J. Roderick McCrorie

MaRDI QIDQ198356zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series Sankhyā. Series B	2021-12-21	Paper
Granger causality and the sampling of economic processes Journal of Econometrics	2016-06-10	Paper
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems Journal of Econometrics	2016-05-02	Paper
Testing for mild explosivity and bubbles in LME non-ferrous metals prices Journal of Time Series Analysis	2015-10-12	Paper
ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG Econometric Theory	2009-09-30	Paper
The role of Skorokhod space in the development of the econometric analysis of time series	2009-08-08	Paper
Computing estimates of continuous time macroeconometric models on the basis of discrete data Computational Statistics and Data Analysis	2008-11-26	Paper
The problem of aliasing in identifying finite parameter continuous time stochastic models Acta Applicandae Mathematicae	2003-12-04	Paper
The likelihood of the parameters of a continuous time vector autoregressive model Statistical Inference for Stochastic Processes	2003-03-10	Paper
Deriving the exact discrete analog of a continuous time system Econometric Theory	2002-05-13	Paper
Interpolating exogenous variables in continuous time dynamic models Journal of Economic Dynamics and Control	2001-08-20	Paper

Research outcomes over time

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