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Items where Author is "Chambers, Marcus J"

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Number of items: 10.

Article

Chambers, Marcus J and Zadrozny, Peter A (2019) 'Econometric Modelling with Mixed Frequency and Temporally Aggregated Data.' Journal of Time Series Analysis, 40 (6). 869 - 871. ISSN 0143-9782

Chambers, Marcus J (2019) 'Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data.' Journal of Time Series Analysis, 40 (6). 887 - 913. ISSN 0143-9782

Chambers, Marcus J and Taylor, AM Robert (2019) 'Deterministic Parameter Change Models in Continuous and Discrete Time.' Journal of Time Series Analysis. ISSN 0143-9782

Thornton, Michael A and Chambers, Marcus J (2017) 'Continuous time ARMA processes: Discrete time representation and likelihood evaluation.' Journal of Economic Dynamics and Control, 79. 48 - 65. ISSN 0165-1889

Chambers, Marcus J (2016) 'The estimation of continuous time models with mixed frequency data.' Journal of Econometrics, 193 (2). 390 - 404. ISSN 0304-4076

Chambers, Marcus J (2015) 'Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data.' Journal of Time Series Analysis, 36 (5). 630 - 649. ISSN 0143-9782

Chambers, Marcus J and Ercolani, Joanne S and Taylor, AM Robert (2014) 'Testing for seasonal unit roots by frequency domain regression.' Journal of Econometrics, 178 (Pt 2). 243 - 258. ISSN 0304-4076

Monograph

Chambers, Marcus J and Taylor, AM Robert (2019) Deterministic Parameter Change Models in Continuous and Discrete Time. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Chambers, Marcus J and Taylor, AM Robert (2018) Time-Varying Parameters in Continuous and Discrete Time. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Chambers, Marcus J and Nowman, K Ben (1994) Forecasting with the Almost Ideal Demand System. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.

This list was generated on Fri Sep 24 15:50:40 2021 BST.