Marcus J. Chambers
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] | |
https://marcuschambers.droppages.com/ | |
Department of Economics University of Essex Wivenhoe Park Colchester Essex CO4 3SQ England | |
Terminal Degree: | 1989 Economics Department; University of Essex (from RePEc Genealogy) |
Affiliation
Economics Department
University of Essex
Colchester, United Kingdomhttps://www.essex.ac.uk/departments/economics
RePEc:edi:edessuk (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Chambers, Marcus J & Taylor, AM Robert, 2019.
"Deterministic Parameter Change Models in Continuous and Discrete Time,"
Essex Finance Centre Working Papers
24072, University of Essex, Essex Business School.
- Marcus J. Chambers & A. M. Robert Taylor, 2020. "Deterministic Parameter Change Models in Continuous and Discrete Time," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(1), pages 134-145, January.
- Chambers, Marcus J & Taylor, AM Robert, 2018. "Time-Varying Parameters in Continuous and Discrete Time," Essex Finance Centre Working Papers 21684, University of Essex, Essex Business School.
- Chambers, MJ, 2018.
"Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data,"
Economics Discussion Papers
21144, University of Essex, Department of Economics.
- Chambers, Marcus J., 2020. "Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data," Journal of Econometrics, Elsevier, vol. 217(1), pages 140-160.
- Chambers, MJ & McCrorie, JR & Thornton, MA, 2017. "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers 20497, University of Essex, Department of Economics.
- Chambers, MJ & Kyriacou, M, 2016.
"Jackknife Bias Reduction in the Presence of a Near-Unit Root,"
Economics Discussion Papers
17623, University of Essex, Department of Economics.
- Marcus J. Chambers & Maria Kyriacou, 2018. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Econometrics, MDPI, vol. 6(1), pages 1-28, March.
- Chambers, MJ, 2016.
"The Estimation of Continuous Time Models with Mixed Frequency Data,"
Economics Discussion Papers
15988, University of Essex, Department of Economics.
- Chambers, Marcus J., 2016. "The estimation of continuous time models with mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 390-404.
- Chambers, MJ, 2016. "The Effects of Sampling Frequency on Detrending Methods for Unit Root Tests," Economics Discussion Papers 16062, University of Essex, Department of Economics.
- Michael Thornton & Marcus Chambers, 2016.
"Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation,"
Discussion Papers
16/10, Department of Economics, University of York.
- Thornton, Michael A. & Chambers, Marcus J., 2017. "Continuous time ARMA processes: Discrete time representation and likelihood evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 48-65.
- Chambers, MJ, 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.
- 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, July.
- Chambers, Marcus J. & Kyriacou, Maria, 2012. "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper 38255, University Library of Munich, Germany.
- Chambers, MJ, 2010.
"Jackknife Estimation of Stationary Autoregressive Models,"
Economics Discussion Papers
2786, University of Essex, Department of Economics.
- Chambers, Marcus J., 2013. "Jackknife estimation of stationary autoregressive models," Journal of Econometrics, Elsevier, vol. 172(1), pages 142-157.
- Chambers, MJ & Kyriacou, M, 2010. "Jackknife Bias Reduction in the Presence of a Unit Root," Economics Discussion Papers 2785, University of Essex, Department of Economics.
- 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.
- 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.
- 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.
- Chambers, M.J. & McCrorie, J.R., 2004. "Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems," Other publications TiSEM 0d3ed468-36ef-4baf-8339-8, Tilburg University, School of Economics and Management.
- 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.
- 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.
- McCrorie, J.R. & Chambers, M.J., 2004. "Granger Causality and the Sampling of Economic Processes," Other publications TiSEM 02e79e30-1761-4800-8824-7, Tilburg University, School of Economics and Management.
- 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.
- 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, May.
- Chambers, M.J. & McCrorie, J.R., 2004. "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Other publications TiSEM d4a7b8fe-e36b-49e2-afb2-c, Tilburg University, School of Economics and Management.
- Chambers, MJ, 2001.
"Testing for Unit Roots with Flow Data and Varying Sampling Frequency,"
Economics Discussion Papers
2761, University of Essex, Department of Economics.
- 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.
- Chambers, MJ, 2001.
"Cointegration and Sampling Frequency,"
Economics Discussion Papers
2760, University of Essex, Department of Economics.
- Marcus J. Chambers, 2011. "Cointegration and sampling frequency," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 156-185, July.
- Chambers, MJ, 1998. "Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems," Economics Discussion Papers 2767, University of Essex, Department of Economics.
- Chambers, MJ, 1998. "Gaussian estimation of temporally aggregated cointegrated systems," Economics Discussion Papers 2763, University of Essex, Department of Economics.
