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Details about Michael Eichler

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Workplace:Graduate School of Business and Economics (GSBE), School of Business and Economics, Maastricht University, (more information at EDIRC)
School of Business and Economics, Maastricht University, (more information at EDIRC)

Access statistics for papers by Michael Eichler.

Last updated 2014-01-28. Update your information in the RePEc Author Service.

Short-id: pei32


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Working Papers

2012

  1. Modeling spike occurrences in electricity spot prices for forecasting
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (3)
  2. Youth crime and education expansion
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) Downloads View citations (4)

2009

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

Journal Articles

2013

  1. Fitting semiparametric Markov regime-switching models to electricity spot prices
    Energy Economics, 2013, 36, (C), 614-624 Downloads View citations (14)

2011

  1. Fitting dynamic factor models to non-stationary time series
    Journal of Econometrics, 2011, 163, (1), 51-70 Downloads View citations (8)
    See also Working Paper (2009)

2008

  1. Testing nonparametric and semiparametric hypotheses in vector stationary processes
    Journal of Multivariate Analysis, 2008, 99, (5), 968-1009 Downloads View citations (10)

2007

  1. A Frequency-domain Based Test for Non-correlation between Stationary Time Series
    Metrika: International Journal for Theoretical and Applied Statistics, 2007, 65, (2), 133-157 Downloads View citations (2)
  2. Granger causality and path diagrams for multivariate time series
    Journal of Econometrics, 2007, 137, (2), 334-353 Downloads View citations (45)

2006

  1. Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
    Scandinavian Journal of Statistics, 2006, 33, (2), 247-257 Downloads View citations (2)
 
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