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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 J and Taylor, AM Robert (2020) Deterministic Parameter Change Models in Continuous and Discrete Time. Journal of Time Series Analysis, 41 (1). pp. 134-145. DOI https://doi.org/10.1111/jtsa.12456

Chambers, Marcus J and Zadrozny, Peter A (2019) Econometric Modelling with Mixed Frequency and Temporally Aggregated Data. Journal of Time Series Analysis, 40 (6). pp. 869-871. DOI https://doi.org/10.1111/jtsa.12510

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). pp. 887-913. DOI https://doi.org/10.1111/jtsa.12461

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 (Unpublished)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 (Unpublished)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, 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 (Unpublished)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.

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. pp. 48-65. DOI https://doi.org/10.1016/j.jedc.2017.03.012

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, Marcus J (2016) The estimation of continuous time models with mixed frequency data. Journal of Econometrics, 193 (2). pp. 390-404. DOI https://doi.org/10.1016/j.jeconom.2016.04.013

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, Marcus J (2015) Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data. Journal of Time Series Analysis, 36 (5). pp. 630-649. DOI https://doi.org/10.1111/jtsa.12097

Chambers, Marcus J (2015) The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending. Journal of Time Series Analysis, 36 (4). pp. 562-586. DOI https://doi.org/10.1111/jtsa.12123

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

Abouwafia, Hashem E and Chambers, Marcus J (2015) Monetary policy, exchange rates and stock prices in the Middle East region. International Review of Financial Analysis, 37. pp. 14-28. DOI https://doi.org/10.1016/j.irfa.2014.11.001

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). pp. 243-258. DOI https://doi.org/10.1016/j.jeconom.2013.08.025

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 (PART 2). pp. 243-258. DOI https://doi.org/10.1016/j.jeconom.2013.08.025

Chambers, Marcus J (2013) Jackknife estimation of stationary autoregressive models. Journal of Econometrics, 172 (1). pp. 142-157. DOI https://doi.org/10.1016/j.jeconom.2012.09.003

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, 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, MJ and Kyriacou, M (2012) Jackknife bias reduction in autoregressive models with a unit root. UNSPECIFIED. University Library of Munich, MPRA Papers, 38255.

Chambers, Marcus J (2011) Cointegration and sampling frequency. The Econometrics Journal, 14 (2). pp. 156-185. DOI https://doi.org/10.1111/j.1368-423x.2010.00329.x

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, 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

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

Chambers, Marcus J and Roderick McCrorie, J (2007) Frequency domain estimation of temporally aggregated Gaussian cointegrated systems. Journal of Econometrics, 136 (1). pp. 1-29. DOI https://doi.org/10.1016/j.jeconom.2006.03.005

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

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

Chambers, Marcus J and McCrorie, J Roderick (2006) IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS*. International Economic Review, 47 (2). pp. 573-582. DOI https://doi.org/10.1111/j.1468-2354.2006.00389.x

Chambers, Marcus J (2005) The purchasing power parity puzzle, temporal aggregation, and half-life estimation. Economics Letters, 86 (2). pp. 193-198. DOI https://doi.org/10.1016/j.econlet.2004.07.011

Chambers, Marcus J (2004) Testing for unit roots with flow data and varying sampling frequency. Journal of Econometrics, 119 (1). pp. 1-18. DOI https://doi.org/10.1016/s0304-4076(03)00152-0

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, 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

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, Marcus J and Bailey, Roy E (1999) A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850. Journal of Agricultural Economics, 50 (3). pp. 564-588. DOI https://doi.org/10.1111/j.1477-9552.1999.tb00899.x

Chambers, Marcus J (1999) Discrete time representation of stationary and non-stationary continuous time systems. Journal of Economic Dynamics and Control, 23 (4). pp. 619-639. DOI https://doi.org/10.1016/s0165-1889(98)00032-3

Chambers, Marcus J (1998) Long Memory and Aggregation in Macroeconomic Time Series. International Economic Review, 39 (4). p. 1053. DOI https://doi.org/10.2307/2527352

Bailey, Roy E and Chambers, Marcus J (1998) The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England. Journal of Population Economics, 11 (3). pp. 413-434. DOI https://doi.org/10.1007/s001480050077

Chambers, Marcus J (1998) The estimation of systems of joint differential-difference equations. Journal of Econometrics, 85 (1). pp. 1-31. DOI https://doi.org/10.1016/s0304-4076(97)00091-2

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, Marcus J and Ben Nowman, K (1997) Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications. Applied Economics, 29 (7). pp. 935-943. DOI https://doi.org/10.1080/000368497326598

Chambers, Marcus J and Bailey, Roy E (1996) A Theory of Commodity Price Fluctuations. Journal of Political Economy, 104 (5). pp. 924-957. DOI https://doi.org/10.1086/262047

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

Chambers, Marcus J (1996) Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series. Economics Letters, 50 (1). pp. 19-24. DOI https://doi.org/10.1016/0165-1765(95)00721-0

Chambers, Marcus J (1996) Speed of adjustment and estimation of the partial adjustment model. Applied Economics Letters, 3 (1). pp. 21-23. DOI https://doi.org/10.1080/758525509

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.

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.

Bailey, RE and Chambers, MJ (1994) A Theory of Commodity Price Fluctuations. UNSPECIFIED. University of Essex, Department of Economics, Economics Discussion Papers 432.

Chambers, Marcus J (1993) A nonnested approach to testing continuous time models against discrete alternatives. Journal of Econometrics, 57 (1-3). pp. 319-343. DOI https://doi.org/10.1016/0304-4076(93)90069-h

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.

Chambers, Marcus J (1992) Estimation of a continuous‐time dynamic demand system. Journal of Applied Econometrics, 7 (1). pp. 53-64. DOI https://doi.org/10.1002/jae.3950070106

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

Chambers, Marcus J (1990) Forecasting with demand systems. Journal of Econometrics, 44 (3). pp. 363-376. DOI https://doi.org/10.1016/0304-4076(90)90064-z