Marius Ooms
Names
Identifer
Contact
Affiliations
-
Tinbergen Instituut (weight: 5%)
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Vrije Universiteit Amsterdam
/ School of Business and Economics
/ Afdeling Econometrie and Operations Research (weight: 95%)
Research profile
author of:
- Long memory modelling of inflation with stochastic variance and structural breaks (RePEc:aah:create:2007-44)
by Charles S. Bos & Siem Jan Koopman & Marius Ooms - Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices (RePEc:bes:jnlasa:v:102:y:2007:p:16-27)
by Koopman, Siem Jan & Ooms, Marius & Carnero, M. Angeles - On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment (RePEc:bes:jnlbes:v:15:y:1997:i:4:p:470-81)
by Ooms, Marius & Franses, Philip Hans - Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment (RePEc:bla:obuest:v:71:y:2009:i:5:p:683-713)
by Siem Jan Koopman & Marius Ooms & Irma Hindrayanto - Time Series Modelling of Daily Tax Revenues (RePEc:bla:stanee:v:57:y:2003:i:4:p:439-469)
by Siem Jan Koopman & Marius Ooms - Generalizations of the KPSS‐test for stationarity (RePEc:bla:stanee:v:58:y:2004:i:4:p:483-502)
by Bart Hobijn & Philip Hans Franses & Marius Ooms - Econometric software development: past, present and future (RePEc:bla:stanee:v:60:y:2006:i:2:p:206-224)
by Marius Ooms & Jurgen A. Doornik - Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model (RePEc:bla:stanee:v:62:y:2008:i:1:p:104-130)
by Siem Jan Koopman & Marius Ooms & André Lucas & Kees van Montfort & Victor Van Der Geest - Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14)
by Doornik Jurgen A & Ooms Marius - Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices (RePEc:ecm:ausm04:158)
by Marius Ooms & M. Angeles Carnero & Siem Jan Koopman - Multimodality and the GARCH Likelihood (RePEc:ecm:wc2000:0798)
by Jurgen A. Doornik & Marius Ooms - Econometrics Journal (RePEc:ect:emjrnl)
from Royal Economic Society as editor - Review of SsfPack 2.2: statistical algorithms for models in state space (RePEc:ect:emjrnl:v:2:y:1999:i:1:p:161-166)
by Marius Ooms - Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models (RePEc:eee:csdana:v:42:y:2003:i:3:p:333-348)
by Doornik, Jurgen A. & Ooms, Marius - Forecasting daily time series using periodic unobserved components time series models (RePEc:eee:csdana:v:51:y:2006:i:2:p:885-903)
by Koopman, Siem Jan & Ooms, Marius - Exact maximum likelihood estimation for non-stationary periodic time series models (RePEc:eee:csdana:v:54:y:2010:i:11:p:2641-2654)
by Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius - Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling (RePEc:eee:csdana:v:56:y:2012:i:11:p:3134-3152)
by Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius - Long memory with stochastic variance model: A recursive analysis for US inflation (RePEc:eee:csdana:v:76:y:2014:i:c:p:144-157)
by Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius - On the effect of seasonal adjustment on the log-periodogram regression (RePEc:eee:ecolet:v:56:y:1997:i:2:p:135-141)
by Ooms, Marius & Hassler, Uwe - A periodic long-memory model for quarterly UK inflation (RePEc:eee:intfor:v:13:y:1997:i:1:p:117-126)
by Franses, Philip Hans & Ooms, Marius - Forecasting long memory left-right political orientations (RePEc:eee:intfor:v:15:y:1999:i:2:p:185-199)
by Eisinga, Rob & Franses, Philip Hans & Ooms, Marius - Inflation, forecast intervals and long memory regression models (RePEc:eee:intfor:v:18:y:2002:i:2:p:243-264)
by Bos, Charles S. & Franses, Philip Hans & Ooms, Marius - Multimodality in GARCH regression models (RePEc:eee:intfor:v:24:y:2008:i:3:p:432-448)
by Doornik, Jurgen A. & Ooms, Marius - An hourly periodic state space model for modelling French national electricity load (RePEc:eee:intfor:v:24:y:2008:i:4:p:566-587)
by Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J. - Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments (RePEc:eee:intfor:v:26:y::i:4:p:647-651)
