Mild explosivity in recent crude oil prices von Figuerola-Ferretti, Isabel, McCrorie, J. Roderick, Paraskevopoulos, Ioannis

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The shine of precious metals around the global financial crisis von Figuerola-Ferretti, Isabel, McCrorie, J. Roderick

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

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Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices von Figuerola-Ferretti, Isabel, Gilbert, Christopher L., McCrorie, J. Roderick

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Frequency domain estimation of temporally aggregated Gaussian cointegrated systems von Chambers, Marcus J., Roderick McCrorie, J.

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Computing estimates of continuous time macroeconometric models on the basis of discrete data von Jewitt, Giles, Roderick McCrorie, J.

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ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG von McCrorie, J. Roderick

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Moments in Pearson's Four-Step Uniform Random Walk Problem and Other Applications of Very Well-Poised Generalized Hypergeometric Series von McCrorie, J. Roderick

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Interpolating exogenous variables in continuous time dynamic models von Roderick McCrorie, J.

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The Problem of Aliasing in Identifying Finite Parameter Continuous Time Stochastic Models von McCrorie, J Roderick

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IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS von Chambers, Marcus J., McCrorie, J. Roderick

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DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM von McCrorie, J. Roderick

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Global Concavity of the Likelihood Functions for Two Binary Choice Models von McCrorie, J. Roderick

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An Alternative Representation of the Hadamard Product von McCrorie, J. Roderick

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Granger causality and the sampling of economic processes: Causality and exogeneity in econometrics von MCCRORIE, J. Roderick, CHAMBERS, Marcus J

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Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations von José A. F. Machado, McCrorie, J. Roderick, Penzer, Jeremy

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Computing estimates of continuous time macroeconometric models on the basis of discrete data: Computational econometrics von JEWITT, Giles, MCCRORIE, J. Roderick

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The likelihood of the parameters of a continuous time vector autoregressive model von MCCRORIE, J. Roderick

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Bergstrom memorial dedication issue von Bergstrom, A R, Hillier, Grant, Phillips, Peter C.B., Robinson, Peter M, Harvey, David I, Leybourne, Stephen J, Taylor, A.M. Robert, Chambers, Marcus J, Hall, Viv B, McDermott, C John, Chichilnisky, Graciela, Nowman, K Ben, Wymer, Clifford R, Ercolani, Joanne S, McCrorie, J Roderick

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An Alternative Representation of the Hadamard Product–Solution von McCrorie, J. Roderick

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