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The aggregation of dynamic relationships caused by incomplete information

Thornton, Michael A. - In: Journal of econometrics 178 (2014) 1, pp. 342-351

Persistent link: https://www.econbiz.de/10010256845

Discrete time representation of continuous time ARMA processes

Chambers, Marcus J.; Thornton, Michael A. - In: Econometric theory 28 (2012) 1, pp. 219-238

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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

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The exact discretisation of CARMA models with applications in finance

Thornton, Michael A.; Chambers, Marcus J. - In: Journal of empirical finance 38 (2016), pp. 739-761

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Continuous time ARMA processes : discrete time representation and likelihood evaluation

Thornton, Michael A.; Chambers, Marcus J. - In: Journal of economic dynamics & control 79 (2017), pp. 48-65

Persistent link: https://www.econbiz.de/10011817599

Continuous time ARMA processes : discrete time representation and likelihood evaluation

Thornton, Michael A.; Chambers, Marcus J. - 2016

Persistent link: https://www.econbiz.de/10011538144

Handbook of research methods and applications in empirical microeconomics

Hashimzade, Nigar (ed.); Thornton, Michael A. (ed.) - 2021

Contents: Introduction to the handbook of research methods and applications in empirical microeconomics / Nigar Hashimzade and Michael A. Thornton -- Part I: Econometric methods in microeconomics -- 1. Linear dynamic panel data models / Ryo Okui -- 2. Spatial autoregressive nonlinear models in r...

Persistent link: https://www.econbiz.de/10012703687

Handbook of research methods and applications in empirical macroeconomics

Hashimzade, Nigar (ed.); Thornton, Michael A. (ed.) - 2013

pt. I. Properties of macroeconomic data -- pt. II. Models for macroeconomic data analysis -- pt. III. Estimation and evaluation frameworks in macroeconomics -- pt. IV. Applications I : dynamic stochastic general equilibrium models -- pt. V. Applications II : vector autoregressive models -- pt....

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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

Introduction to the Handbook of research methods and applications in empirical microeconomics

Hashimzade, Nigar; Thornton, Michael A. - In: Handbook of research methods and applications in …, (pp. ix-xii). 2021

Persistent link: https://www.econbiz.de/10013165368