Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Marcus J. Chambers : Citation Profile


Are you Marcus J. Chambers?

University of Essex

8

H index

5

i10 index

296

Citations

RESEARCH PRODUCTION:

40

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   27 years (1990 - 2017). See details.
   Cites by year: 10
   Journals where Marcus J. Chambers has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 21 (6.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch222
   Updated: 2017-12-16    RAS profile: 2017-11-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Thornton, Michael (4)

Kyriacou, Maria (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcus J. Chambers.

Is cited by:

Gil-Alana, Luis (22)

Caporale, Guglielmo Maria (8)

Souza, Leonardo (7)

Lence, Sergio (7)

Hassler, Uwe (6)

Chevillon, Guillaume (6)

Herzer, Dierk (6)

Hayes, Dermot (5)

Yu, Jun (5)

Abadir, Karim (4)

Leschinski, Christian (4)

Cites to:

Phillips, Peter (41)

Yu, Jun (14)

Harvey, Andrew (14)

Bernanke, Ben (11)

Taylor, Robert (11)

Perron, Pierre (10)

Thornton, Michael (9)

Zadrozny, Peter (9)

Marcellino, Massimiliano (9)

Gertler, Mark (8)

Saikkonen, Pentti (7)

Main data


Where Marcus J. Chambers has published?


Journals with more than one article published# docs
Journal of Econometrics10
Econometric Theory9
Journal of Time Series Analysis4
International Economic Review2
Journal of Economic Dynamics and Control2
Economics Letters2

Recent works citing Marcus J. Chambers (2017 and 2016)


YearTitle of citing document
2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael . In: CREATES Research Papers. RePEc:aah:create:2016-17.

Full description at Econpapers || Download paper

2016Examining pricing mechanics in the poultry value chain - empirical evidence from Pakistan. (2016). Miranda, Mario ; Katchova, Ani ; Chaudhry, Muhammad Imran . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235953.

Full description at Econpapers || Download paper

2016Unit Root Testing in ARMA Models: A Likelihood Ratio Approach. (2016). Hernandez, Juan ; Juan, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2016-03.

Full description at Econpapers || Download paper

2016Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_020.

Full description at Econpapers || Download paper

2016Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials. (2016). Gil-Alana, Luis ; Cuestas, Juan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:57-74:n:2.

Full description at Econpapers || Download paper

2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5995.

Full description at Econpapers || Download paper

2017On the memory of products of long range dependent time series. (2017). Leschinski, Christian. In: Economics Letters. RePEc:eee:ecolet:v:153:y:2017:i:c:p:72-76.

Full description at Econpapers || Download paper

2016Long memory affine term structure models. (2016). Golinski, Adam ; Zaffaroni, Paolo ; Goliski, Adam . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:33-56.

Full description at Econpapers || Download paper

2016Testing for Granger causality with mixed frequency data. (2016). Ghysels, Eric ; Motegi, Kaiji ; Hill, Jonathan B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:207-230.

Full description at Econpapers || Download paper

2016Macroeconomics and the reality of mixed frequency data. (2016). Ghysels, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:294-314.

Full description at Econpapers || Download paper

2017Learning can generate long memory. (2017). Chevillon, Guillaume ; Mavroeidis, Sophocles . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

Full description at Econpapers || Download paper

2017Long memory, fractional integration, and cross-sectional aggregation. (2017). Haldrup, Niels ; Vera, Eduardo J. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:1-11.

Full description at Econpapers || Download paper

2017Non-identifiability of VMA and VARMA systems in the mixed frequency case. (2017). Koelbl, Lukas ; Brian, ; Deistler, Manfred. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:31-38.

Full description at Econpapers || Download paper

2017Estimating the competitive storage model: A simulated likelihood approach. (2017). Kleppe, Tore Selland ; Oglend, Atle . In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:39-56.

Full description at Econpapers || Download paper

2016Commodity price volatility under regulatory changes and disaster. (2016). Marvasti, Akbar ; Lamberte, Antonio . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:355-361.

Full description at Econpapers || Download paper

2016Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks. (2016). Gil-Alana, Luis ; Wanke, Peter ; Barros, Carlos P. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:88-95.

Full description at Econpapers || Download paper

2017Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013. (2017). Ramirez, Carlos ; Yao, XI ; Ju, Jiandong ; Du, Yingxin. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:211-225.

Full description at Econpapers || Download paper

2016Determinants of the Atlantic salmon futures risk premium. (2016). Misund, BÃ¥rd ; Oglend, Atle ; Asche, Frank . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:2:y:2016:i:1:p:6-17.

Full description at Econpapers || Download paper

2016On the Memory of Products of Long Range Dependent Time Series. (2016). Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-569.

Full description at Econpapers || Download paper

2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-571.

Full description at Econpapers || Download paper

2017The Analysis of Dividend Announcement Impact on Stock Prices of Baltic Companies. (2017). Legenzova, Renata ; Galinskaite, Agne ; Jurakovaite, Otilija . In: Central European Business Review. RePEc:prg:jnlcbr:v:2017:y:2017:i:1:id:173:p:61-75.

