Marius Ooms : Citation Profile


Are you Marius Ooms?

Vrije Universiteit Amsterdam (95% share)
Tinbergen Instituut (5% share)

13

H index

16

i10 index

666

Citations

RESEARCH PRODUCTION:

25

Articles

28

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 31
   Journals where Marius Ooms has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 23 (3.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/poo1
   Updated: 2021-11-28    RAS profile: 2019-03-23    
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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 Marius Ooms.

Is cited by:

Gil-Alana, Luis (36)

Rodríguez Caballero, Carlos (21)

GUPTA, RANGAN (17)

Miller, Stephen (15)

Canarella, Giorgio (15)

Haldrup, Niels (14)

Nielsen, Morten (13)

Koopman, Siem Jan (13)

Franses, Philip Hans (12)

Caporale, Guglielmo Maria (12)

Ozdemir, Zeynel (10)

Cites to:

Koopman, Siem Jan (28)

Doornik, Jurgen (21)

Franses, Philip Hans (15)

Shephard, Neil (15)

Sowell, Fallaw (13)

Engle, Robert (12)

Baillie, Richard (11)

Bollerslev, Tim (11)

Hassler, Uwe (10)

Harvey, Andrew (8)

Wolters, Juergen (8)

Main data


Where Marius Ooms has published?


Journals with more than one article published# docs
International Journal of Forecasting6
Computational Statistics & Data Analysis5
Statistica Neerlandica4

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute13
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute6

Recent works citing Marius Ooms (2021 and 2020)


YearTitle of citing document
2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2020Seasonal adjustment of the Bank of Russia Payment System financial flows data. (2020). Tsvetkova, Anna ; Khabibullin, Ramis ; Turdyeva, Natalia ; Seleznev, Sergey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps65.

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2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

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2020Persistence and Long Memory in Monetary Policy Spreads. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8664.

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2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674.

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2020Sparse modeling approach for identifying the dominant factors affecting situation-dependent hourly electricity demand. (2020). Hayashida, Motonari ; Kabe, Satoshi ; Fujimoto, YU ; Kaneko, Nanae. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s0306261920302646.

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2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2020On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. (2020). Peiris, Shelton ; Chan, Jennifer ; Phillip, Andrew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90.

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2021Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129.

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2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986.

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2020Short-Term Load Forecasting for Spanish Insular Electric Systems. (2020). Juan, Jesus ; Caro, Eduardo . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3645-:d:384861.

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2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

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2020The Implications of Policy Uncertainty on Solar Photovoltaic Investment. (2020). Byrne, Julie ; Assereto, Martina. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6233-:d:451620.

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2021Electrical Load Forecast by Means of LSTM: The Impact of Data Quality. (2021). Paccanelli, Franco ; Vigani, Sonia ; Gavazzeni, Michele ; Pretto, Silvia ; Ogliari, Emanuele ; Nespoli, Alfredo. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:6-101:d:495915.

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2021Stationarity Statistics on Rolling Windows. (2021). Ross, Joseph . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09974-4.

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2021MARKET EFFICIENCY IN NON-RENEWABLE RESOURCE MARKETS: EVIDENCE FROM STATIONARITY TESTS WITH STRUCTURAL CHANGES. (2021). Tun, Gul Pek ; Yildirim, Dilem ; Kara, Alper. In: ERC Working Papers. RePEc:met:wpaper:2103.

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2021Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia. (2021). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. In: MPRA Paper. RePEc:pra:mprapa:109772.

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2021Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: Working Paper series. RePEc:rim:rimwps:21-20.

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2020Forecasting daily spot prices in the Russian electricity market with the ARFIMA model. (2020). Balagula, Yuri. In: Applied Econometrics. RePEc:ris:apltrx:0389.

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2021Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Maddanu, Federico ; Proietti, Tommaso. In: CEIS Research Paper. RePEc:rtv:ceisrp:518.

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2020.

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2020Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2.

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2021Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach. (2021). Zhou, Siwen. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01776-4.

