J. Roderick McCrorie

Available identifiers

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	2021-12-21	Paper
Granger causality and the sampling of economic processes	2016-06-10	Paper
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems	2016-05-02	Paper
Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices	2015-10-12	Paper
ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG	2009-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q5324908	2009-08-08	Paper
Computing estimates of continuous time macroeconometric models on the basis of discrete data	2008-11-26	Paper
The problem of aliasing in identifying finite parameter continuous time stochastic models	2003-12-04	Paper
The likelihood of the parameters of a continuous time vector autoregressive model	2003-03-10	Paper
Deriving the exact discrete analog of a continuous time system	2002-05-13	Paper
Interpolating exogenous variables in continuous time dynamic models	2001-08-20	Paper

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