- Chambers, MJ, 1995.
"Long Memory and Aggregation in Macroeconomic Time Series,"
Economics Discussion Papers
2766, University of Essex, Department of Economics.
- 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 1053-1072, November.
- Chambers, MJ, 1995. "Seasonality in Continuous Time Models," Economics Discussion Papers 2765, University of Essex, Department of Economics.
- Chambers, MJ, 1995.
"The Estimation of Systems of Joint Differential-Difference Equations,"
Economics Discussion Papers
2764, University of Essex, Department of Economics.
- Chambers, Marcus J., 1998. "The estimation of systems of joint differential-difference equations," Journal of Econometrics, Elsevier, vol. 85(1), pages 1-31, July.
- Chambers, MJ & Bailey, RE, 1995. "The Price of Wheat in Early Modern England," Economics Discussion Papers 2771, University of Essex, Department of Economics.
- Bailey, RE & Chambers, MJ, 1994.
"A Theory of Commodity Price Fluctuations,"
Economics Discussion Papers
2772, University of Essex, Department of Economics.
- 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 924-957, October.
- Chambers, Marcus J & Nowman, K Ben, 1994.
"Forecasting with the Almost Ideal Demand System,"
Economics Discussion Papers
10025, University of Essex, Department of Economics.
- Chambers, MJ & Nowman, KB, 1994. "Forecasting with the Almost Ideal Demand System," Economics Discussion Papers 2769, University of Essex, Department of Economics.
- Bailey, RE & Chambers, MJ, 1993. "Short-term demographic interactions in pre-census England: A stochastic differential equations approach," Economics Discussion Papers 2768, University of Essex, Department of Economics.
Articles
- Chambers, Marcus J., 2020.
"Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data,"
Journal of Econometrics, Elsevier, vol. 217(1), pages 140-160.
- Chambers, MJ, 2018. "Frequency Domain Estimation of Cointegrating Vectors with Mixed Frequency and Mixed Sample Data," Economics Discussion Papers 21144, University of Essex, Department of Economics.
- Marcus J. Chambers & A. M. Robert Taylor, 2020.
"Deterministic Parameter Change Models in Continuous and Discrete Time,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 41(1), pages 134-145, January.
- Chambers, Marcus J & Taylor, AM Robert, 2019. "Deterministic Parameter Change Models in Continuous and Discrete Time," Essex Finance Centre Working Papers 24072, University of Essex, Essex Business School.
- Marcus J. Chambers & Peter A. Zadrozny, 2019. "Econometric Modelling with Mixed Frequency and Temporally Aggregated Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(6), pages 869-871, November.
- Marcus J. Chambers, 2019. "Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(6), pages 887-913, November.
- Marcus J. Chambers & Maria Kyriacou, 2018.
"Jackknife Bias Reduction in the Presence of a Near-Unit Root,"
Econometrics, MDPI, vol. 6(1), pages 1-28, March.
- Chambers, MJ & Kyriacou, M, 2016. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers 17623, University of Essex, Department of Economics.
- Thornton, Michael A. & Chambers, Marcus J., 2017.
"Continuous time ARMA processes: Discrete time representation and likelihood evaluation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 48-65.
- Michael Thornton & Marcus Chambers, 2016. "Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation," Discussion Papers 16/10, Department of Economics, University of York.
- Thornton, Michael A. & Chambers, Marcus J., 2016. "The exact discretisation of CARMA models with applications in finance," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 739-761.
- Chambers, Marcus J., 2016.
"The estimation of continuous time models with mixed frequency data,"
Journal of Econometrics, Elsevier, vol. 193(2), pages 390-404.
- Chambers, MJ, 2016. "The Estimation of Continuous Time Models with Mixed Frequency Data," Economics Discussion Papers 15988, University of Essex, Department of Economics.
- Marcus J Chambers, 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," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(6), pages 862-863, November.
- Marcus J. Chambers, 2015. "A Jackknife Correction to a Test for Cointegration Rank," Econometrics, MDPI, vol. 3(2), pages 1-21, May.
- 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, September.
- 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.
- 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, July.
- Chambers, MJ, 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.
- 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.
- 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.
- Chambers, Marcus J. & Kyriacou, Maria, 2013. "Jackknife estimation with a unit root," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1677-1682.
- 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, September.
- Chambers, Marcus J., 2013.
"Jackknife estimation of stationary autoregressive models,"
Journal of Econometrics, Elsevier, vol. 172(1), pages 142-157.
- Chambers, MJ, 2010. "Jackknife Estimation of Stationary Autoregressive Models," Economics Discussion Papers 2786, University of Essex, Department of Economics.
