Marcus J. Chambers

Institution: University of Essex

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://marcuschambers.droppages.com/

First Publication: 1990

Most Recent: 2020

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.00	0.00	0.00	-
Last 10 Years	0.00	8.07	1.01	0.50	9.59	87%
All Time	4.04	33.64	18.16	3.03	58.86	98%

Publication Statistics

Raw Publications 28

Coauthorship-Adjusted Count 42.07

Publications (28)

Year	Article	Journal	Tier	Authors
2020	Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data	Journal of Econometrics	A	1
2017	Continuous time ARMA processes: Discrete time representation and likelihood evaluation	Journal of Economic Dynamics and Control	B	2
2016	The estimation of continuous time models with mixed frequency data	Journal of Econometrics	A	1
2016	The exact discretisation of CARMA models with applications in finance	Journal of Empirical Finance	C	2
2014	Testing for seasonal unit roots by frequency domain regression	Journal of Econometrics	A	3
2013	Jackknife estimation of stationary autoregressive models	Journal of Econometrics	A	1
2012	DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES	Econometric Theory	B	2
2009	DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA	Econometric Theory	B	1
2008	Corrigendum to: "Testing for unit roots with flow data and varying sampling frequency" [J. Econom. 119 (1) (2004) 1-18]	Journal of Econometrics	A	1
2007	Frequency domain estimation of temporally aggregated Gaussian cointegrated systems	Journal of Econometrics	A	2
2006	ESTIMATION OF DIFFERENTIAL-DIFFERENCE EQUATION SYSTEMS WITH UNKNOWN LAG PARAMETERS	Econometric Theory	B	2
2006	Granger causality and the sampling of economic processes	Journal of Econometrics	A	2
2005	The purchasing power parity puzzle, temporal aggregation, and half-life estimation	Economics Letters	C	1
2004	Testing for unit roots with flow data and varying sampling frequency	Journal of Econometrics	A	1
2003	THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION	Econometric Theory	B	1
2002	MODELING CYCLICAL BEHAVIOR WITH DIFFERENTIAL-DIFFERENCE EQUATIONS IN AN UNOBSERVED COMPONENTS FRAMEWORK	Econometric Theory	B	2
2001	TEMPORAL AGGREGATION AND THE FINITE SAMPLE PERFORMANCE OF SPECTRAL REGRESSION ESTIMATORS IN COINTEGRATED SYSTEMS	Econometric Theory	B	1
1999	Discrete time representation of stationary and non-stationary continuous time systems	Journal of Economic Dynamics and Control	B	1
1999	A Statistical Analysis of Wheat Price Fluctuations in England: 1685–1850	Journal of Agricultural Economics	B	2
1998	The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England	Journal of Population Economics	B	2
1998	The estimation of systems of joint differential-difference equations	Journal of Econometrics	A	1
1997	Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications	Applied Economics	C	2
1996	A Theory of Commodity Price Fluctuations.	Journal of Political Economy	S	2
1996	The Estimation of Continuous Parameter Long-Memory Time Series Models	Econometric Theory	B	1
1996	Fractional integration, trend stationarity and difference stationarity Evidence from some U.K. macroeconomic time series	Economics Letters	C	1
1993	A nonnested approach to testing continuous time models against discrete alternatives	Journal of Econometrics	A	1
1991	Discrete Models for Estimating General Linear Continuous Time Systems	Econometric Theory	B	1
1990	Forecasting with demand systems : A comparative study	Journal of Econometrics	A	1