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2007; M J Chambers, J R McCrorie; "Frequency domain estimation of temporally aggregated Gaussian cointegrated systems"; Journal of Econometrics; (136):1-29
2006; M J Chambers, J R McCrorie; "Identification and estimation of exchange rate models with unobservable fundamentals"; International Economic Review; (47):573-582
2006; J R McCrorie, M J Chambers; "Granger causality and the sampling of economic processes"; Journal of Econometrics; (132):311-336
2005; G Jewitt, J R McCrorie; "Computing estimates of continuous time macroeconometric models on the basis of discrete data"; Computational Statistics and Data Analysis; (49):397-416
2003; J R McCrorie; "The problem of aliasing in indentifying finite parameter continuous time stochastic models"; Acta Applicandae Mathematicae; (79):9-16
2003; J R McCrorie; "Testing the unit root hypothesis from the prespective of Fisher information"; 2003 Proceedings of the American Statistical Association, Information and Entropy Econometrics Conference in honour of Arnold Zellner: 286-289
2002; J R McCrorie; "The likelihood of the parameters of a continuous time vector autoregressive model"; Statistical Inference for Stochastic Processes; (5):273-286
2001; J R McCrorie; "Interpolating exogenous variables in continuous time dynamic models"; Journal of Economic Dynamics and Control; (25):1399-1427
2000; J R McCrorie; "Deriving the exact discrete analog of a continuous time system"; Econometric Theory; (16):998-1015
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