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Marcus J. Chambers

This is information that was supplied by Marcus Chambers in registering through RePEc. If you are Marcus J. Chambers , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Marcus
Middle Name:J.
Last Name:Chambers
Suffix:
RePEc Short-ID:pch222
[This author has chosen not to make the email address public]
http://privatewww.essex.ac.uk/~mchamb
Department of Economics University of Essex Wivenhoe Park Colchester Essex CO4 3SQ England
Colchester, United Kingdom
http://www.essex.ac.uk/economics/

: +44-1206-872728
+44-1206-872724
Wivenhoe Park, COLCHESTER. CO4 3SQ
RePEc:edi:edessuk (more details at EDIRC)
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  1. Chambers, Marcus J, 2016. "The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests," Economics Discussion Papers 16062, University of Essex, Department of Economics.
  2. Chambers, Marcus J, 2016. "The Estimation of Continuous Time Models with Mixed Frequency Data," Economics Discussion Papers 15988, University of Essex, Department of Economics.
  3. Chambers, Marcus J, 2013. "The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending," Economics Discussion Papers 8975, University of Essex, Department of Economics.
  4. Chambers, Marcus J. & Kyriacou, Maria, 2012. "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper 38255, University Library of Munich, Germany.
  5. Chambers, Marcus J & Kyriacou, Maria, 2010. "Jackknife Bias Reduction in the Presence of a Unit Root," Economics Discussion Papers 2785, University of Essex, Department of Economics.
  6. Marcus J. Chambers & Joanne S. Ercolani & A. M. Robert Taylor, 2010. "Testing for seasonal unit roots by frequency domain regression," Discussion Papers 10/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  7. Chambers, Marcus J, 2010. "Jackknife Estimation of Stationary Autoregressive Models," Economics Discussion Papers 2786, University of Essex, Department of Economics.
  8. Chambers, M.J. & McCrorie, J.R., 2004. "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Discussion Paper 2004-38, Tilburg University, Center for Economic Research.
  9. McCrorie, J.R. & Chambers, M.J., 2004. "Granger Causality and the Sampling of Economic Processes," Discussion Paper 2004-39, Tilburg University, Center for Economic Research.
  10. Chambers, M.J. & McCrorie, J.R., 2004. "Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems," Discussion Paper 2004-40, Tilburg University, Center for Economic Research.
  11. Chambers, Marcus J, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 2760, University of Essex, Department of Economics.
  12. Chambers, Marcus J, 2001. "Testing for Unit Roots with Flow Data and Varying Sampling Frequency," Economics Discussion Papers 2761, University of Essex, Department of Economics.
  13. Chambers, Marcus J, 1998. "Gaussian estimation of temporally aggregated cointegrated systems," Economics Discussion Papers 2763, University of Essex, Department of Economics.
  14. Chambers, Marcus J, 1998. "Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems," Economics Discussion Papers 2767, University of Essex, Department of Economics.
  15. Chambers, Marcus J & Bailey, Roy E, 1995. "The Price of Wheat in Early Modern England," Economics Discussion Papers 2771, University of Essex, Department of Economics.
  16. Chambers, Marcus J, 1995. "Long Memory and Aggregation in Macroeconomic Time Series," Economics Discussion Papers 2766, University of Essex, Department of Economics.
  17. Chambers, Marcus J, 1995. "The Estimation of Systems of Joint Differential-Difference Equations," Economics Discussion Papers 2764, University of Essex, Department of Economics.
  18. Chambers, Marcus J, 1995. "Seasonality in Continuous Time Models," Economics Discussion Papers 2765, University of Essex, Department of Economics.
  19. Bailey, Roy E & Chambers, Marcus J, 1994. "A Theory of Commodity Price Fluctuations," Economics Discussion Papers 2772, University of Essex, Department of Economics.
  20. Chambers, Marcus J & Nowman, K Ben, 1994. "Forecasting with the Almost Ideal Demand System," Economics Discussion Papers 2769, University of Essex, Department of Economics.
  21. Bailey, Roy E & Chambers, Marcus J, 1993. "Short-term demographic interactions in pre-census England: A stochastic differential equations approach," Economics Discussion Papers 2768, University of Essex, Department of Economics.
  1. Neil Kellard & Denise Osborn & Jerry Coakley & Marcus J. Chambers, 2015. "Testing for a Unit Root in a Near-Integrated Model with Skip-Sampled Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(5), pages 630-649, 09.
  2. Marcus J. Chambers, 2015. "The Calculation of Some Limiting Distributions Arising in Near-Integrated Models with GLS Detrending," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 562-586, 07.
  3. Marcus J. Chambers, 2015. "A Jackknife Correction to a Test for Cointegration Rank," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 355, May.
  4. Abouwafia, Hashem E. & Chambers, Marcus J., 2015. "Monetary policy, exchange rates and stock prices in the Middle East region," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 14-28.
  5. Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert, 2014. "Testing for seasonal unit roots by frequency domain regression," Journal of Econometrics, Elsevier, vol. 178(P2), pages 243-258.
  6. Chambers, Marcus J. & Kyriacou, Maria, 2013. "Jackknife estimation with a unit root," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1677-1682.
  7. Chambers, Marcus J., 2013. "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, vol. 172(1), pages 142-157.
  8. Michael A. Thornton & Marcus J. Chambers, 2013. "Continuous-time autoregressive moving average processes in discrete time: representation and embeddability," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(5), pages 552-561, 09.
  9. Chambers, Marcus J. & Thornton, Michael A., 2012. "Discrete Time Representation Of Continuous Time Arma Processes," Econometric Theory, Cambridge University Press, vol. 28(01), pages 219-238, February.
