Narrow search
Showing 1 - 10 of 30
Cover Image
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
Chambers, Marcus J.; Roderick Mccrorie, J. - In: Journal of econometrics 136 (2007) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10007391040
Cover Image
BOOK REVIEWS - Challenging Time Series: Limits to Knowledge, Inertia and Caprice
Stanley, T.D.; Chambers, Marcus J. - In: The economic journal : the journal of the Royal … 111 (2001) 469, pp. F200
Persistent link: https://www.econbiz.de/10007495337
Cover Image
BOOK REVIEWS - Handbook of Applied Econometrics: Volume I: Macroeconomics
Pesaran, M.Hashem; Wickens, Michael R.; Chambers, Marcus J. - In: The economic journal : the journal of the Royal … 110 (2000) 467, pp. F803
Persistent link: https://www.econbiz.de/10007498860
Cover Image
BOOK REVIEWS - Handbook of Applied Econometrics: Volume II: Microeconomics
Pesaran, M.Hashem; Schmidt, Peter; Chambers, Marcus J. - In: The economic journal : the journal of the Royal … 110 (2000) 467, pp. F803
Persistent link: https://www.econbiz.de/10007498861
Cover Image
Granger causality and the sampling of economic processes
Mccrorie, J.Roderick; Chambers, Marcus J. - In: Journal of econometrics 132 (2006) 2, pp. 311-336
Persistent link: https://www.econbiz.de/10007286190
Cover Image
Long Memory and Aggregation in Macroeconomic Time Series
Chambers, Marcus J. - In: International economic review 39 (1998) 4, pp. 1053-1072
Persistent link: https://www.econbiz.de/10007348074
Cover Image
IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS
Chambers, Marcus J.; Mccrorie, J.Roderick - In: International economic review 47 (2006) 2, pp. 573-582
Persistent link: https://www.econbiz.de/10006108070
Cover Image
Discrete time representation of stationary and non-stationary continuous time systems
Chambers, Marcus J. - In: Journal of economic dynamics & control 23 (1999) 4, pp. 619-640
Persistent link: https://www.econbiz.de/10006786561
Cover Image
The estimation of systems of joint differential-difference equations
Chambers, Marcus J. - In: Journal of econometrics 85 (1998) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10006789166
Cover Image
A nonnested approach to testing continuous time models against discrete alternatives
Chambers, Marcus J. - In: Journal of econometrics 57 (1993) 1-3, pp. 319-344
Persistent link: https://www.econbiz.de/10006805287