11
H index
12
i10 index
469
Citations
Marcus J. Chambers : Citation Profile
University of Essex | RESEARCH PRODUCTION: 46 Articles 31 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1990 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marcus J. Chambers. | Is cited by:
| Cites to:
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Main data
Where Marcus J. Chambers has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 11 |
| Journal of Time Series Analysis | 8 |
| Econometric Theory | 8 |
| Econometrics | 2 |
| Economics Letters | 2 |
| International Economic Review | 2 |
| Journal of Economic Dynamics and Control | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Essex Finance Centre Working Papers / University of Essex, Essex Business School | 2 |
Recent works citing Marcus J. Chambers (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952. Full description at Econpapers || Download paper |
| 2023 | Interest Rate Dynamics and Commodity Prices. (2023). Stachurski, John ; Ma, Qingyin ; Gouel, Christophe. In: Papers. RePEc:arx:papers:2308.07577. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy. (2023). , Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-7. Full description at Econpapers || Download paper |
| 2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper |
| 2023 | Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676. Full description at Econpapers || Download paper |
| 2023 | The power of markets: Impact of desert locust invasions on child health. (2023). Tapsoba, Augustin ; Conte, Bruno ; Piemontese, Lavinia. In: Journal of Health Economics. RePEc:eee:jhecon:v:87:y:2023:i:c:s0167629622001266. Full description at Econpapers || Download paper |
| 2023 | Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654. Full description at Econpapers || Download paper |
| 2023 | Empirical spectral processes for stationary state space models. (2023). Mayer, Celeste ; Fasen-Hartmann, Vicky. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:155:y:2023:i:c:p:319-354. Full description at Econpapers || Download paper |
| 2023 | Asymmetric Effects of Prices and Storage on Rig Counts: Evidence from the US Natural Gas and Crude Oil Markets. (2023). Chen, Wei-Hung ; Chiou-Wei, Song-Zan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:15:p:5752-:d:1208620. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Of families and inheritance: law and development in England before the Industrial Revolution. (2023). Grajzl, Peter ; Murrell, Peter. In: Cliometrica. RePEc:spr:cliomt:v:17:y:2023:i:3:d:10.1007_s11698-022-00255-8. Full description at Econpapers || Download paper |
| 2023 | Bias-Correction in Time Series Quantile Regression Models. (2023). Vavra, Marian. In: Working and Discussion Papers. RePEc:svk:wpaper:1094. Full description at Econpapers || Download paper |
Works by Marcus J. Chambers:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850 In: Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 1 |
| 1993 | Long?Term Demographic Interactions in Precensus England In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 10 |
| 1999 | A Note on Modelling Seasonal Processes in Continuous Time In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2013 | Continuous-time autoregressive moving average processes in discrete time: representation and embeddability In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | The 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 nother version. Agregated cites: 0 | paper | |
| 2015 | Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2016 | Unobserved 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] | article | 0 |
| 2019 | Econometric Modelling with Mixed Frequency and Temporally Aggregated Data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2020 | Deterministic Parameter Change Models in Continuous and Discrete Time In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2019 | Deterministic Parameter Change Models in Continuous and Discrete Time.(2019) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1996 | The Estimation of Continuous Parameter Long-Memory Time Series Models In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
| 2001 | TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2002 | MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2003 | THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
| 2006 | ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2009 | DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 2012 | DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 1991 | Discrete Models for Estimating General Linear Continuous Time Systems In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2011 | Cointegration and sampling frequency In: Econometrics Journal. [Citation analysis] | article | 13 |
| 2001 | Cointegration and Sampling Frequency.(2001) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1999 | Discrete time representation of stationary and non-stationary continuous time systems In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
| 2017 | Continuous time ARMA processes: Discrete time representation and likelihood evaluation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
| 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: 8 | paper | |
| 1996 | Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2005 | The purchasing power parity puzzle, temporal aggregation, and half-life estimation In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2004 | Testing for unit roots with flow data and varying sampling frequency In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2001 | Testing for Unit Roots with Flow Data and Varying Sampling Frequency.(2001) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2006 | Granger causality and the sampling of economic processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2004 | Granger Causality and the Sampling of Economic Processes.(2004) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2004 | Granger Causality and the Sampling of Economic Processes.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2007 | Frequency domain estimation of temporally aggregated Gaussian cointegrated systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Corrigendum 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] | article | 0 |
| 2013 | Jackknife estimation of stationary autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2010 | Jackknife Estimation of Stationary Autoregressive Models.(2010) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2014 | Testing for seasonal unit roots by frequency domain regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2010 | Testing for seasonal unit roots by frequency domain regression.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | The estimation of continuous time models with mixed frequency data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2016 | The Estimation of Continuous Time Models with Mixed Frequency Data.(2016) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data.(2018) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1990 | Forecasting with demand systems : A comparative study In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 1993 | A nonnested approach to testing continuous time models against discrete alternatives In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1998 | The estimation of systems of joint differential-difference equations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1995 | The Estimation of Systems of Joint Differential-Difference Equations.(1995) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | The exact discretisation of CARMA models with applications in finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Monetary policy, exchange rates and stock prices in the Middle East region In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
| 2013 | Jackknife estimation with a unit root In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
| 2013 | Temporal aggregation in macroeconomics In: Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 1994 | Forecasting with the Almost Ideal Demand System. In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Forecasting with the Almost Ideal Demand System..(1994) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Jackknife Bias Reduction in the Presence of a Near-Unit Root In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Jackknife Bias Reduction in the Presence of a Near-Unit Root.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | Continuous Time Modelling Based on an Exact Discrete Time Representation In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Gaussian estimation of temporally aggregated cointegrated systems In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Seasonality in Continuous Time Models In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Long Memory and Aggregation in Macroeconomic Time Series In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 112 |
| 1998 | Long Memory and Aggregation in Macroeconomic Time Series..(1998) In: International Economic Review. [Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
| 1998 | Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Short-term demographic interactions in pre-census England: A stochastic differential equations approach In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1995 | The Price of Wheat in Early Modern England In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | A Theory of Commodity Price Fluctuations In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 129 |
| 1996 | A Theory of Commodity Price Fluctuations..(1996) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 129 | article | |
| 2010 | Jackknife Bias Reduction in the Presence of a Unit Root In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Time-Varying Parameters in Continuous and Discrete Time In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Jackknife Correction to a Test for Cointegration Rank In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2006 | IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2004 | Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals.(2004) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1992 | Estimation of a Continuous-Time Dynamic Demand System. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Jackknife bias reduction in autoregressive models with a unit root In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 1998 | The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England In: Journal of Population Economics. [Full Text][Citation analysis] | article | 6 |
| 1996 | Speed of adjustment and estimation of the partial adjustment model In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1997 | Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications In: Applied Economics. [Full Text][Citation analysis] | article | 19 |
| 2004 | Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems In: Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper |
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