| Expertise |
Time Series Analysis, Theory and Practice Long Memory in mean and variance, Fractional Integration, Unit roots, Frequency Domain Estimation Seasonality, Seasonal Adjustment, Periodic Models, Intramonthly seasonality Empirical Vector Autoregression Outliers, Robust Estimation of Time Series Models Parameter Stability, Modeling Structural Breaks, Tests for Stationarity State space models, structural time series models, Historical economic time series analysis (1400-1800), Empirical Econometrics, Electricity prices and Electricity load Business Cycles Factor Demand Inflation Forecastability Forward Premium Empirical Political Science, Longitudinal analysis of opinion polls, Empirical Environmental analysis, Longitudinal analysis of mean temperatures, Longitudinal analysis of min/max/mean riverflows, Econometrics and Internet, Econometric Links, Econometrics Journal (extensive), Statistical metalink collection |
| Expertise (NL) |
Time Series Analysis, Theory and Practice Long Memory in mean and variance, Fractional Integration, Unit roots, Frequency Domain Estimation Seasonality, Seasonal Adjustment, Periodic Models, Intramonthly seasonality Empirical Vector Autoregression Outliers, Robust Estimation of Time Series Models Parameter Stability, Modeling Structural Breaks, Tests for Stationarity State space models, structural time series models, Historical economic time series analysis (1400-1800), Empirical Econometrics, Electricity prices and Electricity load Business Cycles Factor Demand Inflation Forecastability Forward Premium Empirical Political Science, Longitudinal analysis of opinion polls, Empirical Environmental analysis, Longitudinal analysis of mean temperatures, Longitudinal analysis of min/max/mean riverflows, Econometrics and Internet, Econometric Links, Econometrics Journal (extensive), Statistical metalink collection |
| Digital Author ID |
info:eu-repo/dai/nl/106832670 |
| METIS |
Papers from the METIS system of the RU |
| METIS |
Papers from the METIS system of the VU |