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Marius Ooms
Marius Ooms
Associate Professor of Econometrics VU University Amsterdam
Verified email at feweb.vu.nl
Title
Cited by
Cited by
Year
An Object-Oriented Matrix Programming Language Ox 6.
JA Doornik
828*2009
Periodic seasonal Reg-ARFIMA–GARCH models for daily electricity spot prices
SJ Koopman, M Ooms, MA Carnero
Journal of the American Statistical Association 102 (477), 16-27, 2007
3132007
Generalizations of the KPSS‐test for stationarity
B Hobijn, PH Franses, M Ooms
Statistica Neerlandica 58 (4), 483-502, 2004
2812004
Generalizations of the KPSS‐test for stationarity
B Hobijn, PH Franses, M Ooms
Statistica Neerlandica 58 (4), 483-502, 2004
2812004
Efficacy of different doses and time intervals of oral vitamin D supplementation with or without calcium in elderly nursing home residents
V Chel, HAH Wijnhoven, JH Smit, M Ooms, P Lips
Osteoporosis International 19 (5), 663-671, 2008
2722008
Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models
JA Doornik, M Ooms
Computational Statistics & Data Analysis 42 (3), 333-348, 2003
1882003
An hourly periodic state space model for modelling French national electricity load
V Dordonnat, SJ Koopman, M Ooms, A Dessertaine, J Collet
International Journal of Forecasting 24 (4), 566-587, 2008
1782008
An hourly periodic state space model for modelling French national electricity load
V Dordonnat, SJ Koopman, M Ooms, A Dessertaine, J Collet
International Journal of Forecasting 24 (4), 566-587, 2008
1782008
An hourly periodic state space model for modelling French national electricity load
V Dordonnat, SJ Koopman, M Ooms, A Dessertaine, J Collet
International Journal of Forecasting 24 (4), 566-587, 2008
1782008
Long memory and level shifts: Re-analyzing inflation rates
CS Bos, PH Franses, M Ooms
Empirical Economics 24 (3), 427-449, 1999
1761999
A package for estimating, forecasting and simulating ARFIMA models: Arfima package 1.0 for Ox
JA Doornik, M Ooms
Preprint, Erasmus University, 1999
1591999
Inflation, forecast intervals and long memory regression models
CS Bos, PH Franses, M Ooms
International Journal of Forecasting 18 (2), 243-264, 2002
1332002
Inference and forecasting for ARFIMA models with an application to US and UK inflation
JA Doornik, M Ooms
Studies in Nonlinear Dynamics & Econometrics 8 (2), 2004
1162004
Statistical software for state space methods
JJF Commandeur, SJ Koopman, M Ooms
Journal of Statistical Software 41, 1-18, 2011
972011
A periodic long-memory model for quarterly UK inflation
PH Franses, M Ooms
International Journal of forecasting 13 (1), 117-126, 1997
911997
Multimodality in GARCH regression models
JA Doornik, M Ooms
International Journal of Forecasting 24 (3), 432-448, 2008
76*2008
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling
V Dordonnat, SJ Koopman, M Ooms
Computational Statistics & Data Analysis 56 (11), 3134-3152, 2012
752012
A seasonal periodic long memory model for monthly river flows
M Ooms, PH Franses
Environmental Modelling & Software 16 (6), 559-569, 2001
652001
A seasonal periodic long memory model for monthly river flows
M Ooms, PH Franses
Environmental Modelling & Software 16 (6), 559-569, 2001
652001
An Introduction to OxMetrics 6.
JA Doornik
622009
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