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publications

(6)

• IDENTIFICATION AND ESTIMATION OF EXCHANGE RATE MODELS WITH UNOBSERVABLE FUNDAMENTALS*
  Marcus J. Chambers and J. Roderick McCrorie International Economic Review 47 573--582 (2006)
  to imported by smicha on 2008-05-03 12:28:20
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• Computing estimates of continuous time macroeconometric models on the basis of discrete data
  Giles Jewitt and J. Roderick McCrorie Computational Statistics \& Data Analysis 49 397--416 (2005)
  to Continuous time by smicha and 1 other person on 2008-04-23 14:55:19
  | URL | BibTeX  
• Interpolating exogenous variables in continuous time dynamic models
  J. Roderick McCrorie Journal of Economic Dynamics and Control 25 1399--1427 (2001)
  to Continuous time by smicha on 2008-04-22 15:17:45
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• Granger causality and the sampling of economic processes
  J. Roderick McCrorie and Marcus J. Chambers Journal of Econometrics 132 311--336 (2006)
  to Temporal aggregation by smicha on 2008-04-21 22:02:42
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• Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
  Marcus J. Chambers and J. Roderick McCrorie Journal of Econometrics 136 1--29 (2007)
  to Gaussian estimation by smicha on 2008-04-21 22:02:42
  | URL | BibTeX  
• Computing estimates of continuous time macroeconometric models on the basis of discrete data.
  Giles Jewitt and J. Roderick McCrorie Computational Statistics & Data Analysis 49 397-416 (2005)
  to dblp by dblp and 1 other person on 2007-04-18 00:00:00
  | URL | BibTeX