Items where Author is "Chambers, MJ"
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Article
Thornton, MA and Chambers, MJ (2016) The exact discretisation of CARMA models with applications in finance. Journal of Empirical Finance, 38. pp. 739-761. DOI https://doi.org/10.1016/j.jempfin.2016.03.006
Chambers, MJ (2008) Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18] (DOI:10.1016/S0304-4076(03)00152-0). Journal of Econometrics, 144 (2). pp. 524-525. DOI https://doi.org/10.1016/j.jeconom.2008.04.001
Monograph
Chambers, MJ (2018) Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester. (Unpublished)
Chambers, MJ and McCrorie, JR and Thornton, MA (2017) Continuous Time Modelling Based on an Exact Discrete Time Representation. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.
Chambers, MJ (2016) The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests. UNSPECIFIED. University of Essex, Department of Economics, Discussion Papers.
Chambers, MJ (2016) The Estimation of Continuous Time Models with Mixed Frequency Data. UNSPECIFIED. University of Essex, Department of Economics, Discussion Papers.
Chambers, MJ and Kyriacou, M (2016) Jackknife Bias Reduction in the Presence of a Near-Unit Root. UNSPECIFIED. University of Essex, Department of Economics, Discussion Papers.
Chambers, MJ (2013) The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending. UNSPECIFIED. University of Essex, Department of Economcis, Economics Discussion Papers, Colchester.
Chambers, MJ and Kyriacou, M (2012) Jackknife bias reduction in autoregressive models with a unit root. UNSPECIFIED. University Library of Munich, MPRA Papers, 38255.
Chambers, MJ and Kyriacou, M (2010) Jackknife Bias Reduction in the Presence of a Unit Root. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 685.
Chambers, MJ (2010) Jackknife Estimation of Stationary Autoregressive Models. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 684, Colchester.
Chambers, MJ and McCrorie, JR (2004) Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems. UNSPECIFIED. Tilburg University, Center for Economic Research, Discussion Papers 2004-40.
McCrorie, JR and Chambers, MJ (2004) Granger Causality and the Sampling of Economic Processes. UNSPECIFIED. Tilburg University, Center for Economic Research, Discussion Papers 2004-39.
Chambers, MJ and McCrorie, JR (2004) Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals. UNSPECIFIED. Tilburg University, Center for Economic Research, Discussion Papers 2004-38.
Chambers, MJ (2001) Cointegration and Sampling Frequency. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 531.
Chambers, MJ (2001) Testing for Unit Roots with Flow Data and Varying Sampling Frequency. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 529.
Chambers, MJ (1998) Gaussian estimation of temporally aggregated cointegrated systems. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 476.
Chambers, MJ (1998) Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 477.
Chambers, MJ (1995) The Estimation of Systems of Joint Differential-Difference Equations. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 444.
Chambers, MJ (1995) Long Memory and Aggregation in Macroeconomic Time Series. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 437.
Chambers, MJ and Bailey, RE (1995) The Price of Wheat in Early Modern England. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 438.
Chambers, MJ (1995) Seasonality in Continuous Time Models. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 446.
Chambers, MJ and Nowman, KB (1994) Forecasting with the Almost Ideal Demand System. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.
Bailey, RE and Chambers, MJ (1994) A Theory of Commodity Price Fluctuations. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 432.
Bailey, RE and Chambers, MJ (1993) Short-term demographic interactions in pre-census England: A stochastic differential equations approach. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 416.