by Koopman, S.J. & Ooms, M. - Flexible Seasonal Long Memory and Economic Time Series (RePEc:ems:eureir:1351)
by Ooms, M. - A Note on the Effect of Seasonal Dummies on the Periodogram Regression (RePEc:ems:eureir:1385)
by Ooms, M. & Hassler, U. - Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 (RePEc:ems:eureir:1417)
by Eisinga, R. & Franses, Ph.H.B.F. & Ooms, M. - A seasonal periodic long memory model for monthly river flows (RePEc:ems:eureir:1530)
by Ooms, M. & Franses, Ph.H.B.F. - Long memory and level shifts: re-analysing inflation rates (RePEc:ems:eureir:1556)
by Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S. - Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation (RePEc:ems:eureir:1619)
by Ooms, M. & Doornik, J.A. - Statistical Software for State Space Methods (RePEc:jss:jstsof:v:041:i01)
by Commandeur, Jacques J. F. & Koopman, Siem Jan & Ooms, Marius - Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models (RePEc:nuf:econwp:0127)
by Jurgen A. Doornik & Marius Ooms - Multimodality in the GARCH Regression Model (RePEc:nuf:econwp:0320)
by Jurgen A. Doornik & Marius Ooms - Outlier Detection in GARCH Models (RePEc:nuf:econwp:0524)
by Jurgen A. Doornik & Marius Ooms - Multimodality and the GARCH Likelihood (RePEc:sce:scecf1:76)
by Jurgen A. Doornik and Marius Ooms - Time-Series Modelling of Daily Tax Revenues (RePEc:sce:scecf9:312)
by Marius Ooms & Björn de Groot & Siem Jan Koopman - Long memory and level shifts: Re-analyzing inflation rates (RePEc:spr:empeco:v:24:y:1999:i:3:p:427-449)
by Philip Hans Franses & Marius Ooms & Charles S. Bos - Modelling trigonometric seasonal components for monthly economic time series (RePEc:taf:applec:v:45:y:2013:i:21:p:3024-3034)
by Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms - Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (RePEc:taf:emetrv:v:35:y:2016:i:4:p:659-687)
by G. Mesters & S. J. Koopman & M. Ooms - Long Memory and Level Shifts: Re-Analyzing Inflation Rates (RePEc:tin:wpaper:19980039)
by Charles S. Bos & Philip Hans Franses & Marius Ooms - Inflation, Forecast Intervals and Long Memory Regression Models (RePEc:tin:wpaper:20010029)
by Charles S. Bos & Philip Hans Franses & Marius Ooms - Time Series Modelling of Daily Tax Revenues (RePEc:tin:wpaper:20010032)
by Siem Jan Koopman & Marius Ooms - Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices (RePEc:tin:wpaper:20030071)
by M. Angeles Carnero & Siem Jan Koopman & Marius Ooms - Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models (RePEc:tin:wpaper:20040135)
by Siem Jan Koopman & Marius Ooms - Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices (RePEc:tin:wpaper:20050091)
by Siem Jan Koopman & Marius Ooms & M. Angeles Carnero - Outlier Detection in GARCH Models (RePEc:tin:wpaper:20050092)
by Jurgen A. Doornik & Marius Ooms - Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment (RePEc:tin:wpaper:20060101)
by Siem Jan Koopman & Marius Ooms & Irma Hindrayanto - Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model (RePEc:tin:wpaper:20070027)
by Siem Jan Koopman & André Lucas & Marius Ooms & Kees van Montfort & Victor van der Geest - Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks (RePEc:tin:wpaper:20070099)
by C.S. Bos & S.J. Koopman & M. Ooms - An Hourly Periodic State Space Model for Modelling French National Electricity Load (RePEc:tin:wpaper:20080008)
by V. Dordonnat & S.J. Koopman & M. Ooms & A. Dessertaine & J. Collet - Modeling Trigonometric Seasonal Components for Monthly Economic Time Series (RePEc:tin:wpaper:20100018)
by Irma Hindrayanto & John A.D. Aston & Siem Jan Koopman & Marius Ooms - Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models (RePEc:tin:wpaper:20110090)
by Geert Mesters & Siem Jan Koopman & Marius Ooms - Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code (RePEc:vua:wpaper:2008-21)
by Ooms, M. - Econometrics Journal (RePEc:wly:emjrnl)
from Royal Economic Society as editor