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 1 12 115 4 6 36 506
Cointegration and Sampling Frequency 0 0 0 7 0 0 1 47
Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation 0 0 1 73 0 0 8 166
Continuous Time Modelling Based on an Exact Discrete Time Representation 0 0 1 68 1 1 4 84
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 0 22 0 0 3 50
Forecasting with the Almost Ideal Demand System 0 0 0 1 0 0 0 15
Forecasting with the Almost Ideal Demand System 0 0 0 1 0 0 0 13
Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data 0 0 0 45 0 0 1 49
Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems 0 0 0 0 0 0 0 17
Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems 0 0 0 0 0 0 0 3
Gaussian estimation of temporally aggregated cointegrated systems 0 0 0 3 0 0 0 14
Granger Causality and the Sampling of Economic Processes 0 0 0 0 0 0 0 3
Granger Causality and the Sampling of Economic Processes 0 0 0 3 0 0 0 23
Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals 0 0 0 6 0 0 0 31
Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals 0 0 0 0 0 0 0 2
Jackknife Bias Reduction in the Presence of a Near-Unit Root 0 0 0 24 0 0 0 24
Jackknife Bias Reduction in the Presence of a Unit Root 0 0 0 0 0 2 2 38
Jackknife Estimation of Stationary Autoregressive Models 0 0 1 6 0 0 2 26
Jackknife bias reduction in autoregressive models with a unit root 0 0 0 32 0 0 1 83
Long Memory and Aggregation in Macroeconomic Time Series 0 0 0 5 0 0 0 25
Seasonality in Continuous Time Models 0 0 0 4 0 0 0 17
Short-term demographic interactions in pre-census England: A stochastic differential equations approach 0 0 0 3 0 0 0 10
Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems 0 0 0 2 1 1 1 12
Testing for Unit Roots with Flow Data and Varying Sampling Frequency 0 0 0 3 0 0 0 13
Testing for seasonal unit roots by frequency domain regression 1 1 1 141 1 1 1 262
The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending 0 0 0 5 0 0 0 22
The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests 0 0 0 33 0 0 0 54
The Estimation of Continuous Time Models with Mixed Frequency Data 0 0 0 45 0 1 2 61
The Estimation of Systems of Joint Differential-Difference Equations 0 0 0 1 0 0 0 12
The Price of Wheat in Early Modern England 0 0 0 3 0 0 0 10
Time-Varying Parameters in Continuous and Discrete Time 0 0 2 56 0 1 4 87
Total Working Papers 1 2 18 707 7 13 66 1,779


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Jackknife Correction to a Test for Cointegration Rank 0 0 0 8 0 0 0 54
A Note on Modelling Seasonal Processes in Continuous Time 0 0 0 3 0 0 0 10
A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850 0 0 1 46 3 3 8 188
A Theory of Commodity Price Fluctuations 0 0 13 931 2 3 30 2,572
A nonnested approach to testing continuous time models against discrete alternatives 0 0 0 6 0 1 1 46
Cointegration and sampling frequency 0 0 0 0 0 1 3 132
Continuous time ARMA processes: Discrete time representation and likelihood evaluation 0 0 0 9 0 0 0 43
Continuous-time autoregressive moving average processes in discrete time: representation and embeddability 0 0 0 20 0 0 3 64
Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18] 0 0 0 15 0 0 0 45
DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES 0 0 0 22 1 1 1 61
DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA 0 0 0 25 0 0 0 77
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 0 4 0 0 0 17
Discrete Models for Estimating General Linear Continuous Time Systems 0 0 0 6 0 0 0 25
Discrete time representation of stationary and non-stationary continuous time systems 0 0 0 48 0 0 1 160
ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS 1 1 1 25 1 2 2 91
Econometric Modelling with Mixed Frequency and Temporally Aggregated Data 0 0 1 14 0 0 1 27
Estimation of a Continuous-Time Dynamic Demand System 0 0 0 47 0 0 0 147
Forecasting with demand systems: A comparative study 0 0 0 75 0 0 1 179
Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications 0 1 3 95 1 2 5 218
Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series 0 0 0 26 0 0 0 135
Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data 0 0 0 2 0 0 0 8
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data 0 0 0 2 1 1 1 26
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems 0 0 0 42 0 0 0 134
Granger causality and the sampling of economic processes 0 0 1 130 0 0 4 534
IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS 0 0 0 30 0 0 0 143
Jackknife Bias Reduction in the Presence of a Near-Unit Root 0 0 0 0 0 1 1 26
Jackknife estimation of stationary autoregressive models 0 0 0 48 0 0 1 192
Jackknife estimation with a unit root 0 0 0 9 0 0 1 76
Long Memory and Aggregation in Macroeconomic Time Series 0 0 0 1 1 1 4 401
Long‐Term Demographic Interactions in Precensus England 0 0 0 0 0 0 0 5
MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK 0 0 0 16 0 0 0 65
Monetary policy, exchange rates and stock prices in the Middle East region 0 0 4 83 2 5 21 366
Speed of adjustment and estimation of the partial adjustment model 0 1 3 67 0 1 4 184
TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS 0 0 0 4 0 1 1 28
THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION 0 0 0 5 0 0 0 47
Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data 0 0 0 1 0 1 1 18
Testing for seasonal unit roots by frequency domain regression 0 0 1 17 0 0 2 65
Testing for unit roots with flow data and varying sampling frequency 0 0 0 25 0 0 0 138
The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending 0 0 0 6 0 0 0 23
The Estimation of Continuous Parameter Long-Memory Time Series Models 0 0 0 25 1 1 2 59
The estimation of continuous time models with mixed frequency data 0 0 1 13 0 0 2 49
The estimation of systems of joint differential-difference equations 0 0 0 22 0 0 0 71
The exact discretisation of CARMA models with applications in finance 0 0 1 9 0 1 3 60
The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England 0 0 0 71 0 0 1 481
The purchasing power parity puzzle, temporal aggregation, and half-life estimation 0 0 0 40 0 0 0 109
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: 978-0-19-968366-6 0 0 1 10 1 1 2 36
Total Journal Articles 1 3 31 2,103 14 27 107 7,635


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Temporal aggregation in macroeconomics 0 0 0 25 1 1 2 74
Total Chapters 0 0 0 25 1 1 2 74


Statistics updated 2025-03-03