Full description at Econpapers || Download paper

2016Cyclical non-stationarity in commodity prices. (2016). Asche, Frank ; Oglend, Atle . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1060-6.

Full description at Econpapers || Download paper

Works by Marcus J. Chambers:


YearTitleTypeCited
1999A Statistical Analysis of Wheat Price Fluctuations in England: 1685-1850 In: Journal of Agricultural Economics.
[Full Text][Citation analysis]
article0
2013Continuous-time autoregressive moving average processes in discrete time: representation and embeddability In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article1
2015The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2013The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending.(2013) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2016Unobserved Components and Time Series Econometrics , edited by Siem Jan Koopman and Neil Shephard . Published by Oxford University Press , Oxford , 2015 . Total number of pages: 400. ISBN: 978-0-19-96 In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1996The Estimation of Continuous Parameter Long-Memory Time Series Models In: Econometric Theory.
[Full Text][Citation analysis]
article9
2001TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS In: Econometric Theory.
[Full Text][Citation analysis]
article1
2002MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK In: Econometric Theory.
[Full Text][Citation analysis]
article5
2003THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION In: Econometric Theory.
[Full Text][Citation analysis]
article6
2006ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS In: Econometric Theory.
[Full Text][Citation analysis]
article2
2009DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA In: Econometric Theory.
[Full Text][Citation analysis]
article3
2009ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION In: Econometric Theory.
[Full Text][Citation analysis]
article0
2012DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES In: Econometric Theory.
[Full Text][Citation analysis]
article1
1991Discrete Models for Estimating General Linear Continuous Time Systems In: Econometric Theory.
[Full Text][Citation analysis]
article4
2011Cointegration and sampling frequency In: Econometrics Journal.
[Citation analysis]
article7
2001Cointegration and Sampling Frequency.(2001) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1999Discrete time representation of stationary and non-stationary continuous time systems In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article9
2017Continuous time ARMA processes: Discrete time representation and likelihood evaluation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article0
2016Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation..(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1996Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series In: Economics Letters.
[Full Text][Citation analysis]
article2
2005The purchasing power parity puzzle, temporal aggregation, and half-life estimation In: Economics Letters.
[Full Text][Citation analysis]
article6
2004Testing for unit roots with flow data and varying sampling frequency In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
2001Testing for Unit Roots with Flow Data and Varying Sampling Frequency.(2001) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2006Granger causality and the sampling of economic processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
2004Granger Causality and the Sampling of Economic Processes.(2004) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2007Frequency domain estimation of temporally aggregated Gaussian cointegrated systems In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2008Corrigendum to: Testing for unit roots with flow data and varying sampling frequency [J. Econom. 119 (1) (2004) 1-18] In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2013Jackknife estimation of stationary autoregressive models In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
2010Jackknife Estimation of Stationary Autoregressive Models.(2010) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2014Testing for seasonal unit roots by frequency domain regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2010Testing for seasonal unit roots by frequency domain regression.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016The estimation of continuous time models with mixed frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2016The Estimation of Continuous Time Models with Mixed Frequency Data.(2016) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1990Forecasting with demand systems : A comparative study In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
1993A nonnested approach to testing continuous time models against discrete alternatives In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1998The estimation of systems of joint differential-difference equations In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1995The Estimation of Systems of Joint Differential-Difference Equations.(1995) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016The exact discretisation of CARMA models with applications in finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2015Monetary policy, exchange rates and stock prices in the Middle East region In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2013Jackknife estimation with a unit root In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article2
2013Temporal aggregation in macroeconomics In: Chapters.
[Full Text][Citation analysis]
chapter1
1994Forecasting with the Almost Ideal Demand System. In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1994Forecasting with the Almost Ideal Demand System..(1994) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
2016Jackknife Bias Reduction in the Presence of a Near-Unit Root In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Continuous Time Modelling Based on an Exact Discrete Time Representation In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1998Gaussian estimation of temporally aggregated cointegrated systems In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1995Seasonality in Continuous Time Models In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1995Long Memory and Aggregation in Macroeconomic Time Series In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper80
1998Long Memory and Aggregation in Macroeconomic Time Series..(1998) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 80
article
1998Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1993Short-term demographic interactions in pre-census England: A stochastic differential equations approach In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1995The Price of Wheat in Early Modern England In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
1994A Theory of Commodity Price Fluctuations In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper92
1996A Theory of Commodity Price Fluctuations..(1996) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92
article
2010Jackknife Bias Reduction in the Presence of a Unit Root In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper3
2015A Jackknife Correction to a Test for Cointegration Rank In: Econometrics.
[Full Text][Citation analysis]
article0
2006IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS In: International Economic Review.
[Full Text][Citation analysis]
article1
2004Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals.(2004) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1992Estimation of a Continuous-Time Dynamic Demand System. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article1
2012Jackknife bias reduction in autoregressive models with a unit root In: MPRA Paper.
[Full Text][Citation analysis]
paper1
1998The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England In: Journal of Population Economics.
[Full Text][Citation analysis]
article3
1996Speed of adjustment and estimation of the partial adjustment model In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
1997Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications In: Applied Economics.
[Full Text][Citation analysis]
article16
2004Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems In: Discussion Paper.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team