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Michael Eichler

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Personal Details

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

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Affiliation

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Works

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Working papers

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

Articles

  1. Eichler, M. & Türk, D., 2013. "Fitting semiparametric Markov regime-switching models to electricity spot prices," Energy Economics, Elsevier, 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, 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, Elsevier, vol. 99(5), pages 968-1009, May.
  4. Eichler, Michael, 2007. "Granger causality and path diagrams for multivariate time series," Journal of Econometrics, Elsevier, Elsevier, vol. 137(2), pages 334-353, April.
  5. Michael Eichler, 2007. "A Frequency-domain Based Test for Non-correlation between Stationary Time Series," Metrika, Springer, Springer, vol. 65(2), pages 133-157, February.
  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, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(2), pages 247-257.

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