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The purchasing power parity puzzle, temporal aggregation, and half-life estimation
Chambers, Marcus J. - In: Economics letters 86 (2005) 2, pp. 193-198
Persistent link: https://www.econbiz.de/10006748992
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Discrete time representation of stationary and non-stationary continuous time systems
Chambers, Marcus J. - In: Journal of economic dynamics & control 23 (1999) 4, pp. 619-640
Persistent link: https://www.econbiz.de/10006786561
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The estimation of systems of joint differential-difference equations
Chambers, Marcus J. - In: Journal of econometrics 85 (1998) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10006789166
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A nonnested approach to testing continuous time models against discrete alternatives
Chambers, Marcus J. - In: Journal of econometrics 57 (1993) 1-3, pp. 319-344
Persistent link: https://www.econbiz.de/10006805287
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Discrete time representation of stationary and non-stationary continuous time systems
Chambers, Marcus J. - In: Journal of economic dynamics & control 19990, pp. 619-640
Persistent link: https://www.econbiz.de/10006807984
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IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS
Chambers, Marcus J.; Mccrorie, J.Roderick - In: International economic review 47 (2006) 2, pp. 573-582
Persistent link: https://www.econbiz.de/10006108070
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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/10007000180
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Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability
Thornton, Michael A.; Chambers, Marcus J. - In: Journal of time series analysis 34 (2013) 5, pp. 552-561
Persistent link: https://www.econbiz.de/10010168566
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BOOK REVIEWS - Challenging Time Series: Limits to Knowledge, Inertia and Caprice
Stanley, T.D.; Chambers, Marcus J. - In: The economic journal : the journal of the Royal … 111 (2001) 469, pp. F200
Persistent link: https://www.econbiz.de/10007495337
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BOOK REVIEWS - Handbook of Applied Econometrics: Volume I: Macroeconomics
Pesaran, M.Hashem; Wickens, Michael R.; Chambers, Marcus J. - In: The economic journal : the journal of the Royal … 110 (2000) 467, pp. F803
Persistent link: https://www.econbiz.de/10007498860