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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
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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
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The estimation of continuous time models with mixed frequency data
Chambers, Marcus J. - 2016
Persistent link: https://www.econbiz.de/10011417391
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Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.; Chambers, Marcus J. - 2016
Persistent link: https://www.econbiz.de/10011538144
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Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.; MacCrorie, J. Roderick; Thornton, … - University of Essex / Department of Economics - 2017
Persistent link: https://www.econbiz.de/10013162724
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Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.; Chambers, Marcus J. - In: Journal of economic dynamics & control 79 (2017), pp. 48-65
Persistent link: https://www.econbiz.de/10011817599