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 1 4 15 42 9 23 104 182
Cointegration and Sampling Frequency 0 0 1 6 0 1 14 41
Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation 0 3 3 56 1 8 26 109
Continuous Time Modelling Based on an Exact Discrete Time Representation 0 0 3 60 0 2 10 49
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 1 21 1 4 15 25
Forecasting with the Almost Ideal Demand System 0 0 0 1 1 1 4 11
Forecasting with the Almost Ideal Demand System 0 0 0 1 0 0 4 10
Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data 0 0 0 42 3 5 12 37
Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems 0 0 0 0 0 0 2 13
Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems 0 0 0 0 0 0 0 0
Gaussian estimation of temporally aggregated cointegrated systems 0 0 0 0 0 0 3 8
Granger Causality and the Sampling of Economic Processes 0 0 1 3 1 1 4 22
Granger Causality and the Sampling of Economic Processes 0 0 0 0 0 0 0 0
Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals 0 1 2 5 1 2 9 29
Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals 0 0 0 0 0 0 0 0
Jackknife Bias Reduction in the Presence of a Unit Root 0 0 0 0 0 1 10 30
Jackknife Estimation of Stationary Autoregressive Models 0 0 0 4 0 0 4 19
Jackknife bias reduction in autoregressive models with a unit root 0 0 1 31 1 1 6 80
Long Memory and Aggregation in Macroeconomic Time Series 0 0 0 4 0 0 6 20
Seasonality in Continuous Time Models 0 0 0 1 0 0 4 10
Short-term demographic interactions in pre-census England: A stochastic differential equations approach 0 0 1 2 0 0 1 5
Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems 0 0 0 0 3 3 5 9
Testing for Unit Roots with Flow Data and Varying Sampling Frequency 0 0 0 2 0 0 3 10
Testing for seasonal unit roots by frequency domain regression 0 0 3 134 0 1 8 245
The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending 0 0 0 5 1 2 3 20
The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests 0 0 0 32 0 1 6 46
The Estimation of Continuous Time Models with Mixed Frequency Data 0 0 1 41 0 1 8 43
The Estimation of Systems of Joint Differential-Difference Equations 0 0 0 0 0 0 6 9
The Price of Wheat in Early Modern England 0 0 0 0 1 1 2 5
Time-Varying Parameters in Continuous and Discrete Time 0 0 4 52 1 3 21 69
Total Working Papers 1 8 36 545 24 61 300 1,156


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 1 8 0 0 10 47
A Note on Modelling Seasonal Processes in Continuous Time 0 0 0 0 0 0 4 4
A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850 0 0 0 40 0 1 3 162
A Theory of Commodity Price Fluctuations 1 1 10 900 1 1 32 2,458
A nonnested approach to testing continuous time models against discrete alternatives 0 0 0 5 0 0 3 41
Cointegration and sampling frequency 0 0 0 0 0 0 6 121
Continuous time ARMA processes: Discrete time representation and likelihood evaluation 0 0 2 7 2 3 13 33
Continuous-time autoregressive moving average processes in discrete time: representation and embeddability 0 0 1 15 0 0 3 47
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 3 44
DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA 0 0 1 25 1 1 8 75
Deterministic Parameter Change Models in Continuous and Discrete Time 0 2 3 3 0 3 6 6
Discrete time representation of stationary and non-stationary continuous time systems 0 0 0 42 0 0 2 142
ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS 0 0 0 24 0 1 3 85
Econometric Modelling with Mixed Frequency and Temporally Aggregated Data 0 1 10 10 0 1 14 14
Estimation of a Continuous-Time Dynamic Demand System 0 0 0 46 0 0 2 145
Forecasting with demand systems: A comparative study 0 0 1 71 0 3 7 170
Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications 0 1 1 88 1 3 6 203
Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series 0 0 0 25 0 0 3 134
Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data 0 0 1 1 0 0 5 5
Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data 0 0 0 0 0 4 4 4
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems 0 0 0 42 0 0 3 130
Granger causality and the sampling of economic processes 0 0 1 127 2 3 13 520
IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS 0 1 1 29 1 2 7 139
Jackknife Bias Reduction in the Presence of a Near-Unit Root 0 0 0 0 1 3 9 18
Jackknife estimation of stationary autoregressive models 0 0 0 44 0 0 6 175
Jackknife estimation with a unit root 0 0 2 7 0 0 10 51
Long Memory and Aggregation in Macroeconomic Time Series 0 0 0 1 1 1 8 392
Long‐Term Demographic Interactions in Precensus England 0 0 0 0 1 1 2 2
MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK 0 0 0 14 0 0 1 61
Monetary policy, exchange rates and stock prices in the Middle East region 0 0 4 65 3 5 38 271
Speed of adjustment and estimation of the partial adjustment model 0 0 0 63 1 1 4 171
TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS 0 0 0 4 0 0 5 25
THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION 0 0 0 5 0 0 7 46
Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data 0 0 0 1 0 0 2 15
Testing for seasonal unit roots by frequency domain regression 0 1 1 15 0 1 4 53
Testing for unit roots with flow data and varying sampling frequency 0 0 0 25 0 0 3 133
The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending 0 0 0 5 0 0 3 20
The Estimation of Continuous Parameter Long-Memory Time Series Models 0 0 0 25 0 0 2 57
The estimation of continuous time models with mixed frequency data 0 0 1 9 0 0 1 39
The estimation of systems of joint differential-difference equations 0 0 0 22 0 0 1 70
The exact discretisation of CARMA models with applications in finance 0 0 0 6 0 1 6 41
The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England 0 0 0 69 0 1 3 476
The purchasing power parity puzzle, temporal aggregation, and half-life estimation 0 0 1 40 1 2 10 107
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 1 1 7 1 3 11 26
Total Journal Articles 1 8 43 1,950 17 45 296 6,978


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Temporal aggregation in macroeconomics 0 1 1 20 0 2 11 57
Total Chapters 0 1 1 20 0 2 11 57


Statistics updated 2020-09-04