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Jackknife estimation of stationary autoregressive models

Chambers, Marcus J. - 2012

Persistent link: https://www.econbiz.de/10009508041

Cointegration and sampling frequency

Chambers, Marcus J. - In: The econometrics journal 14 (2011) 2, pp. 156-185

Persistent link: https://www.econbiz.de/10009381884

Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data

Chambers, Marcus J. - In: Journal of econometrics 217 (2020) 1, pp. 140-160

Persistent link: https://www.econbiz.de/10012482742

The effects of sampling frequency on detrending methods for unit root tests

Chambers, Marcus J. - University of Essex / Department of Economics - 2016

Persistent link: https://www.econbiz.de/10013162718

The estimation of continuous time models with mixed frequency data

Chambers, Marcus J. - In: Journal of econometrics 193 (2016) 2, pp. 390-404

Persistent link: https://www.econbiz.de/10011704956

Jackknife estimation of stationary autoregressive models

Chambers, Marcus J. - 2010

This paper reports the results of an extensive investigation into the use of the jackknife as a method of estimation in stationary autoregressive models. In addition to providing some general theoretical results concerning jackknife methods it is shown that a method based on the use of...

Persistent link: https://www.econbiz.de/10003927889