| An Object-Oriented Matrix Programming Language Ox 6. J Doornik Timberlake Consultants Ltd, 2009 | 845* | 2009 |
| Periodic seasonal Reg-ARFIMA–GARCH models for daily electricity spot prices SJ Koopman, M Ooms, MA Carnero Journal of the American Statistical Association 102 (477), 16-27, 2007 | 341 | 2007 |
| Generalizations of the KPSS‐test for stationarity B Hobijn, PH Franses, M Ooms Statistica Neerlandica 58 (4), 483-502, 2004 | 331 | 2004 |
| Efficacy of different doses and time intervals of oral vitamin D supplementation with or without calcium in elderly nursing home residents V Chel, HAH Wijnhoven, JH Smit, M Ooms, P Lips Osteoporosis International 19, 663-671, 2008 | 294 | 2008 |
| Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models JA Doornik, M Ooms Computational Statistics & Data Analysis 42 (3), 333-348, 2003 | 204 | 2003 |
| An hourly periodic state space model for modelling French national electricity load V Dordonnat, SJ Koopman, M Ooms, A Dessertaine, J Collet International Journal of Forecasting 24 (4), 566-587, 2008 | 203 | 2008 |
| Long memory and level shifts: Re-analyzing inflation rates CS Bos, PH Franses, M Ooms Empirical Economics 24, 427-449, 1999 | 181 | 1999 |
| A package for estimating, forecasting and simulating ARFIMA models: Arfima package 1.0 for Ox JA Doornik, M Ooms Preprint, Erasmus University, 1999 | 167 | 1999 |
| Inflation, forecast intervals and long memory regression models CS Bos, PH Franses, M Ooms International Journal of Forecasting 18 (2), 243-264, 2002 | 136 | 2002 |
| Inference and forecasting for ARFIMA models with an application to US and UK inflation JA Doornik, M Ooms Studies in Nonlinear Dynamics & Econometrics 8 (2), 2004 | 122 | 2004 |
| Statistical software for state space methods JJF Commandeur, SJ Koopman, M Ooms Journal of Statistical Software 41, 1-18, 2011 | 108 | 2011 |
| A periodic long-memory model for quarterly UK inflation PH Franses, M Ooms International Journal of forecasting 13 (1), 117-126, 1997 | 95 | 1997 |
| Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling V Dordonnat, SJ Koopman, M Ooms Computational Statistics & Data Analysis 56 (11), 3134-3152, 2012 | 80 | 2012 |
| Multimodality in GARCH regression models JA Doornik, M Ooms International Journal of Forecasting 24 (3), 432-448, 2008 | 76* | 2008 |
| A seasonal periodic long memory model for monthly river flows M Ooms, PH Franses Environmental Modelling & Software 16 (6), 559-569, 2001 | 69 | 2001 |
| Introduction to Ox: an object-oriented matrix language. J Doornik, M Ooms Timberlake Consultants Ltd, 2007 | 68 | 2007 |
| Flexible seasonal long memory and economic time series M Ooms Econometric Institute, Erasmus University Rotterdam, 1995 | 65 | 1995 |
| Testing for long memory D Harris, BPM McCabe, SJ Leybourne | 55 | 2006 |
| Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models: With an Application to US and UK Inflation M Ooms, JA Doornik Econometric Institute, 1999 | 49 | 1999 |
| Empirical vector autoregressive modeling M Ooms Springer Science & Business Media, 2012 | 48 | 2012 |
Siem Jan KoopmanProfessor of Econometrics, Vrije Universiteit AmsterdamVerified email at vu.nl
