Marcus J. Chambers
Names
| first: |
Marcus |
| middle: |
J. |
| last: |
Chambers |
Identifer
Contact
Affiliations
-
University of Essex
/ Economics Department
Research profile
author of:
- A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850 (RePEc:bla:jageco:v:50:y:1999:i:3:p:564-588)
by Marcus J. Chambers & Roy E. Bailey - Long‐Term Demographic Interactions in Precensus England (RePEc:bla:jorssa:v:156:y:1993:i:3:p:339-362)
by R. E. Bailey & M. J. Chambers - A Note on Modelling Seasonal Processes in Continuous Time (RePEc:bla:jtsera:v:20:y:1999:i:2:p:139-143)
by Marcus J. Chambers - Continuous-time autoregressive moving average processes in discrete time: representation and embeddability (RePEc:bla:jtsera:v:34:y:2013:i:5:p:552-561)
by Michael A. Thornton & Marcus J. Chambers - The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending (RePEc:bla:jtsera:v:36:y:2015:i:4:p:562-586)
by Marcus J. Chambers - Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data (RePEc:bla:jtsera:v:36:y:2015:i:5:p:630-649)
by Neil Kellard & Denise Osborn & Jerry Coakley & Marcus J. Chambers - Unobserved Components and Time Series Econometrics , edited by Siem Jan Koopman and Neil Shephard . Published by Oxford University Press , Oxford , 2015 . Total number of pages: 400. ISBN: 978-0-19-96 (RePEc:bla:jtsera:v:37:y:2016:i:6:p:862-863)
by Marcus J Chambers - Econometric Modelling with Mixed Frequency and Temporally Aggregated Data (RePEc:bla:jtsera:v:40:y:2019:i:6:p:869-871)
by Marcus J. Chambers & Peter A. Zadrozny - Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (RePEc:bla:jtsera:v:40:y:2019:i:6:p:887-913)
by Marcus J. Chambers - Deterministic Parameter Change Models in Continuous and Discrete Time (RePEc:bla:jtsera:v:41:y:2020:i:1:p:134-145)
by Marcus J. Chambers & A. M. Robert Taylor - The Estimation of Continuous Parameter Long-Memory Time Series Models (RePEc:cup:etheor:v:12:y:1996:i:02:p:374-390_00)
by Chambers, Marcus J. - Temporal Aggregation And The Finite Sample Performance Of Spectral Regression Estimators In Cointegrated Systems (RePEc:cup:etheor:v:17:y:2001:i:03:p:591-607_17)
by Chambers, Marcus J. - Modeling Cyclical Behavior With Differential-Difference Equations In An Unobserved Components Framework (RePEc:cup:etheor:v:18:y:2002:i:02:p:387-419_18)
by Chambers, Marcus J. & McGarry, Joanne S. - The Asymptotic Efficiency Of Cointegration Estimators Under Temporal Aggregation (RePEc:cup:etheor:v:19:y:2003:i:01:p:49-77_19)
by Chambers, Marcus J. - Estimation Of Differential-Difference Equation Systems With Unknown Lag Parameters (RePEc:cup:etheor:v:22:y:2006:i:03:p:483-498_06)
by Ercolani, Joanne S. & Chambers, Marcus J. - Discrete Time Representations Of Cointegrated Continuous Time Models With Mixed Sample Data (RePEc:cup:etheor:v:25:y:2009:i:04:p:1030-1049_09)
by Chambers, Marcus J. - Discrete Time Representation Of Continuous Time Arma Processes (RePEc:cup:etheor:v:28:y:2012:i:01:p:219-238_00)
by Chambers, Marcus J. & Thornton, Michael A. - Discrete Models for Estimating General Linear Continuous Time Systems (RePEc:cup:etheor:v:7:y:1991:i:04:p:531-542_00)
by Chambers, Marcus J. - Cointegration and sampling frequency (RePEc:ect:emjrnl:v:14:y:2011:i:2:p:156-185)
by Marcus J. Chambers - Discrete time representation of stationary and non-stationary continuous time systems (RePEc:eee:dyncon:v:23:y:1999:i:4:p:619-639)
by Chambers, Marcus J. - Continuous time ARMA processes: Discrete time representation and likelihood evaluation (RePEc:eee:dyncon:v:79:y:2017:i:c:p:48-65)
by Thornton, Michael A. & Chambers, Marcus J. - Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series (RePEc:eee:ecolet:v:50:y:1996:i:1:p:19-24)
