Marcus J. Chambers

Available identifiers

zbMath Open chambers.marcus-jMaRDI QIDQ269225

List of research outcomes

Publication	Date of Publication	Type
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data	2020-06-18	Paper
Deterministic Parameter Change Models in Continuous and Discrete Time	2020-05-27	Paper
Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data	2019-12-06	Paper
Continuous time ARMA processes: discrete time representation and likelihood evaluation	2018-08-09	Paper
Jackknife estimation of stationary autoregressive models	2017-05-12	Paper
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	2016-10-28	Paper
The estimation of continuous time models with mixed frequency data	2016-07-12	Paper
Corrigendum to: ``Testing for unit roots with flow data and varying sampling frequency	2016-06-13	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 unit roots with flow data and varying sampling frequency	2016-04-18	Paper
Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data	2015-10-12	Paper
The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending	2015-06-29	Paper
Testing for seasonal unit roots by frequency domain regression	2014-08-06	Paper
Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability	2014-02-25	Paper
Jackknife estimation with a unit root	2013-12-06	Paper
DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES	2012-03-29	Paper
Cointegration and sampling frequency	2011-07-27	Paper
ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION	2009-09-30	Paper
DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA	2009-09-30	Paper
ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS	2006-11-07	Paper
THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION	2004-02-11	Paper
TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS A Simulation Study	2003-05-18	Paper
MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK	2003-05-18	Paper
The estimation of systems of joint differential-difference equations	2001-06-19	Paper
A Note on Modelling Seasonal Processes in Continuous Time	2000-05-24	Paper
Discrete time representation of stationary and non-stationary continuous time systems	1999-01-12	Paper
Fractional integration, trend stationarity and difference stationarity	1997-02-28	Paper
The simulation of random vector time series with given spectrum	1995-10-30	Paper
A nonnested approach to testing continuous time models against discrete alternatives	1994-01-09	Paper
A note on forecasting in co-integrated systems	1993-02-22	Paper
Forecasting discrete stock and flow data generated by a second order continuous time system	1992-09-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Marcus J. Chambers