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Gupta, Abhimanyu and Qu, Xi (2024) Consistent specification testing under spatial dependence. Econometric Theory, 40 (2). pp. 278-319. DOI https://doi.org/10.1017/s0266466622000445

Gupta, Abhimanyu and Hidalgo, Javier (2023) Nonparametric prediction with spatial data. Econometric Theory, 39 (5). pp. 950-988. DOI https://doi.org/10.1017/S0266466622000226

Sakarya, Neslihan and de Jong, Robert M (2022) Negative powers of integrated processes. Econometric Theory, 38 (2). pp. 339-369. DOI https://doi.org/10.1017/s026646662100013x

Sakarya, Neslihan and de Jong, Robert M (2020) A property of the Hodrick-Prescott filter and its application. Econometric Theory, 36 (5). pp. 840-870. DOI https://doi.org/10.1017/S0266466619000331

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2019) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Econometric Theory, 35 (6). pp. 1201-1233. DOI https://doi.org/10.1017/S0266466618000361

Gupta, Abhimanyu (2019) Estimation of spatial autoregressions with stochastic weight matrices. Econometric Theory, 35 (2). pp. 417-463. DOI https://doi.org/10.1017/S0266466618000142

Cavaliere, Giuseppe and De Angelis, Luca and Rahbek, Anders and Taylor, AM Robert (2018) Determining the cointegration rank in heteroskedastic VAR models of unknown order. Econometric Theory, 34 (02). pp. 349-382. DOI https://doi.org/10.1017/S0266466616000335

del Barrio Castro, Tomás and Rodrigues, Paulo MM and Taylor, AM Robert (2018) Semi-parametric seasonal unit root tests. Econometric Theory, 34 (02). pp. 447-476. DOI https://doi.org/10.1017/S0266466617000135

Cavaliere, Giuseppe and Georgiev, Iliyan and Taylor, AM Robert (2018) Unit root inference for non-stationary linear processes driven by infinite variance innovations. Econometric Theory, 34 (02). pp. 302-348. DOI https://doi.org/10.1017/S0266466616000037

Kanaya, Shin and Kristensen, Dennis (2016) Estimation of stochastic volatility models by nonparametric filtering. Econometric Theory, 32 (4). pp. 861-916. DOI https://doi.org/10.1017/s0266466615000079

Castro, Tomás del Barrio and Rodrigues, Paulo MM and Taylor, AM Robert (2013) THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS. Econometric Theory, 29 (6). pp. 1289-1313. DOI https://doi.org/10.1017/s0266466613000066

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2013) ON THE BEHAVIOR OF FIXED-<i>b</i>TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION. Econometric Theory, 29 (2). pp. 393-418. DOI https://doi.org/10.1017/s0266466612000291

Chambers, Marcus J and Thornton, Michael A (2012) DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES. Econometric Theory, 28 (1). pp. 219-238. DOI https://doi.org/10.1017/s0266466611000181

Chambers, Marcus J (2009) DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA. Econometric Theory, 25 (4). pp. 1030-1049. DOI https://doi.org/10.1017/s0266466608090397

Chambers, Marcus J and Phillips, Peter CB and Taylor, AM Robert (2009) <i>ECONOMETRIC THEORY</i> MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION. Econometric Theory, 25 (4). pp. 891-900. DOI https://doi.org/10.1017/s0266466608090324

Ercolani, Joanne S and Chambers, Marcus J (2006) ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS. Econometric Theory, 22 (03). pp. 483-498. DOI https://doi.org/10.1017/s0266466606060233

Machado, Jose A F and Santos Silva, Joao M C (2006) A Note On Identification With Averaged Data. Econometric Theory, 22 (03). pp. 537-541.

Kemp, Gordon CR (2003) ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS. Econometric Theory, 19 (04). pp. 610-619. DOI https://doi.org/10.1017/s0266466603194066

Chambers, Marcus J (2003) THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION. Econometric Theory, 19 (01). pp. 49-77. DOI https://doi.org/10.1017/s0266466603191037

Chambers, Marcus J and McGarry, Joanne S (2002) MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK. In: UNSPECIFIED, ? - ?.

Chambers, Marcus J (2001) TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS A Simulation Study. Econometric Theory, 17 (3). pp. 591-607. DOI https://doi.org/10.1017/s0266466601173044

Kemp, Gordon CR (1999) THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE. Econometric Theory, 15 (2). pp. 238-256. DOI https://doi.org/10.1017/s026646669915206x

Chambers, Marcus J (1996) The Estimation of Continuous Parameter Long-Memory Time Series Models. Econometric Theory, 12 (2). pp. 374-390. DOI https://doi.org/10.1017/s0266466600006642

de Jong, RM and Kemp, GCR and Xu Zheng, J (1996) A Strong Law of Large Numbers. Econometric Theory, 12 (01). pp. 210-214. DOI https://doi.org/10.1017/s0266466600006563

Kemp, GCR (1995) Proving the Gauss-Markov Theorem Without Using the Explicit Functional Form of the OLS Estimator in the CLR Model. Econometric Theory, 11 (05). pp. 1179-1180. DOI https://doi.org/10.1017/s0266466600010069

Chambers, Marcus J (1991) Discrete Models for Estimating General Linear Continuous Time Systems. Econometric Theory, 7 (4). pp. 531-542. DOI https://doi.org/10.1017/s0266466600004758

Kemp, Gordon CR (1991) The Joint Distribution of Forecast Errors in the AR(1) Model. Econometric Theory, 7 (4). pp. 497-518. DOI https://doi.org/10.1017/s0266466600004734