Michael Eichler : Citation Profile


Are you Michael Eichler?

Maastricht University
Maastricht University

5

H index

5

i10 index

121

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2006 - 2013). See details.
   Cites by year: 17
   Journals where Michael Eichler has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 4 (3.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei32
   Updated: 2021-01-16    RAS profile: 2014-01-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Eichler.

Is cited by:

Barigozzi, Matteo (9)

Hallin, Marc (7)

Al-Sadoon, Majid (6)

Ahelegbey, Daniel Felix (6)

Weron, Rafał (4)

Shields, Michael (3)

Chen, Pu (3)

van Ours, Jan (3)

Giudici, Paolo (3)

Hecq, Alain (3)

Rodríguez Caballero, Carlos (3)

Cites to:

Weron, Rafał (15)

Janczura, Joanna (8)

Nielsen, Morten (7)

Haldrup, Niels (7)

Hallin, Marc (6)

Trueck, Stefan (6)

Lippi, Marco (4)

Forni, Mario (4)

Hurn, Stan (4)

Granger, Clive (3)

Misiorek, Adam (3)

Main data


Where Michael Eichler has published?


Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)4

Recent works citing Michael Eichler (2021 and 2020)


YearTitle of citing document
2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

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2020Identifying the Dynamic Effects of Income Inequality on Crime. (2020). Atems, Bebonchu. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:751-782.

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2020Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

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2020The causal effect of education on chronic health conditions in the UK. (2020). Shields, Michael ; Johnston, David ; Janke, Katharina ; Propper, Carol. In: Journal of Health Economics. RePEc:eee:jhecon:v:70:y:2020:i:c:s0167629618308956.

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2020Causal evolution of global crisis in financial networks. (2020). Panigrahi, Prasanta K ; Banerjee, Anirban ; Upadhyay, Shashankaditya . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303423.

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2020Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455.

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2020Information network modeling for U.S. banking systemic risk. (2020). Aste, Tomaso ; Cerchiello, Paola ; Nicola, Giancarlo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107563.

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2020.

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2020Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9.

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Works by Michael Eichler:


YearTitleTypeCited
2006Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]
article3
2007Granger causality and path diagrams for multivariate time series In: Journal of Econometrics.
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article48
2011Fitting dynamic factor models to non-stationary time series In: Journal of Econometrics.
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article12
2009Fitting dynamic factor models to non-stationary time series.(2009) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2013Fitting semiparametric Markov regime-switching models to electricity spot prices In: Energy Economics.
[Full Text][Citation analysis]
article16
2008Testing nonparametric and semiparametric hypotheses in vector stationary processes In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article10
2007A Frequency-domain Based Test for Non-correlation between Stationary Time Series In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]
article2
2009On Granger-causality and the effect of interventions in time series In: Research Memorandum.
[Full Text][Citation analysis]
paper5
2012Modeling spike occurrences in electricity spot prices for forecasting In: Research Memorandum.
[Full Text][Citation analysis]
paper2
2012Youth crime and education expansion In: Research Memorandum.
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paper23

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