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2021Determination of possible responses of Radon-222, magnetic effects, and total electron content to earthquakes on the North Anatolian Fault Zone, Turkiye: an ARIMA and Monte Carlo Simulation. (2021). Kulahci, Fatih ; Khalid, Dawar Hama ; Muhammed, Ahmad. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:108:y:2021:i:3:d:10.1007_s11069-021-04785-8.

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Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280.

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2021Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data. (2020). Koopman, Siem Jan ; Hoogerkamp, Meindert Heres ; Blasques, Francisco ; van De, Ilka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200078.

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2021Weekly Economic Activity: Measurement and Informational Content. (2021). Wegmueller, Philipp ; Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2021:i:627.

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Marius Ooms is editor of


Journal
Econometrics Journal
Econometrics Journal

Works by Marius Ooms:


YearTitleTypeCited
2007Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers.
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paper2
2007Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 2
paper
2007Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices In: Journal of the American Statistical Association.
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article115
2005Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 115
paper
1997On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article6
2009Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* In: Oxford Bulletin of Economics and Statistics.
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article4
2006Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2003Time Series Modelling of Daily Tax Revenues In: Statistica Neerlandica.
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article7
1999Time-Series Modelling of Daily Tax Revenues.(1999) In: Computing in Economics and Finance 1999.
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This paper has another version. Agregated cites: 7
paper
2001Time Series Modelling of Daily Tax Revenues.(2001) In: Tinbergen Institute Discussion Papers.
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paper
2004Generalizations of the KPSS?test for stationarity In: Statistica Neerlandica.
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article73
2006Econometric software development: past, present and future In: Statistica Neerlandica.
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article3
2008Estimating systematic continuous?time trends in recidivism using a non?Gaussian panel data model In: Statistica Neerlandica.
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article4
2007Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model.(2007) In: Tinbergen Institute Discussion Papers.
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paper
2004Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics.
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article20
2004Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices In: Econometric Society 2004 Australasian Meetings.
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paper19
2003Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices.(2003) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2000Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers.
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paper10
2001Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001.
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This paper has another version. Agregated cites: 10
paper
1999Review of SsfPack 2.2: statistical algorithms for models in state space In: Econometrics Journal.
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article1
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis.
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article56
2001Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models.(2001) In: Economics Papers.
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This paper has another version. Agregated cites: 56
paper
2006Forecasting daily time series using periodic unobserved components time series models In: Computational Statistics & Data Analysis.
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article9
2004Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models.(2004) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
2010Exact maximum likelihood estimation for non-stationary periodic time series models In: Computational Statistics & Data Analysis.
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article5
2012Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling In: Computational Statistics & Data Analysis.
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article4
2014Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis.
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article10
1997On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters.
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article7
1997A periodic long-memory model for quarterly UK inflation In: International Journal of Forecasting.
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article30
1999Forecasting long memory left-right political orientations In: International Journal of Forecasting.
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article5
2002Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting.
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article45
2001Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers.
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paper
2008Multimodality in GARCH regression models In: International Journal of Forecasting.
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article36
2003Multimodality in the GARCH Regression Model.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 36
paper
2008An hourly periodic state space model for modelling French national electricity load In: International Journal of Forecasting.
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article39
2008An Hourly Periodic State Space Model for Modelling French National Electricity Load.(2008) In: Tinbergen Institute Discussion Papers.
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paper
2010Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments In: International Journal of Forecasting.
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article0
1995Flexible Seasonal Long Memory and Economic Time Series In: Econometric Institute Research Papers.
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paper13
1996A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers.
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paper0
1997Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 In: Econometric Institute Research Papers.
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1998A seasonal periodic long memory model for monthly river flows In: Econometric Institute Research Papers.
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1998Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers.
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paper83
1999Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics.
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1998Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers.
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1999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers.
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paper11
2011Statistical Software for State Space Methods In: Journal of Statistical Software.
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2005Outlier Detection in GARCH Models In: Economics Papers.
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paper23
2005Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers.
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2013Modelling trigonometric seasonal components for monthly economic time series In: Applied Economics.
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article1
2010Modeling Trigonometric Seasonal Components for Monthly Economic Time Series.(2010) In: Tinbergen Institute Discussion Papers.
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2016Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models In: Econometric Reviews.
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article7
2011Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 7
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2008Trends 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.
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paper1

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