14
H index
19
i10 index
810
Citations
Marius Ooms : Citation Profile
Vrije Universiteit Amsterdam (95% share) | RESEARCH PRODUCTION: 25 Articles 28 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1995 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marius Ooms. | Is cited by:
| Cites to:
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Main data
Where Marius Ooms has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 6 |
| Computational Statistics & Data Analysis | 5 |
| Statistica Neerlandica | 4 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 13 |
| Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute | 6 |
Recent works citing Marius Ooms (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Contradictory effects of technological change across developed countries. (2023). Rossen, Anja ; Ludewig, Oliver ; Blien, Uwe. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:580-608. Full description at Econpapers || Download paper |
| 2023 | Persistence in Tax Revenues: Evidence from Some OECD Countries. (2023). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tapia, Silvia Garcia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10682. Full description at Econpapers || Download paper |
| 2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper |
| 2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper |
| 2023 | Daily electricity price forecasting using artificial intelligence models in the Iranian electricity market. (2023). Fazeli, Meysam ; Hooshyaripor, Farhad ; Heidarpanah, Mohammadreza. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222028973. Full description at Econpapers || Download paper |
| 2023 | Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243. Full description at Econpapers || Download paper |
| 2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
| 2023 | Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586. Full description at Econpapers || Download paper |
| 2023 | How the new fed municipal bond facility capped municipal-treasury yield spreads in the Covid-19 recession. (2023). Duca, John ; Bordo, Michael D. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:67:y:2023:i:c:s0889158322000545. Full description at Econpapers || Download paper |
| 2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper |
| 2023 | Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes. (2023). Tunc, Ipek G ; Yildirim, Dilem ; Kara, Alper. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00312-8. Full description at Econpapers || Download paper |
| 2023 | Comparative Analysis of Methods for Hourly Electricity Demand Forecasting in the Absence of Data – A Case Study. (2023). Jan, Zawadzki. In: Economic and Regional Studies / Studia Ekonomiczne i Regionalne. RePEc:vrs:ecoreg:v:16:y:2023:i:1:p:34-50:n:8. Full description at Econpapers || Download paper |
| 2023 | Optimal forecasts in the presence of discrete structural breaks under long memory. (2023). Sibbertsen, Philipp ; Mboya, Mwasi Paza. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1889-1908. Full description at Econpapers || Download paper |
Marius Ooms is editor of
| Journal | |
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| Econometrics Journal | |
| Econometrics Journal |
Works by Marius Ooms:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 149 |
| 2005 | Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
| 1997 | On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 7 |
| 2009 | Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 2006 | Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment.(2006) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2003 | Time Series Modelling of Daily Tax Revenues In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 13 |
| 1999 | Time-Series Modelling of Daily Tax Revenues.(1999) In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2001 | Time Series Modelling of Daily Tax Revenues.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2004 | Generalizations of the KPSS?test for stationarity In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 79 |
| 2006 | Econometric software development: past, present and future In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 3 |
| 2008 | Estimating systematic continuous?time trends in recidivism using a non?Gaussian panel data model In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 4 |
| 2007 | Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model.(2007) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2004 | Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 43 |
| 2004 | Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 20 |
| 2003 | Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2000 | Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 10 |
| 2001 | Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1999 | Review of SsfPack 2.2: statistical algorithms for models in state space In: Econometrics Journal. [Citation analysis] | article | 1 |
| 2003 | Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 58 |
| 2001 | Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2006 | Forecasting daily time series using periodic unobserved components time series models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
| 2004 | Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models.(2004) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2010 | Exact maximum likelihood estimation for non-stationary periodic time series models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2012 | Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
| 2014 | Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 13 |
| 1997 | On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 1997 | A periodic long-memory model for quarterly UK inflation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 33 |
| 1999 | Forecasting long memory left-right political orientations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2002 | Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 53 |
| 2001 | Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2008 | Multimodality in GARCH regression models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 36 |
| 2003 | Multimodality in the GARCH Regression Model.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2008 | An hourly periodic state space model for modelling French national electricity load In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 46 |
| 2008 | An Hourly Periodic State Space Model for Modelling French National Electricity Load.(2008) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2010 | Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1995 | Flexible Seasonal Long Memory and Economic Time Series In: Econometric Institute Research Papers. [Citation analysis] | paper | 16 |
| 1996 | A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 In: Econometric Institute Research Papers. [Citation analysis] | paper | 0 |
| 1998 | A seasonal periodic long memory model for monthly river flows In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 93 |
| 1999 | Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | article | |
| 1998 | Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 1999 | Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers. [Citation analysis] | paper | 18 |
| 2011 | Statistical Software for State Space Methods In: Journal of Statistical Software. [Full Text][Citation analysis] | article | 27 |
| 2005 | Outlier Detection in GARCH Models In: Economics Papers. [Full Text][Citation analysis] | paper | 28 |
| 2005 | Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2013 | Modelling trigonometric seasonal components for monthly economic time series In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | Modeling Trigonometric Seasonal Components for Monthly Economic Time Series.(2010) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
| 2011 | Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2008 | Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 2 |
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