# Items where Author is "Chambers, MJ"

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**57**.

## Article

Thornton, MA and Chambers, MJ (2016) 'The exact discretisation of CARMA models with applications in finance.' Journal of Empirical Finance, 38. 739 - 761. ISSN 0927-5398

Chambers, MJ (2015) 'A Jackknife correction to a test for cointegration rank.' Econometrics, 3 (2). 355 - 375. ISSN 2225-1146

Chambers, MJ (2015) 'The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending.' Journal of Time Series Analysis, 36 (4). 562 - 586. ISSN 0143-9782

Abouwafia, HE and Chambers, MJ (2015) 'Monetary policy, exchange rates and stock prices in the Middle East region.' International Review of Financial Analysis, 37. 14 - 28. ISSN 1057-5219

Chambers, MJ and Ercolani, JS and Taylor, AMR (2014) 'Testing for seasonal unit roots by frequency domain regression.' Journal of Econometrics, 178 (PART 2). 243 - 258. ISSN 0304-4076

Chambers, MJ (2013) 'Jackknife estimation of stationary autoregressive models.' Journal of Econometrics, 172 (1). 142 - 157. ISSN 0304-4076

Chambers, MJ and Thornton, MA (2012) 'Discrete time representation of continuous time ARMA processes.' Econometric Theory, 28 (1). 219 - 238. ISSN 0266-4666

Chambers, MJ (2011) 'Cointegration and sampling frequency.' Econometrics Journal, 14 (2). 156 - 185. ISSN 1368-4221

Chambers, MJ (2009) 'Discrete time representations of cointegrated continuous time models with mixed sample data.' Econometric Theory, 25 (4). 1030 - 1049. ISSN 0266-4666

Chambers, MJ and Phillips, PCB and Taylor, AMR (2009) 'Econometric theory memorial to albert rex bergstrom-introduction.' Econometric Theory, 25 (4). 891 - 900. ISSN 0266-4666

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). 524 - 525. ISSN 0304-4076

Chambers, MJ and Roderick McCrorie, J (2007) 'Frequency domain estimation of temporally aggregated Gaussian cointegrated systems.' Journal of Econometrics, 136 (1). 1 - 29. ISSN 0304-4076

Ercolani, JS and Chambers, MJ (2006) 'Estimation of differential-difference equation systems with unknown lag parameters.' Econometric Theory, 22 (3). 483 - 498. ISSN 0266-4666

Chambers, MJ and McCrorie, JR (2006) 'Identification and estimation of exchange rate models with unobservable fundamentals.' International Economic Review, 47 (2). 573 - 582. ISSN 0020-6598

Chambers, MJ (2005) 'The purchasing power parity puzzle, temporal aggregation, and half-life estimation.' Economics Letters, 86 (2). 193 - 198. ISSN 0165-1765

Chambers, MJ (2004) 'Testing for unit roots with flow data and varying sampling frequency.' Journal of Econometrics, 119 (1). 1 - 18. ISSN 0304-4076

Chambers, MJ (2003) 'The asymptotic efficiency of cointegration estimators under temporal aggregation.' Econometric Theory, 19 (1). 49 - 77. ISSN 0266-4666

Chambers, MJ (2001) 'Temporal aggregation and the finite sample performance of spectral regression estimators in cointegrated systems: A simulation study.' Econometric Theory, 17 (3). 591 - 607. ISSN 0266-4666

Chambers, MJ (1999) 'Discrete time representation of stationary and non-stationary continuous time systems.' Journal of Economic Dynamics and Control, 23 (4). 619 - 639. ISSN 0165-1889

Chambers, MJ and Bailey, RE (1999) 'A statistical analysis of wheat price fluctuations in England: 1685-1850.' Journal of Agricultural Economics, 50 (3). 564 - 588. ISSN 0021-857X

Chambers, MJ (1998) 'Long memory and aggregation in macroeconomic time series.' International Economic Review, 39 (4). 1053 - 1072. ISSN 0020-6598

Chambers, MJ (1998) 'The estimation of systems of joint differential-difference equations.' Journal of Econometrics, 85 (1). 1 - 31. ISSN 0304-4076

Bailey, RE and Chambers, MJ (1998) 'The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England.' Journal of Population Economics, 11 (3). 413 - 434. ISSN 0933-1433

Chambers, MJ and Nowman, KB (1997) 'Forecasting with the almost ideal demand system: Evidence from some alternative dynamic specifications.' Applied Economics, 29 (7). 935 - 943. ISSN 0003-6846

Chambers, MJ (1996) 'Fractional integration, trend stationarity and difference stationarity: Evidence from some U.K. macroeconomic time series.' Economics Letters, 50 (1). 19 - 24. ISSN 0165-1765

Chambers, MJ (1996) 'Speed of adjustment and estimation of the partial adjustment model.' Applied Economics Letters, 3 (1). 21 - 23. ISSN 1350-4851

Chambers, MJ (1996) 'The estimation of continuous parameter long-memory time series models.' Econometric Theory, 12 (2). 374 - 390. ISSN 0266-4666

Chambers, MJ and Bailey, RE (1996) 'A theory of commodity price fluctuations.' Journal of Political Economy, 104 (5). 924 - 957. ISSN 0022-3808

Chambers, MJ (1993) 'A nonnested approach to testing continuous time models against discrete alternatives.' Journal of Econometrics, 57 (1-3). 319 - 343. ISSN 0304-4076

Chambers, MJ (1992) 'Estimation of a continuous‐time dynamic demand system.' Journal of Applied Econometrics, 7 (1). 53 - 64. ISSN 0883-7252

Chambers, MJ (1991) 'Discrete Models for Estimating General Linear Continuous Time Systems.' Econometric Theory, 7 (4). 531 - 542. ISSN 0266-4666

Chambers, MJ (1990) 'Forecasting with demand systems. A comparative study.' Journal of Econometrics, 44 (3). 363 - 376. ISSN 0304-4076

## Monograph

Chambers, MJ and Kyriacou, M (2018) Jackknife bias reduction in the presence of a near-unit root. UNSPECIFIED. UNSPECIFIED.

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 (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.

## Conference or Workshop Item

McCrorie, JR and Chambers, MJ (2006) Granger causality and the sampling of economic processes. In: UNSPECIFIED, ? - ?.

Chambers, MJ and McGarry, JS (2002) Modeling cyclical behavior with differential-difference equations in an unobserved components framework. In: UNSPECIFIED, ? - ?.