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Marcus J. Chambers
Marcus J. Chambers
Professor of Economics, University of Essex
Verified email at essex.ac.uk - Homepage
Title
Cited by
Cited by
Year
A theory of commodity price fluctuations
MJ Chambers, RE Bailey
Journal of Political Economy 104 (5), 924-957, 1996
3321996
Long memory and aggregation in macroeconomic time series
MJ Chambers
International Economic Review, 1053-1072, 1998
2251998
Granger causality and the sampling of economic processes
JR McCrorie, MJ Chambers
Journal of econometrics 132 (2), 311-336, 2006
842006
Monetary policy, exchange rates and stock prices in the Middle East region
HE Abouwafia, MJ Chambers
International Review of Financial Analysis 37, 14-28, 2015
602015
The estimation of continuous parameter long-memory time series models
MJ Chambers
Econometric Theory 12 (2), 374-390, 1996
601996
Discrete time representation of stationary and non-stationary continuous time systems
MJ Chambers
Journal of Economic Dynamics and Control 23 (4), 619-639, 1999
521999
Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications
MJ Chambers, K Ben Nowman
Applied Economics 29 (7), 935-943, 1997
501997
Forecasting with demand systems: A comparative study
MJ Chambers
Journal of Econometrics 44 (3), 363-376, 1990
501990
Long‐Term Demographic Interactions in Precensus England
RE Bailey, MJ Chambers
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 1993
491993
Jackknife estimation of stationary autoregressive models
MJ Chambers
Journal of Econometrics 172 (1), 142-157, 2013
462013
Discrete time representation of continuous time ARMA processes
MJ Chambers, MA Thornton
Econometric Theory 28 (1), 219-238, 2012
322012
The asymptotic efficiency of cointegration estimators under temporal aggregation
MJ Chambers
Econometric Theory 19 (1), 49-77, 2003
322003
Cointegration and sampling frequency
MJ Chambers
The Econometrics Journal 14 (2), 156-185, 2011
312011
The simulation of random vector time series with given spectrum
MJ Chambers
Mathematical and Computer Modelling 22 (2), 1-6, 1995
291995
Testing for unit roots with flow data and varying sampling frequency
MJ Chambers
Journal of Econometrics 119 (1), 1-18, 2004
28*2004
The estimation of continuous time models with mixed frequency data
MJ Chambers
Journal of Econometrics 193 (2), 390-404, 2016
272016
Estimation and Inference in Econometrics
R Davidson, JG MacKinnon, MJ Chambers
Economic Journal-Including Annual Conference Paper Supplement 104 (424), 703-704, 1994
251994
Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
MJ Chambers, JR McCrorie
Journal of Econometrics 136 (1), 1-29, 2007
232007
The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England
RE Bailey, MJ Chambers
Journal of Population Economics 11 (3), 413-434, 1998
231998
Discrete time representations of cointegrated continuous time models with mixed sample data
MJ Chambers
Econometric Theory 25 (4), 1030-1049, 2009
222009
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