by Chambers, Marcus J. - The purchasing power parity puzzle, temporal aggregation, and half-life estimation (RePEc:eee:ecolet:v:86:y:2005:i:2:p:193-198)
by Chambers, Marcus J. - Testing for unit roots with flow data and varying sampling frequency (RePEc:eee:econom:v:119:y:2004:i:1:p:1-18)
by Chambers, Marcus J. - Granger causality and the sampling of economic processes (RePEc:eee:econom:v:132:y:2006:i:2:p:311-336)
by McCrorie, J. Roderick & Chambers, Marcus J. - Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (RePEc:eee:econom:v:136:y:2007:i:1:p:1-29)
by Chambers, Marcus J. & Roderick McCrorie, J. - Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18] (RePEc:eee:econom:v:144:y:2008:i:2:p:524-525)
by Chambers, Marcus J. - Jackknife estimation of stationary autoregressive models (RePEc:eee:econom:v:172:y:2013:i:1:p:142-157)
by Chambers, Marcus J. - Testing for seasonal unit roots by frequency domain regression (RePEc:eee:econom:v:178:y:2014:i:p2:p:243-258)
by Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert - The estimation of continuous time models with mixed frequency data (RePEc:eee:econom:v:193:y:2016:i:2:p:390-404)
by Chambers, Marcus J. - Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (RePEc:eee:econom:v:217:y:2020:i:1:p:140-160)
by Chambers, Marcus J. - Forecasting with demand systems : A comparative study (RePEc:eee:econom:v:44:y:1990:i:3:p:363-376)
by Chambers, Marcus J. - A nonnested approach to testing continuous time models against discrete alternatives (RePEc:eee:econom:v:57:y:1993:i:1-3:p:319-343)
by Chambers, Marcus J. - The estimation of systems of joint differential-difference equations (RePEc:eee:econom:v:85:y:1998:i:1:p:1-31)
by Chambers, Marcus J. - The exact discretisation of CARMA models with applications in finance (RePEc:eee:empfin:v:38:y:2016:i:pb:p:739-761)
by Thornton, Michael A. & Chambers, Marcus J. - Monetary policy, exchange rates and stock prices in the Middle East region (RePEc:eee:finana:v:37:y:2015:i:c:p:14-28)
by Abouwafia, Hashem E. & Chambers, Marcus J. - Jackknife estimation with a unit root (RePEc:eee:stapro:v:83:y:2013:i:7:p:1677-1682)
by Chambers, Marcus J. & Kyriacou, Maria - Temporal aggregation in macroeconomics (RePEc:elg:eechap:14327_13)
by Michael A. Thornton & Marcus J. Chambers - Forecasting with the Almost Ideal Demand System (RePEc:esx:essedp:10025)
by Chambers, Marcus J & Nowman, K Ben - The Estimation of Continuous Time Models with Mixed Frequency Data (RePEc:esx:essedp:15988)
by Chambers, MJ - The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests (RePEc:esx:essedp:16062)
by Chambers, MJ - Jackknife Bias Reduction in the Presence of a Near-Unit Root (RePEc:esx:essedp:17623)
by Chambers, MJ & Kyriacou, M - Continuous Time Modelling Based on an Exact Discrete Time Representation (RePEc:esx:essedp:20497)
by Chambers, MJ & McCrorie, JR & Thornton, MA - Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data (RePEc:esx:essedp:21144)
by Chambers, MJ - Cointegration and Sampling Frequency (RePEc:esx:essedp:2760)
by Chambers, MJ - Testing for Unit Roots with Flow Data and Varying Sampling Frequency (RePEc:esx:essedp:2761)
by Chambers, MJ - Gaussian estimation of temporally aggregated cointegrated systems (RePEc:esx:essedp:2763)
by Chambers, MJ - The Estimation of Systems of Joint Differential-Difference Equations (RePEc:esx:essedp:2764)
by Chambers, MJ - Seasonality in Continuous Time Models (RePEc:esx:essedp:2765)
by Chambers, MJ - Long Memory and Aggregation in Macroeconomic Time Series (RePEc:esx:essedp:2766)
by Chambers, MJ - Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems (RePEc:esx:essedp:2767)
