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Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J. - 1998
Persistent link: https://www.econbiz.de/10000982161
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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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Granger causality and the sampling of economic processes
MacCrorie, J. Roderick (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046409
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Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.; MacCrorie, J. Roderick; Thornton, … - University of Essex / Department of Economics - 2017
Persistent link: https://www.econbiz.de/10013162724
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Granger causality and the sampling of economic processes
MacCrorie, J. Roderick; Chambers, Marcus J. - In: Journal of econometrics 132 (2006) 2, pp. 311-336
Persistent link: https://www.econbiz.de/10003348756