| Year |
Citation |
Score |
| 2016 |
Mesters G, Koopman SJ, Ooms M. Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models Econometric Reviews. 35: 659-687. DOI: 10.1080/07474938.2015.1031014 |
0.459 |
|
| 2014 |
Bos CS, Koopman SJ, Ooms M. Long memory with stochastic variance model Computational Statistics & Data Analysis. 76: 144-157. DOI: 10.1016/J.Csda.2012.11.019 |
0.504 |
|
| 2013 |
Hindrayanto I, Aston JAD, Koopman SJ, Ooms M. Modeling trigonometric seasonal components for monthly economic time series Applied Economics. 45: 3024-3034. DOI: 10.1080/00036846.2012.690937 |
0.441 |
|
| 2012 |
Dordonnat V, Koopman SJ, Ooms M. Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling Computational Statistics & Data Analysis. 56: 3134-3152. DOI: 10.1016/J.Csda.2011.04.002 |
0.437 |
|
| 2011 |
Commandeur JJF, Koopman SJ, Ooms M. Statistical Software for State Space Methods Journal of Statistical Software. 41: 1-18. DOI: 10.18637/Jss.V041.I01 |
0.413 |
|
| 2010 |
Koopman SJ, Dordonnat V, Ooms M. Intradaily smoothing splines for time-varying regression models of hourly electricity loads The Journal of Energy Markets. 3: 17-52. DOI: 10.21314/Jem.2010.039 |
0.334 |
|
| 2010 |
Koopman SJ, Ooms M. Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments International Journal of Forecasting. 26: 647-651. DOI: 10.1016/J.Ijforecast.2010.05.013 |
0.33 |
|
| 2010 |
Hindrayanto I, Koopman SJ, Ooms M. Exact maximum likelihood estimation for non-stationary periodic time series models Computational Statistics & Data Analysis. 54: 2641-2654. DOI: 10.1016/J.Csda.2010.04.010 |
0.482 |
|
| 2009 |
Koopman SJ, Ooms M, Hindrayanto I. Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment Oxford Bulletin of Economics and Statistics. 71: 683-713. DOI: 10.1111/J.1468-0084.2009.00557.X |
0.481 |
|
| 2008 |
Koopman SJ, Ooms M, Lucas A, Montfort Kv, Geest VVD. Estimating Systematic Continuous-Time Trends in Recidivism Using a Non-Gaussian Panel Data Model Statistica Neerlandica. 62: 104-130. DOI: 10.1111/J.1467-9574.2007.00375.X |
0.64 |
|
| 2008 |
Dordonnat V, Koopman SJ, Ooms M, Dessertaine A, Collet J. An Hourly Periodic State Space Model for Modelling French National Electricity Load International Journal of Forecasting. 24: 566-587. DOI: 10.1016/J.Ijforecast.2008.08.010 |
0.443 |
|
| 2008 |
Doornik JA, Ooms M. Multimodality in GARCH regression models International Journal of Forecasting. 24: 432-448. DOI: 10.1016/J.Ijforecast.2008.06.002 |
0.396 |
|
| 2007 |
Koopman SJ, Ooms M, Carnero MA. Periodic seasonal reg-ARFIMA-GARCH models for daily electricity spot prices Journal of the American Statistical Association. 102: 16-27. DOI: 10.1198/016214506000001022 |
0.416 |
|
| 2006 |
Koopman SJ, Ooms M. Forecasting daily time series using periodic unobserved components time series models Computational Statistics & Data Analysis. 51: 885-903. DOI: 10.1016/J.Csda.2005.09.009 |
0.474 |
|
| 2004 |
Doornik JA, Ooms M. Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation Studies in Nonlinear Dynamics and Econometrics. 8: 1-25. DOI: 10.2202/1558-3708.1218 |
0.465 |
|
| 2004 |
Hobijn B, Franses PH, Ooms M. Generalizations of the KPSS-test for stationarity Statistica Neerlandica. 58: 483-502. DOI: 10.1111/J.1467-9574.2004.00272.X |
0.473 |
|
| 2003 |
Gras H, Franses PH, Ooms M. Did Men Taste and Civilization Save the stage? Theatre-going in Rotterdam, 1860-1916, A Statistical Analysis of Ticket Sales Journal of Social History. 36: 615-655. DOI: 10.1353/Jsh.2003.0052 |
0.536 |
|
| 2003 |
Koopman SJ, Ooms M. Time Series Modelling of Daily Tax Revenues Statistica Neerlandica. 57: 439-469. DOI: 10.1111/1467-9574.00239 |
0.471 |
|
| 2003 |
Doornik JA, Ooms M. Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models Computational Statistics & Data Analysis. 42: 333-348. DOI: 10.1016/S0167-9473(02)00212-8 |
0.357 |
|
| 2002 |
Bos CS, Franses PH, Ooms M. Inflation, forecast intervals and long memory regression models International Journal of Forecasting. 18: 243-264. DOI: 10.1016/S0169-2070(01)00156-X |
0.589 |
|
| 2001 |
Ooms M, Franses PH. A seasonal periodic long memory model for monthly river flows Environmental Modelling and Software. 16: 559-569. DOI: 10.1016/S1364-8152(01)00025-1 |
0.578 |
|
| 1999 |
Eisinga R, Franses PH, Ooms M. Forecasting long memory left-right political orientations International Journal of Forecasting. 15: 185-199. DOI: 10.1016/S0169-2070(98)00064-8 |
0.564 |
|
| 1999 |
Bos CS, Franses PH, Ooms M. Long Memory and Level Shifts: Re-Analyzing Inflation Rates Empirical Economics. 24: 427-449. DOI: 10.1007/S001810050065 |
0.528 |
|
| 1997 |
Ooms M, Franses PH. On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment Journal of Business & Economic Statistics. 15: 470-481. DOI: 10.1080/07350015.1997.10524725 |
0.572 |
|
| 1997 |
Franses PH, Ooms M. A periodic long memory model for quarterly UK inflation International Journal of Forecasting. 13: 117-126. DOI: 10.1016/S0169-2070(96)00715-7 |
0.564 |
|
| 1997 |
Ooms M, Hassler U. On the effect of seasonal adjustment on the log-periodogram regression Economics Letters. 56: 135-141. DOI: 10.1016/S0165-1765(97)81891-5 |
0.4 |
|
| 1994 |
Ooms M, Dijk HKV. Comment on “ estimating systems of trending variables”: estimating pushing trends and pulling equilibria Econometric Reviews. 13: 395-422. DOI: 10.1080/07474939408800296 |
0.348 |
|
| Show low-probability matches. |