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 2 15 98
A seasonal periodic long memory model for monthly river flows 0 0 0 24 0 0 14 134
An Hourly Periodic State Space Model for Modelling French National Electricity Load 0 0 0 230 1 3 23 595
Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models 0 0 1 534 1 1 19 1,782
Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 0 0 0 5 0 1 7 64
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 0 0 9 522
Flexible Seasonal Long Memory and Economic Time Series 0 0 0 8 1 1 7 103
Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models 0 0 0 353 0 0 15 1,156
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation 0 0 0 43 0 0 11 216
Inflation, Forecast Intervals and Long Memory Regression Models 0 0 0 617 1 1 14 2,117
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks 0 0 0 134 1 2 15 360
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 181 1 1 9 792
Long memory and level shifts: re-analysing inflation rates 0 0 0 17 2 2 14 94
Long memory modelling of inflation with stochastic variance and structural breaks 0 0 1 48 0 1 61 269
Modeling Trigonometric Seasonal Components for Monthly Economic Time Series 0 0 0 78 0 2 20 262
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 56 1 1 35 205
Multimodality and the GARCH Likelihood 0 0 0 297 1 2 10 882
Multimodality and the GARCH Likelihood 0 0 0 0 0 0 9 895
Multimodality in the GARCH Regression Model 0 0 0 223 0 0 8 742
Outlier Detection in GARCH Models 0 1 3 340 0 2 27 987
Outlier Detection in GARCH Models 0 0 0 120 0 1 24 421
Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices 0 0 0 353 0 1 9 963
Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices 0 0 0 177 1 2 22 599
Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices 0 0 0 479 1 1 19 1,244
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment 0 0 0 113 1 2 17 344
Time Series Modelling of Daily Tax Revenues 0 1 1 332 1 2 17 901
Time-Series Modelling of Daily Tax Revenues 0 0 1 291 0 0 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 1 2 16 623
Total Working Papers 0 2 8 5,310 15 33 475 18,449

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 0 0 8 156
An hourly periodic state space model for modelling French national electricity load 0 0 0 51 20 20 36 240
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models 0 0 2 74 0 0 25 232
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling 0 0 1 13 0 2 10 70
Econometric software development: past, present and future 0 0 1 61 0 4 38 195
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 0 8 113
Exact maximum likelihood estimation for non-stationary periodic time series models 0 0 0 32 0 1 17 205
Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments 0 0 0 4 0 0 11 52
Forecasting daily time series using periodic unobserved components time series models 0 0 1 54 0 0 11 158
Forecasting long memory left-right political orientations 0 0 0 9 0 1 10 93
Generalizations of the KPSS‐test for stationarity 2 2 4 192 2 3 14 509
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation 0 0 0 182 0 1 22 477
Inflation, forecast intervals and long memory regression models 0 0 0 123 0 1 10 513
Long memory and level shifts: Re-analyzing inflation rates 0 0 0 165 1 3 36 944
Long memory with stochastic variance model: A recursive analysis for US inflation 0 0 0 10 0 0 14 70
Modelling trigonometric seasonal components for monthly economic time series 0 0 1 54 1 2 22 283
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models 0 0 0 5 0 1 9 77
Multimodality in GARCH regression models 0 0 0 27 0 0 16 133
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 0 1 2 227
On the effect of seasonal adjustment on the log-periodogram regression 0 0 0 29 0 1 7 139
Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices 0 0 0 118 1 2 20 320
Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* 0 0 0 21 0 0 13 129
Review of SsfPack 2.2: statistical algorithms for models in state space 0 0 0 1 0 0 8 449
Statistical Software for State Space Methods 0 1 1 27 0 1 6 169
Time Series Modelling of Daily Tax Revenues 0 0 0 33 20 20 30 140
Total Journal Articles 2 3 11 1,343 45 64 403 6,093

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Statistics updated 2026-09-10