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Flexible seasonal long memory and economic time series

Ooms, Marius - 1995

Persistent link: https://www.econbiz.de/10000943980

Empirical vector autoregressive modeling

Ooms, Marius - 1994

Persistent link: https://www.econbiz.de/10013278152

Generalizations of the KPSS-test for stationarity

Hobijn, Bart; Franses, Philip Hans; Ooms, Marius - 1998

Persistent link: https://www.econbiz.de/10000990790

On the effect of seasonal adjustment on the log-periodogram regression

Ooms, Marius - In: Economics letters 56 (1997) 2, pp. 135-141

Persistent link: https://www.econbiz.de/10001232397

Time series modelling of daily tax revenues

Koopman, Siem Jan; Ooms, Marius - 2001

Persistent link: https://www.econbiz.de/10001569678

On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment

Ooms, Marius - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 4, pp. 470-481

Persistent link: https://www.econbiz.de/10001227093

Estimating pushing trends and pulling equilibria

Ooms, Marius; Dijk, Herman K. van - 1992

Persistent link: https://www.econbiz.de/10000846663

Inference and forecasting for fractional autoregressive integrated moving average models : with an application to US and UK inflation

Ooms, Marius; Doornik, Jurgen A. - 1999

Persistent link: https://www.econbiz.de/10001526108

Empirical Vector Autoregressive Modeling

Ooms, Marius - 1994

The main subject of this book is empirical application of multivariate linear time series model on quarterly or month- ly economic data to discoverand describe important dynamic relationships between the variables of interest. The book stresses "real-life" application and the selection of data...

Persistent link: https://www.econbiz.de/10013518971

A note on the effect of seasonal dummies on the periodogram regression

Ooms, Marius; Hassler, Uwe - 1996

Persistent link: https://www.econbiz.de/10000959597