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Marius Ooms · Study

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Marius Ooms

13 works· latest 2015· 4 institutionscluster: provisionalORCID 0000-0002-8692-7944

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Citations855

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Most cited in this library

Generalizations of the KPSS‐test for stationarity2004 · 223 citations
Long memory and level shifts: Re-analyzing inflation rates1999 · 121 citations
Inflation, forecast intervals and long memory regression models2002 · 93 citations
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation2004 · 84 citations
A periodic long-memory model for quarterly UK inflation1997 · 83 citations

Works

13 shown

Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

Econometric Reviews·2015·3 authors·Open access

26citations

Multimodality in GARCH regression models

International Journal of Forecasting·2008·2 authors

38citations

Forecasting daily time series using periodic unobserved components time series models

Computational Statistics & Data Analysis·2005·2 authors·Open access

58citations

Outlier detection in GARCH models

Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam)·2005·2 authors·report·Open access

41citations

Generalizations of the KPSS‐test for stationarity

Statistica Neerlandica·2004·3 authors

223citations

Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation

Studies in Nonlinear Dynamics and Econometrics·2004·2 authors

84

citations

Did Men of Taste and Civilization Save the Stage? Theater-Going in Rotterdam, 1860-1916. A Statistical Analysis of Ticket Sales

Journal of Social History·2003·3 authors·Open access

6citations

Multimodality in the GARCH Regression Model

RePEc: Research Papers in Economics·2003·2 authors·preprint

29citations

Inflation, forecast intervals and long memory regression models

International Journal of Forecasting·2002·3 authors·Open access

93citations

Long memory and level shifts: Re-analyzing inflation rates

Empirical Economics·1999·3 authors·Open access

121citations

A periodic long-memory model for quarterly UK inflation

International Journal of Forecasting·1997·2 authors·Open access

83citations

Flexible Seasonal Long Memory and Economic Time Series

·1995·1 author

38citations

Empirical Vector Autoregressive Modeling

Lecture notes in economics and mathematical systems·1994·1 author·book·Open access

15citations