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Discrete models for estimating general linear continuous time systems
Chambers, Marcus J. - In: Econometric theory 7 (1991) 4, pp. 531-542
Persistent link: https://www.econbiz.de/10001117733
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Estimation of a continuous-time dynamic demand system
Chambers, Marcus J. - In: Journal of applied econometrics 7 (1992) 1, pp. 53-64
Persistent link: https://www.econbiz.de/10001119753
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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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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
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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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Forecasting with the almost ideal demand system
Chambers, Marcus J.; Nowman, Kalid Ben - 1994
Persistent link: https://www.econbiz.de/10000885904
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A theory of commodity price fluctuations
Bailey, Roy E.; Chambers, Marcus J. - 1994
Persistent link: https://www.econbiz.de/10000892912
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Short-term demographic interactions in pre-census England : a stochastic differential equations approach
Bailey, Roy E.; Chambers, Marcus J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000859986
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Identification and estimation of exchange rate models with unobservable fundamentals
Chambers, Marcus J.; MacCrorie, J. Roderick - In: International economic review 47 (2006) 2, pp. 573-582
Persistent link: https://www.econbiz.de/10003321499
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Estimation of differential-difference equation systems with unknown lag parameters
Ercolani, Joanne S.; Chambers, Marcus J. - In: Econometric theory 22 (2006) 3, pp. 483-498
Persistent link: https://www.econbiz.de/10003307489