The following pages link to Marcus J. Chambers (Q269225):
Displayed 32 items.
- Testing for unit roots with flow data and varying sampling frequency (Q269226) (← links)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Corrigendum to: ``Testing for unit roots with flow data and varying sampling frequency'' (Q295413) (← links)
- Jackknife estimation with a unit root (Q383929) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Fractional integration, trend stationarity and difference stationarity (Q672762) (← links)
- The estimation of continuous time models with mixed frequency data (Q726594) (← links)
- Forecasting discrete stock and flow data generated by a second order continuous time system (Q1192175) (← links)
- A note on forecasting in co-integrated systems (Q1203716) (← links)
- Discrete time representation of stationary and non-stationary continuous time systems (Q1275550) (← links)
- The estimation of systems of joint differential-difference equations (Q1298421) (← links)
- Continuous time ARMA processes: discrete time representation and likelihood evaluation (Q1655581) (← links)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- The simulation of random vector time series with given spectrum (Q1900292) (← links)
- Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- Unobserved Components and Time Series Econometrics, edited by SiemJan Koopman and NeilShephard. Published by Oxford University Press, Oxford, 2015. Total number of pages: 400. ISBN: 978-0-19-968366-6 (Q2830685) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- <i>ECONOMETRIC THEORY</i> MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION (Q3181954) (← links)
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
- Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (Q3192390) (← links)
- DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES (Q3224042) (← links)
- ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS (Q3409063) (← links)
- THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (Q4449529) (← links)
- TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS A Simulation Study (Q4807258) (← links)
- MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK (Q4807294) (← links)
- A Note on Modelling Seasonal Processes in Continuous Time (Q4956022) (← links)
- Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
- Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
- The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)
- Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability (Q5397972) (← links)