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Seasonality in continuous time models
Chambers, Marcus J. - 1995
Persistent link: https://www.econbiz.de/10000921690
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The estimation of systems of joint differential-difference equations
Chambers, Marcus J. - 1995
Persistent link: https://www.econbiz.de/10000922919
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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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The estimation of systems of joint differential-difference equations
Chambers, Marcus J. - In: Journal of econometrics 85 (1998) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10001240386
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[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Chambers, Marcus J. - In: The economic journal : the journal of the Royal … 104 (1994) 424, pp. 703-705
Persistent link: https://www.econbiz.de/10001346372
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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/10001205637
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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
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Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J. - In: Economics letters 50 (1996) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
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An econometric model of the aggregate motor insurance market in the United Kingdom
Chambers, Marcus J. - In: The journal of risk and insurance : the journal of the … 59 (1992) 3, pp. 409-425
Persistent link: https://www.econbiz.de/10001138353