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 14 0 2 8 81
A seasonal periodic long memory model for monthly river flows 0 0 0 23 0 3 8 110
An Hourly Periodic State Space Model for Modelling French National Electricity Load 1 1 2 228 3 6 11 554
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 4 533 1 1 9 1,746
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 3 50
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 69 1 2 10 498
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 2 3 14 82
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 3 5 347 0 8 17 1,098
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 0 4 185
Inflation, Forecast Intervals and Long Memory Regression Models 0 1 1 609 1 4 12 2,080
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 1 129 1 3 16 323
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 0 0 6 778
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 0 1 5 76
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 0 47 1 5 10 187
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 0 74 0 2 6 223
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 53 1 4 15 141
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 3 884
Multimodality and the GARCH Likelihood 0 0 0 297 1 1 8 862
Multimodality in the GARCH Regression Model 0 0 3 220 1 2 13 680
Outlier Detection in GARCH Models 1 1 3 102 3 4 13 332
Outlier Detection in GARCH Models 0 1 1 325 0 1 2 924
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 352 0 1 8 946
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 175 0 3 11 569
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 1 472 1 3 11 1,204
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 112 1 2 7 314
Time Series Modelling of Daily Tax Revenues 2 2 3 327 3 5 19 869
Time-Series Modelling of Daily Tax Revenues 0 0 0 289 1 1 4 1,060
Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code 1 2 2 167 1 4 12 585
Total Working Papers 5 11 26 5,218 23 72 265 17,441


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 1 41 2 3 6 141
An hourly periodic state space model for modelling French national electricity load 0 0 0 48 0 1 5 182
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 7 67 1 1 14 186
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 0 11 1 3 4 42
Econometric software development: past, present and future 0 0 1 57 0 0 1 150
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 0 5 100
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 2 3 5 175
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 1 7 31
Forecasting daily time series using periodic unobserved components time series models 0 1 1 50 0 1 5 135
Forecasting long memory left-right political orientations 0 0 0 9 0 1 3 79
Generalizations of the KPSS‐test for stationarity 1 2 2 121 2 3 6 363
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 3 172 1 3 11 424
Inflation, forecast intervals and long memory regression models 1 1 1 119 2 3 9 488
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 2 4 901
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 1 9 1 1 3 41
Modelling trigonometric seasonal components for monthly economic time series 0 0 0 49 0 2 4 243
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 4 1 3 15 47
Multimodality in GARCH regression models 0 0 0 27 1 2 6 83
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 0 1 219
On the effect of seasonal adjustment on the log-periodogram regression 0 0 1 28 0 0 3 124
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 106 1 2 6 273
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 20 1 1 5 100
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 0 0 7 437
Statistical Software for State Space Methods 0 0 1 24 0 1 7 149
Time Series Modelling of Daily Tax Revenues 1 1 1 32 1 1 3 105
Total Journal Articles 3 5 20 1,212 18 38 145 5,218


Statistics updated 2020-11-03