Details about Marcus J. Chambers

Access statistics for papers by Marcus J. Chambers.

Last updated 2009-10-07. Update your information in the RePEc Author Service.

Short-id: pch222

Working Papers

2004

1. Frequency domain gaussian estimation of temporally aggregated cointegrated systems
   Discussion Paper, Tilburg University, Center for Economic Research
2. Granger causality and the sampling of economic processes
   Discussion Paper, Tilburg University, Center for Economic Research View citations
   See also Journal Article in Journal of Econometrics (2006)
3. Identification and estimation of exchange rate models with unobservable fundamentals
   Discussion Paper, Tilburg University, Center for Economic Research View citations
   See also Journal Article in International Economic Review (2006)

2001

4. Cointegration and Sampling Frequency
   Economics Discussion Papers, University of Essex, Department of Economics
5. Testing for Unit Roots with Flow Data and Varying Sampling Frequency
   Economics Discussion Papers, University of Essex, Department of Economics
   See also Journal Article in Journal of Econometrics (2004)

Undated

6. A Theory of Commodity Price Fluctuations
   Economics Discussion Papers, University of Essex, Department of Economics View citations
   See also Journal Article in Journal of Political Economy (1996)
7. Forecasting with the Almost Ideal Demand System
   Economics Discussion Papers, University of Essex, Department of Economics View citations
8. Gaussian estimation of temporally aggregated cointegrated systems
   Economics Discussion Papers, University of Essex, Department of Economics
9. Long Memory and Aggregation in Macroeconomic Time Series
   Economics Discussion Papers, University of Essex, Department of Economics View citations
   See also Journal Article in International Economic Review (1998)
10. Seasonality in Continuous Time Models
    Economics Discussion Papers, University of Essex, Department of Economics
11. Short-term demographic interactions in pre-census England: A stochastic differential equations approach
    Economics Discussion Papers, University of Essex, Department of Economics
12. Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems
    Economics Discussion Papers, University of Essex, Department of Economics
13. The Estimation of Systems of Joint Differential-Difference Equations
    Economics Discussion Papers, University of Essex, Department of Economics
    See also Journal Article in Journal of Econometrics (1998)
14. The Price of Wheat in Early Modern England
    Economics Discussion Papers, University of Essex, Department of Economics

Journal Articles

2009

1. DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA
   Econometric Theory, 2009, 25, (04), 1030-1049
2. ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM?INTRODUCTION
   Econometric Theory, 2009, 25, (04), 891-900

2008

3. Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18]
   Journal of Econometrics, 2008, 144, (2), 524-525

2007

4. Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
   Journal of Econometrics, 2007, 136, (1), 1-29

2006

5. ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS
   Econometric Theory, 2006, 22, (03), 483-498 View citations
6. Granger causality and the sampling of economic processes
   Journal of Econometrics, 2006, 132, (2), 311-336 View citations
   See also Working Paper (2004)
7. IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS
   International Economic Review, 2006, 47, (2), 573-582
   See also Working Paper (2004)

2005

8. The purchasing power parity puzzle, temporal aggregation, and half-life estimation
   Economics Letters, 2005, 86, (2), 193-198 View citations

2004

9. Testing for unit roots with flow data and varying sampling frequency
   Journal of Econometrics, 2004, 119, (1), 1-18 View citations
   See also Working Paper (2001)

2003

10. THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION
    Econometric Theory, 2003, 19, (01), 49-77 View citations

2002

11. MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK
    Econometric Theory, 2002, 18, (02), 387-419 View citations

2001

12. TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS
    Econometric Theory, 2001, 17, (03), 591-607 View citations

1999

13. A Statistical Analysis of Wheat Price Fluctuations in England: 1685-1850
    Journal of Agricultural Economics, 1999, 50, (3), 564-588
14. Discrete time representation of stationary and non-stationary continuous time systems
    Journal of Economic Dynamics and Control, 1999, 23, (4), 619-639 View citations

1998

15. Long Memory and Aggregation in Macroeconomic Time Series
    International Economic Review, 1998, 39, (4), 1053-72 View citations
    See also Working Paper
16. The estimation of systems of joint differential-difference equations
    Journal of Econometrics, 1998, 85, (1), 1-31 View citations
    See also Working Paper
17. The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England
    Journal of Population Economics, 1998, 11, (3), 413-434 View citations

1997

18. Forecasting with the Almost Ideal Demand System: Evidence from Some Alternative Dynamic Specifications
    Applied Economics, 1997, 29, (7), 935-43 View citations

1996

19. A Theory of Commodity Price Fluctuations
    Journal of Political Economy, 1996, 104, (5), 924-57 View citations
    See also Working Paper
20. Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series
    Economics Letters, 1996, 50, (1), 19-24
21. Speed of Adjustment and Estimation of the Partial Adjustment Model
    Applied Economics Letters, 1996, 3, (1), 21-23
22. The Estimation of Continuous Parameter Long-Memory Time Series Models
    Econometric Theory, 1996, 12, (02), 374-390

1993

23. A nonnested approach to testing continuous time models against discrete alternatives
    Journal of Econometrics, 1993, 57, (1-3), 319-343
24. Consumers' Demand in the Long Run: Some Evidence from UK Data
    Applied Economics, 1993, 25, (6), 727-33 View citations

1992

25. Estimation of a Continuous-Time Dynamic Demand System
    Journal of Applied Econometrics, 1992, 7, (1), 53-64

1991

26. An Alternative Time Series Model of Consumption: Some Empirical Evidence
    Applied Economics, 1991, 23, (8), 1361-66
27. Discrete Models for Estimating General Linear Continuous Time Systems
    Econometric Theory, 1991, 7, (04), 531-542 View citations

1990

28. Forecasting with demand systems: A comparative study
    Journal of Econometrics, 1990, 44, (3), 363-376 View citations