  10. Marcus J. Chambers, 2011. "Cointegration and sampling frequency," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 156-185, 07.
  11. Chambers, Marcus J., 2009. "Discrete Time Representations Of Cointegrated Continuous Time Models With Mixed Sample Data," Econometric Theory, Cambridge University Press, vol. 25(04), pages 1030-1049, August.
  12. Chambers, Marcus J. & Phillips, Peter C.B. & Taylor, A.M. Robert, 2009. "Econometric Theory Memorial To Albert Rex Bergstrom–Introduction," Econometric Theory, Cambridge University Press, vol. 25(04), pages 891-900, August.
  13. Chambers, Marcus J., 2008. "Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18]," Journal of Econometrics, Elsevier, vol. 144(2), pages 524-525, June.
  14. Chambers, Marcus J. & Roderick McCrorie, J., 2007. "Frequency domain estimation of temporally aggregated Gaussian cointegrated systems," Journal of Econometrics, Elsevier, vol. 136(1), pages 1-29, January.
  15. Marcus J. Chambers & J. Roderick McCrorie, 2006. "Identification And Estimation Of Exchange Rate Models With Unobservable Fundamentals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(2), pages 573-582, 05.
  16. Ercolani, Joanne S. & Chambers, Marcus J., 2006. "Estimation Of Differential-Difference Equation Systems With Unknown Lag Parameters," Econometric Theory, Cambridge University Press, vol. 22(03), pages 483-498, June.
  17. McCrorie, J. Roderick & Chambers, Marcus J., 2006. "Granger causality and the sampling of economic processes," Journal of Econometrics, Elsevier, vol. 132(2), pages 311-336, June.
  18. Chambers, Marcus J., 2005. "The purchasing power parity puzzle, temporal aggregation, and half-life estimation," Economics Letters, Elsevier, vol. 86(2), pages 193-198, February.
  19. Chambers, Marcus J., 2004. "Testing for unit roots with flow data and varying sampling frequency," Journal of Econometrics, Elsevier, vol. 119(1), pages 1-18, March.
  20. Chambers, Marcus J., 2003. "The Asymptotic Efficiency Of Cointegration Estimators Under Temporal Aggregation," Econometric Theory, Cambridge University Press, vol. 19(01), pages 49-77, February.
  21. Chambers, Marcus J. & McGarry, Joanne S., 2002. "Modeling Cyclical Behavior With Differential-Difference Equations In An Unobserved Components Framework," Econometric Theory, Cambridge University Press, vol. 18(02), pages 387-419, April.
  22. Chambers, Marcus J., 2001. "Temporal Aggregation And The Finite Sample Performance Of Spectral Regression Estimators In Cointegrated Systems," Econometric Theory, Cambridge University Press, vol. 17(03), pages 591-607, June.
  23. Marcus J. Chambers & Roy E. Bailey, 1999. "A Statistical Analysis of Wheat Price Fluctuations in England: 1685-1850," Journal of Agricultural Economics, Wiley Blackwell, vol. 50(3), pages 564-588.
  24. Chambers, Marcus J., 1999. "Discrete time representation of stationary and non-stationary continuous time systems," Journal of Economic Dynamics and Control, Elsevier, vol. 23(4), pages 619-639, February.
  25. Chambers, Marcus J, 1998. "Long Memory and Aggregation in Macroeconomic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1053-72, November.
  26. Chambers, Marcus J., 1998. "The estimation of systems of joint differential-difference equations," Journal of Econometrics, Elsevier, vol. 85(1), pages 1-31, July.
  27. Roy E. Bailey & Marcus J. Chambers, 1998. "The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England," Journal of Population Economics, Springer;European Society for Population Economics, vol. 11(3), pages 413-434.
  28. Marcus Chambers & K. Ben Nowman, 1997. "Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications," Applied Economics, Taylor & Francis Journals, vol. 29(7), pages 935-943.
  29. Chambers, Marcus J., 1996. "The Estimation of Continuous Parameter Long-Memory Time Series Models," Econometric Theory, Cambridge University Press, vol. 12(02), pages 374-390, June.
  30. Chambers, Marcus J & Bailey, Roy E, 1996. "A Theory of Commodity Price Fluctuations," Journal of Political Economy, University of Chicago Press, vol. 104(5), pages 924-57, October.
  31. Marcus Chambers, 1996. "Speed of adjustment and estimation of the partial adjustment model," Applied Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 21-23.
  32. Chambers, Marcus J., 1996. "Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series," Economics Letters, Elsevier, vol. 50(1), pages 19-24, January.
  33. Chambers, Marcus J., 1993. "A nonnested approach to testing continuous time models against discrete alternatives," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 319-343.
  34. Chambers, Marcus J, 1992. "Estimation of a Continuous-Time Dynamic Demand System," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 53-64, Jan.-Marc.
  35. Chambers, Marcus J., 1991. "Discrete Models for Estimating General Linear Continuous Time Systems," Econometric Theory, Cambridge University Press, vol. 7(04), pages 531-542, December.
  36. Chambers, Marcus J., 1990. "Forecasting with demand systems : A comparative study," Journal of Econometrics, Elsevier, vol. 44(3), pages 363-376, June.
  1. Michael A. Thornton & Marcus J. Chambers, 2013. "Temporal aggregation in macroeconomics," Chapters, in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 13, pages 289-310 Edward Elgar Publishing.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (4) 2010-03-20 2012-05-08 2016-02-12 2016-03-06. Author is listed
  2. NEP-ECM: Econometrics (3) 2012-05-08 2016-02-12 2016-03-06. Author is listed
  3. NEP-FMK: Financial Markets (1) 2010-03-20. Author is listed
  4. NEP-MST: Market Microstructure (1) 2016-02-12. Author is listed
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