Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data von Chambers, Marcus J.

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The estimation of continuous time models with mixed frequency data von Chambers, Marcus J.

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Jackknife bias reduction in the presence of a near-unit root von Chambers, Marcus J, Kyriacou, Maria

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Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data von Chambers, Marcus J.

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A jackknife correction to a test for cointegration rank von Chambers, Marcus J

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Granger causality and the sampling of economic processes von McCrorie, J. Roderick, Chambers, Marcus J.

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Jackknife estimation of stationary autoregressive models von Chambers, Marcus J.

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Continuous time ARMA processes: Discrete time representation and likelihood evaluation von Thornton, Michael A., Chambers, Marcus J.

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Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data von Chambers, Marcus J.

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Econometric Modelling with Mixed Frequency and Temporally Aggregated Data von Chambers, Marcus J., Zadrozny, Peter A.

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Deterministic Parameter Change Models in Continuous and Discrete Time von Chambers, Marcus J., Taylor, A. M. Robert

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The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending von Chambers, Marcus J.

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The exact discretisation of CARMA models with applications in finance von Thornton, Michael A., Chambers, Marcus J.

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Cointegration and sampling frequency von Chambers, Marcus J.

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DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES von Chambers, Marcus J., Thornton, Michael A.

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Monetary policy, exchange rates and stock prices in the Middle East region von Abouwafia, Hashem E., Chambers, Marcus J.

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DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA von Chambers, Marcus J.

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Continuous-time autoregressive moving average processes in discrete time: representation and embeddability von Thornton, Michael A., Chambers, Marcus J.

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Corrigendum to: “Testing for unit roots with flow data and varying sampling frequency” [J. Econom. 119 (1) (2004) 1–18] von Chambers, Marcus J.

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Testing for seasonal unit roots by frequency domain regression von Chambers, Marcus J., Ercolani, Joanne S., Taylor, A.M. Robert

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