3
H index
2
i10 index
156
Citations
Michael Alan Thornton : Citation Profile
University of York | RESEARCH PRODUCTION: 7 Articles 1 Papers 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2012 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Alan Thornton. | Is cited by:
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Main data
Where Michael Alan Thornton has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 2 |
Recent works citing Michael Alan Thornton (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A note on the embeddability conditions in the case of integrated carma (2, 1) stochastic process with single and double zero roots. (2024). Andric, Vladimir ; Nenadovic, Sanja. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:660-668. Full description at Econpapers || Download paper |
| 2025 | Modeling GDP with a continuous-time finance approach. (2025). Liu, Zhenya ; You, Rongyu ; Zhan, Yaosong. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002351. Full description at Econpapers || Download paper |
| 2024 | Identifying key sectors of sustainable development: A Bayesian framework estimating policy‐impacts in a general equilibrium. (2024). Ziesmer, Johannes. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:2:p:458-483. Full description at Econpapers || Download paper |
| 2024 | An unrestricted MIDAS ordered logit model with applications to credit ratings. (2024). Zhao, Tingting ; Xu, Qifa ; Hu, Dan ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2722-2739. Full description at Econpapers || Download paper |
Michael Alan Thornton has edited the books:
| Year | Title | Type | Cited |
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Works by Michael Alan Thornton:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Continuous-time autoregressive moving average processes in discrete time: representation and embeddability In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2019 | Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2012 | DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2013 | Removing seasonality under a changing regime: Filtering new car sales In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2017 | Continuous time ARMA processes: Discrete time representation and likelihood evaluation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
| 2016 | Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation..(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | The aggregation of dynamic relationships caused by incomplete information In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2016 | The exact discretisation of CARMA models with applications in finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 2013 | Introduction In: Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2013 | Temporal aggregation in macroeconomics In: Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2013 | A review of econometric concepts and methods for empirical macroeconomics In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team