Details about Michael Eichler

Access statistics for papers by Michael Eichler.

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

Short-id: pei32

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) View citations (5)
2. Youth crime and education expansion
   Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (30)

2009

3. Fitting dynamic factor models to non-stationary time series
   Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)
   See also Journal Article Fitting dynamic factor models to non-stationary time series, Journal of Econometrics, Elsevier (2011) View citations (20) (2011)
4. 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) View citations (5)

Journal Articles

2013

1. Fitting semiparametric Markov regime-switching models to electricity spot prices
   Energy Economics, 2013, 36, (C), 614-624 View citations (17)

2011

2. Fitting dynamic factor models to non-stationary time series
   Journal of Econometrics, 2011, 163, (1), 51-70 View citations (20)
   See also Working Paper Fitting dynamic factor models to non-stationary time series, Research Memorandum (2009) (2009)

2008

3. Testing nonparametric and semiparametric hypotheses in vector stationary processes
   Journal of Multivariate Analysis, 2008, 99, (5), 968-1009 View citations (18)

2007

4. 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 View citations (3)
5. Granger causality and path diagrams for multivariate time series
   Journal of Econometrics, 2007, 137, (2), 334-353 View citations (64)

2006

6. Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
   Scandinavian Journal of Statistics, 2006, 33, (2), 247-257 View citations (4)