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Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems
Chambers, Marcus J. - 1998
Persistent link: https://www.econbiz.de/10000982163
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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
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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
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Long memory and aggregation in macroeconomic time series
Chambers, Marcus J. - 1995
Persistent link: https://www.econbiz.de/10000906246
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Long memory and aggregation in macroeconomic time series
Chambers, Marcus J. - In: International economic review 39 (1998) 4, pp. 1053-1072
Persistent link: https://www.econbiz.de/10001338800
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Temporal aggregation in macroeconomics
Thornton, Michael A.; Chambers, Marcus J. - In: Handbook of research methods and applications in …, (pp. 289-309). 2013
Persistent link: https://www.econbiz.de/10010206785