Items where Author is "Chambers, Marcus"
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Chambers, Marcus (2020) Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data. Journal of Econometrics, 217 (1). pp. 140-160. DOI https://doi.org/10.1016/j.jeconom.2019.10.010
Chambers, Marcus (2015) A Jackknife Correction to a Test for Cointegration Rank. Econometrics, 3 (2). pp. 355-375. DOI https://doi.org/10.3390/econometrics3020355