Details about Michael Eichler

Access statistics for papers by Michael Eichler.

Last updated 2012-07-10. Update your information in the RePEc Author Service.

Short-id: pei32

Working Papers

2012

1. Fitting semiparametric Markov regime-switching models to electricity spot prices
   Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
2. Modeling spike occurrences in electricity spot prices for forecasting
   Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization View citations (2)

2009

3. Fitting dynamic factor models to non-stationary time series
   Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization View citations (2)
   See also Journal Article in Journal of Econometrics (2011)
4. On Granger-causality and the effect of interventions in time series
   Research Memoranda, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization

2008

5. Causal inference from time series: What can be learned from granger causality?
   Open Access publications from Maastricht University, Maastricht University View citations (1)
6. Testing nonparametric and semiparametric hypotheses in vector stationary processes
   Open Access publications from Maastricht University, Maastricht University View citations (5)
   See also Journal Article in Journal of Multivariate Analysis (2008)

2007

7. A frequency-domain based test for non-correlation between stationary time series
   Open Access publications from Maastricht University, Maastricht University View citations (2)
   See also Journal Article in Metrika (2007)
8. Causal reasoning in graphical time series models
   Open Access publications from Maastricht University, Maastricht University View citations (2)
9. Dynamic analysis of electronic diary data of obese patients with and without binge eating disorder
   Open Access publications from Maastricht University, Maastricht University
10. Granger causality and path diagrams for multivariate time series
    Open Access publications from Maastricht University, Maastricht University View citations (15)
    See also Journal Article in Journal of Econometrics (2007)

2006

11. Fitting graphical interaction models to multivariate time series
    Open Access publications from Maastricht University, Maastricht University
12. Graphical modelling of dynamic relationships in multivariate time series
    Open Access publications from Maastricht University, Maastricht University View citations (5)
13. Maximum likelihood estimation in Gaussian chain graph models under the alternative Markov property
    Open Access publications from Maastricht University, Maastricht University
    See also Journal Article in Scandinavian Journal of Statistics (2006)
14. On the evaluation of information flow in multivariate systems by the directed transfer function
    Open Access publications from Maastricht University, Maastricht University View citations (1)
15. Testing for directed influences among neural signals using partial directed coherence
    Open Access publications from Maastricht University, Maastricht University View citations (1)

2005

16. A graphical approach for evaluating effective connectivity in neural systems
    Open Access publications from Maastricht University, Maastricht University View citations (5)

2003

17. Partial correlation analysis for the identification of synaptic connections
    Open Access publications from Maastricht University, Maastricht University View citations (4)

1997

18. Identification of synaptic connections in neural ensembles by graphical models
    Open Access publications from Maastricht University, Maastricht University View citations (3)

Journal Articles

2011

1. Fitting dynamic factor models to non-stationary time series
   Journal of Econometrics, 2011, 163, (1), 51-70 View citations (2)
   See also Working Paper (2009)

2008

2. Testing nonparametric and semiparametric hypotheses in vector stationary processes
   Journal of Multivariate Analysis, 2008, 99, (5), 968-1009 View citations (3)
   See also Working Paper (2008)

2007

3. A Frequency-domain Based Test for Non-correlation between Stationary Time Series
   Metrika, 2007, 65, (2), 133-157 View citations (2)
   See also Working Paper (2007)
4. Granger causality and path diagrams for multivariate time series
   Journal of Econometrics, 2007, 137, (2), 334-353 View citations (10)
   See also Working Paper (2007)

2006

5. Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
   Scandinavian Journal of Statistics, 2006, 33, (2), 247-257
   See also Working Paper (2006)