by Chambers, MJ - Short-term demographic interactions in pre-census England: A stochastic differential equations approach (RePEc:esx:essedp:2768)
by Bailey, RE & Chambers, MJ - Forecasting with the Almost Ideal Demand System (RePEc:esx:essedp:2769)
by Chambers, MJ & Nowman, KB - The Price of Wheat in Early Modern England (RePEc:esx:essedp:2771)
by Chambers, MJ & Bailey, RE - A Theory of Commodity Price Fluctuations (RePEc:esx:essedp:2772)
by Bailey, RE & Chambers, MJ - Jackknife Bias Reduction in the Presence of a Unit Root (RePEc:esx:essedp:2785)
by Chambers, MJ & Kyriacou, M - Jackknife Estimation of Stationary Autoregressive Models (RePEc:esx:essedp:2786)
by Chambers, MJ - The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending (RePEc:esx:essedp:8975)
by Chambers, MJ - Time-Varying Parameters in Continuous and Discrete Time (RePEc:esy:uefcwp:21684)
by Chambers, Marcus J & Taylor, AM Robert - Deterministic Parameter Change Models in Continuous and Discrete Time (RePEc:esy:uefcwp:24072)
by Chambers, Marcus J & Taylor, AM Robert - A Jackknife Correction to a Test for Cointegration Rank (RePEc:gam:jecnmx:v:3:y:2015:i:2:p:355-375:d:49830)
by Marcus J. Chambers - Jackknife Bias Reduction in the Presence of a Near-Unit Root (RePEc:gam:jecnmx:v:6:y:2018:i:1:p:11-:d:134810)
by Marcus J. Chambers & Maria Kyriacou - Long Memory and Aggregation in Macroeconomic Time Series (RePEc:ier:iecrev:v:39:y:1998:i:4:p:1053-72)
by Chambers, Marcus J - Identification And Estimation Of Exchange Rate Models With Unobservable Fundamentals (RePEc:ier:iecrev:v:47:y:2006:i:2:p:573-582)
by Marcus J. Chambers & J. Roderick McCrorie - Estimation of a Continuous-Time Dynamic Demand System (RePEc:jae:japmet:v:7:y:1992:i:1:p:53-64)
by Chambers, Marcus J - Testing for seasonal unit roots by frequency domain regression (RePEc:not:notgts:10/02)
by Marcus J. Chambers & Joanne S. Ercolani & A. M. Robert Taylor - Jackknife bias reduction in autoregressive models with a unit root (RePEc:pra:mprapa:38255)
by Chambers, Marcus J. & Kyriacou, Maria - The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England (RePEc:spr:jopoec:v:11:y:1998:i:3:p:413-434)
by Roy E. Bailey & Marcus J. Chambers - Speed of adjustment and estimation of the partial adjustment model (RePEc:taf:apeclt:v:3:y:1996:i:1:p:21-23)
by Marcus Chambers - Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications (RePEc:taf:applec:v:29:y:1997:i:7:p:935-943)
by Marcus Chambers & K. Ben Nowman - Granger Causality and the Sampling of Economic Processes (RePEc:tiu:tiucen:02e79e30-1761-4800-8824-7d4872f360fa)
by McCrorie, J.R. & Chambers, M.J. - Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems (RePEc:tiu:tiucen:0d3ed468-36ef-4baf-8339-8c62acb177b2)
by Chambers, M.J. & McCrorie, J.R. - Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals (RePEc:tiu:tiucen:d4a7b8fe-e36b-49e2-afb2-c7207dacd1e8)
by Chambers, M.J. & McCrorie, J.R. - Granger Causality and the Sampling of Economic Processes (RePEc:tiu:tiutis:02e79e30-1761-4800-8824-7d4872f360fa)
by McCrorie, J.R. & Chambers, M.J. - Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems (RePEc:tiu:tiutis:0d3ed468-36ef-4baf-8339-8c62acb177b2)
by Chambers, M.J. & McCrorie, J.R. - Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals (RePEc:tiu:tiutis:d4a7b8fe-e36b-49e2-afb2-c7207dacd1e8)
by Chambers, M.J. & McCrorie, J.R. - A Theory of Commodity Price Fluctuations (RePEc:ucp:jpolec:v:104:y:1996:i:5:p:924-57)
by Chambers, Marcus J & Bailey, Roy E - Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation (RePEc:yor:yorken:16/10)
by Michael Thornton & Marcus Chambers