Access Statistics for Marcus J. Chambers

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Theory of Commodity Price Fluctuations 0 0 0 4 8 23 105 460
Cointegration and Sampling Frequency 2 3 17 117 3 9 39 534
Forecasting with the Almost Ideal Demand System 0 0 0 4 4 5 13 71
Frequency domain gaussian estimation of temporally aggregated cointegrated systems 1 2 7 55 9 22 95 411
Gaussian estimation of temporally aggregated cointegrated systems 0 0 0 0 1 1 4 15
Granger causality and the sampling of economic processes 3 6 27 203 4 18 75 521
Identification and estimation of exchange rate models with unobservable fundamentals 0 0 2 83 1 2 8 161
Long Memory and Aggregation in Macroeconomic Time Series 0 0 0 3 0 1 39 139
Seasonality in Continuous Time Models 0 0 0 2 1 3 8 22
Short-term demographic interactions in pre-census England: A stochastic differential equations approach 0 0 0 0 1 2 8 24
Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems 0 0 0 0 0 1 4 19
Testing for Unit Roots with Flow Data and Varying Sampling Frequency 1 1 4 66 1 3 12 334
The Estimation of Systems of Joint Differential-Difference Equations 0 0 0 0 1 1 3 24
The Price of Wheat in Early Modern England 0 0 0 0 0 1 13 49
Total Working Papers 7 12 57 537 34 92 426 2,784


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Statistical Analysis of Wheat Price Fluctuations in England: 1685-1850 0 1 7 7 2 5 23 23
A Theory of Commodity Price Fluctuations 10 21 106 534 29 74 362 1,371
A nonnested approach to testing continuous time models against discrete alternatives 0 0 0 3 0 0 1 21
An Alternative Time Series Model of Consumption: Some Empirical Evidence 0 0 0 0 0 0 10 64
Consumers' Demand in the Long Run: Some Evidence from UK Data 0 0 0 1 0 0 5 36
Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18] 0 1 1 2 1 2 7 11
DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA 3 5 6 6 8 12 13 13
Discrete Models for Estimating General Linear Continuous Time Systems 0 1 2 2 0 2 4 4
Discrete time representation of stationary and non-stationary continuous time systems 0 0 2 22 0 0 7 74
ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM?INTRODUCTION 1 6 10 10 2 14 20 20
ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS 0 0 7 14 3 4 23 39
Estimation of a Continuous-Time Dynamic Demand System 0 1 3 34 1 3 8 93
Forecasting with demand systems: A comparative study 1 4 11 37 1 5 16 78
Forecasting with the Almost Ideal Demand System: Evidence from Some Alternative Dynamic Specifications 0 2 2 47 1 3 9 106
Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series 0 0 3 19 0 0 15 70
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems 0 0 1 20 0 0 4 59
Granger causality and the sampling of economic processes 0 2 9 35 3 9 31 109
IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS 1 2 7 12 3 9 30 43
Long Memory and Aggregation in Macroeconomic Time Series 0 0 0 1 1 2 27 284
MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK 0 0 4 4 1 3 10 10
Speed of Adjustment and Estimation of the Partial Adjustment Model 1 1 6 42 1 1 7 95
TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS 0 0 0 0 0 1 2 2
THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION 0 0 1 1 1 2 4 4
Testing for unit roots with flow data and varying sampling frequency 1 1 2 12 1 2 5 85
The Estimation of Continuous Parameter Long-Memory Time Series Models 0 0 1 1 0 1 3 3
The estimation of systems of joint differential-difference equations 0 1 3 13 0 1 3 31
The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England 0 1 6 57 1 3 23 408
The purchasing power parity puzzle, temporal aggregation, and half-life estimation 0 1 5 17 0 1 6 40
Total Journal Articles 18 51 205 953 60 159 678 3,196


Statistics updated 2009-11-04