
3 |
7 |
2,063 |
| Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks |
0 |
0 |
0 |
128 |
1 |
1 |
1 |
300 |
| 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 |
0 |
1 |
2 |
170 |
| Modeling Trigonometric Seasonal Components for Monthly Economic Time Series |
0 |
0 |
0 |
74 |
0 |
0 |
3 |
214 |
| Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models |
0 |
0 |
1 |
51 |
0 |
3 |
5 |
115 |
| Multimodality and the GARCH Likelihood |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
876 |
| Multimodality and the GARCH Likelihood |
0 |
0 |
0 |
297 |
0 |
0 |
1 |
851 |
| Multimodality in the GARCH Regression Model |
0 |
0 |
1 |
217 |
1 |
1 |
5 |
667 |
| Outlier Detection in GARCH Models |
0 |
1 |
1 |
323 |
0 |
1 |
3 |
920 |
| Outlier Detection in GARCH Models |
0 |
2 |
2 |
98 |
0 |
3 |
8 |
312 |
| Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices |
0 |
0 |
0 |
352 |
0 |
1 |
9 |
935 |
| Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices |
0 |
0 |
1 |
175 |
0 |
4 |
9 |
551 |
| Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices |
0 |
3 |
9 |
470 |
2 |
6 |
17 |
1,186 |
| Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment |
0 |
0 |
0 |
112 |
0 |
0 |
3 |
305 |
| Time Series Modelling of Daily Tax Revenues |
2 |
3 |
3 |
324 |
3 |
5 |
6 |
847 |
| Time-Series Modelling of Daily Tax Revenues |
0 |
0 |
0 |
289 |
0 |
2 |
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 |
1 |
164 |
0 |
1 |
9 |
571 |
| Total Working Papers |
2 |
14 |
25 |
5,183 |
11 |
46 |
137 |
17,063 |
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