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~person:"Chambers, Marcus J."
~source:"econis"
~subject:"Theorie"
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Chambers, Marcus J.
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16
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1
Discrete time representation of continuous time ARMA processes
Chambers, Marcus J.
;
Thornton, Michael A.
- In:
Econometric theory
28
(
2012
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10009520954
Saved in:
2
The asymptotic efficiency of cointegration estimators under temporal aggregation
Chambers, Marcus J.
- In:
Econometric theory
19
(
2003
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001728173
Saved in:
3
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
4
Temporal aggregation and the finite sample performance of spetral regression estimators in cointegrated systems : a simulation study
Chambers, Marcus J.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001589026
Saved in:
5
The estimation of continuous parameter long-memory time series models
Chambers, Marcus J.
- In:
Econometric theory
12
(
1996
)
2
,
pp. 374-390
Persistent link: https://www.econbiz.de/10001205637
Saved in:
6
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
Saved in:
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