- Chambers, Marcus J. & Thornton, Michael A., 2012. "Discrete Time Representation Of Continuous Time Arma Processes," Econometric Theory, Cambridge University Press, vol. 28(1), pages 219-238, February.
- Marcus J. Chambers, 2011.
"Cointegration and sampling frequency,"
Econometrics Journal, Royal Economic Society, vol. 14(2), pages 156-185, July.
- Chambers, MJ, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 2760, University of Essex, Department of Economics.
- Chambers, Marcus J., 2009. "Discrete Time Representations Of Cointegrated Continuous Time Models With Mixed Sample Data," Econometric Theory, Cambridge University Press, vol. 25(4), pages 1030-1049, August.
- 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.
- 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.
- 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.
- McCrorie, J.R. & Chambers, M.J., 2004. "Granger Causality and the Sampling of Economic Processes," Other publications TiSEM 02e79e30-1761-4800-8824-7, Tilburg University, School of Economics and Management.
- 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.
- 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, May.
- Chambers, M.J. & McCrorie, J.R., 2004. "Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals," Other publications TiSEM d4a7b8fe-e36b-49e2-afb2-c, Tilburg University, School of Economics and Management.
- 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.
- Ercolani, Joanne S. & Chambers, Marcus J., 2006. "Estimation Of Differential-Difference Equation Systems With Unknown Lag Parameters," Econometric Theory, Cambridge University Press, vol. 22(3), pages 483-498, June.
- 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.
- 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.
- Chambers, MJ, 2001. "Testing for Unit Roots with Flow Data and Varying Sampling Frequency," Economics Discussion Papers 2761, University of Essex, Department of Economics.
- Chambers, Marcus J., 2003. "The Asymptotic Efficiency Of Cointegration Estimators Under Temporal Aggregation," Econometric Theory, Cambridge University Press, vol. 19(1), pages 49-77, February.
- 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(2), pages 387-419, April.
- 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(3), pages 591-607, June.
- 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.
- 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, September.
- Marcus J. Chambers, 1999. "A Note on Modelling Seasonal Processes in Continuous Time," Journal of Time Series Analysis, Wiley Blackwell, vol. 20(2), pages 139-143, March.
- 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 1053-1072, November.
- Chambers, MJ, 1995. "Long Memory and Aggregation in Macroeconomic Time Series," Economics Discussion Papers 2766, University of Essex, Department of Economics.
- Chambers, Marcus J., 1998.
"The estimation of systems of joint differential-difference equations,"
Journal of Econometrics, Elsevier, vol. 85(1), pages 1-31, July.
- Chambers, MJ, 1995. "The Estimation of Systems of Joint Differential-Difference Equations," Economics Discussion Papers 2764, University of Essex, Department of Economics.
- 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.
- 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.
- 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.
- Chambers, Marcus J., 1996. "The Estimation of Continuous Parameter Long-Memory Time Series Models," Econometric Theory, Cambridge University Press, vol. 12(2), pages 374-390, June.
- 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.
- 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 924-957, October.
- Bailey, RE & Chambers, MJ, 1994. "A Theory of Commodity Price Fluctuations," Economics Discussion Papers 2772, University of Essex, Department of Economics.
- 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.
- R. E. Bailey & M. J. Chambers, 1993. "Long‐Term Demographic Interactions in Precensus England," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 156(3), pages 339-362, May.
- 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.
- Chambers, Marcus J., 1991. "Discrete Models for Estimating General Linear Continuous Time Systems," Econometric Theory, Cambridge University Press, vol. 7(4), pages 531-542, December.
- Chambers, Marcus J., 1990. "Forecasting with demand systems : A comparative study," Journal of Econometrics, Elsevier, vol. 44(3), pages 363-376, June.
Chapters
- Michael A. Thornton & Marcus J. Chambers, 2013. "Temporal aggregation in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 13, pages 289-310, Edward Elgar Publishing.
More information
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Simple Impact Factor
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 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.- NEP-ETS: Econometric Time Series (10) 2010-03-20 2012-05-08 2016-02-12 2016-03-06 2016-09-25 2016-10-02 2017-10-22 2018-01-22 2018-03-26 2019-02-25. Author is listed
- NEP-ECM: Econometrics (9) 2012-05-08 2016-02-12 2016-03-06 2016-09-25 2016-10-02 2017-10-22 2018-01-22 2018-03-26 2019-02-25. Author is listed
- NEP-CTA: Contract Theory and Applications (1) 2017-10-22
- NEP-FMK: Financial Markets (1) 2010-03-20
- NEP-MST: Market Microstructure (1) 2016-02-12
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