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Details about Michael Alan Thornton

E-mail:
Homepage:http://www-users.york.ac.uk/~mt795/
Phone:+44 (0)1904 324566
Postal address:Department of Economics and Related Studies University of York YO10 5DD United Kingdom
Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

Access statistics for papers by Michael Alan Thornton.

Last updated 2021-12-20. Update your information in the RePEc Author Service.

Short-id: pth212


Jump to Journal Articles Edited books Chapters

Working Papers

2016

  1. Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation
    Discussion Papers, Department of Economics, University of York Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)

Journal Articles

2019

  1. Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data
    Journal of Time Series Analysis, 2019, 40, (6), 951-967 Downloads View citations (1)

2017

  1. Continuous time ARMA processes: Discrete time representation and likelihood evaluation
    Journal of Economic Dynamics and Control, 2017, 79, (C), 48-65 Downloads View citations (5)
    See also Working Paper (2016)

2016

  1. The exact discretisation of CARMA models with applications in finance
    Journal of Empirical Finance, 2016, 38, (PB), 739-761 Downloads View citations (2)

2014

  1. The aggregation of dynamic relationships caused by incomplete information
    Journal of Econometrics, 2014, 178, (P2), 342-351 Downloads

2013

  1. Continuous-time autoregressive moving average processes in discrete time: representation and embeddability
    Journal of Time Series Analysis, 2013, 34, (5), 552-561 Downloads View citations (2)
  2. Removing seasonality under a changing regime: Filtering new car sales
    Computational Statistics & Data Analysis, 2013, 58, (C), 4-14 Downloads View citations (1)

2012

  1. DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
    Econometric Theory, 2012, 28, (1), 219-238 Downloads View citations (13)

Edited books

2021

  1. Handbook of Research Methods and Applications in Empirical Microeconomics
    Books, Edward Elgar Publishing Downloads

2013

  1. Handbook of Research Methods and Applications in Empirical Macroeconomics
    Books, Edward Elgar Publishing Downloads View citations (14)

Chapters

2013

  1. A review of econometric concepts and methods for empirical macroeconomics
    Chapter 2 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 4-42 Downloads
  2. Introduction
    Chapter 1 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 1-3 Downloads View citations (1)
  3. Temporal aggregation in macroeconomics
    Chapter 13 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 289-310 Downloads View citations (2)
 
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