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Michael Eichler

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This is information that was supplied by Michael Eichler in registering through RePEc. If you are Michael Eichler , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Michael
Middle Name:
Last Name: Eichler
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RePEc Short-ID: pei32

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Affiliation

(in no particular order)

Works

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Working papers

  1. Eichler Michael & Tuerk Dennis, 2012. "Fitting semiparametric Markov regime-switching models to electricity spot prices," Research Memorandum 036, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  2. Eichler Michael & Grothe Oliver & Tuerk Dennis & Manner Hans, 2012. "Modeling spike occurrences in electricity spot prices for forecasting," Research Memorandum 029, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  3. Eichler, Michael & Didelez, Vanessa, 2009. "On Granger-causality and the effect of interventions in time series," Research Memorandum 003, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  4. Eichler Michael & Motta Giovanni & Sachs Rainer von, 2009. "Fitting dynamic factor models to non-stationary time series," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

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Articles

  1. Eichler, M. & Türk, D., 2013. "Fitting semiparametric Markov regime-switching models to electricity spot prices," Energy Economics, Elsevier, vol. 36(C), pages 614-624.
  2. Eichler, Michael & Motta, Giovanni & von Sachs, Rainer, 2011. "Fitting dynamic factor models to non-stationary time series," Journal of Econometrics, Elsevier, vol. 163(1), pages 51-70, July.
  3. Eichler, Michael, 2008. "Testing nonparametric and semiparametric hypotheses in vector stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 968-1009, May.
  4. Michael Eichler, 2007. "A Frequency-domain Based Test for Non-correlation between Stationary Time Series," Metrika, Springer, vol. 65(2), pages 133-157, February.
  5. Eichler, Michael, 2007. "Granger causality and path diagrams for multivariate time series," Journal of Econometrics, Elsevier, vol. 137(2), pages 334-353, April.
  6. Mathias Drton & Michael Eichler, 2006. "Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 33(2), pages 247-257.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2009-02-22 2009-02-22 2012-07-14. Author is listed
  2. NEP-ENE: Energy Economics (2) 2012-07-01 2012-07-14. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2009-02-22 2009-02-22. Author is listed
  4. NEP-FOR: Forecasting (1) 2012-07-01. Author is listed
  5. NEP-HPE: History & Philosophy of Economics (1) 2009-02-22. Author is listed

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Co-authorship network on CollEc

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