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Michael Eichler

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Personal Details

First Name:Michael
Middle Name:
Last Name:Eichler
Suffix:
RePEc Short-ID:pei32
[This author has chosen not to make the email address public]
(in no particular order)
Maastricht, Netherlands
http://www.maastrichtuniversity.nl/sbe



Postbus 616, 6200 MD Maaastricht
RePEc:edi:femaanl (more details at EDIRC)
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  1. 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).
  2. 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).
  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).
  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. Eichler, Michael, 2007. "Granger causality and path diagrams for multivariate time series," Journal of Econometrics, 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- International Journal for Theoretical and Applied Statistics, 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, vol. 33(2), pages 247-257.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 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 (1) 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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