Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
McCrorie, Roderick
2000.
The Likelihood Of A Continuous-Time Vector Autoegressive Model.
SSRN Electronic Journal ,
Roderick McCrorie, J.
2001.
Interpolating exogenous variables in continuous time dynamic models.
Journal of Economic Dynamics and Control,
Vol. 25,
Issue. 9,
p.
1399.
McGarry, J.S.
2003.
The exact discrete time representation of a system of fourth-order differential equations.
Computers & Mathematics with Applications,
Vol. 46,
Issue. 2-3,
p.
213.
Chambers, Marcus J.
and
McCrorie, Roderick
2004.
Granger Causality and the Sampling of Economic Processes.
SSRN Electronic Journal,
Jewitt, Giles
and
Roderick McCrorie, J.
2005.
Computing estimates of continuous time macroeconometric models on the basis of discrete data.
Computational Statistics & Data Analysis,
Vol. 49,
Issue. 2,
p.
397.
McCrorie, J. Roderick
and
Chambers, Marcus J.
2006.
Granger causality and the sampling of economic processes.
Journal of Econometrics,
Vol. 132,
Issue. 2,
p.
311.
McCrorie, J. Roderick
2009.
ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG.
Econometric Theory,
Vol. 25,
Issue. 4,
p.
1120.
Nowman, K. Ben
2009.
REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING.
Econometric Theory,
Vol. 25,
Issue. 4,
p.
1087.
Chambers, Marcus J.
2009.
DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA.
Econometric Theory,
Vol. 25,
Issue. 4,
p.
1030.
Thornton, Michael A.
and
Chambers, Marcus J.
2013.
Continuous‐time autoregressive moving average processes in discrete time: representation and embeddability.
Journal of Time Series Analysis,
Vol. 34,
Issue. 5,
p.
552.
Blevins, Jason R.
2013.
Identifying Restrictions for Finite Parameter Continuous Time Models with Discrete Time Data.
SSRN Electronic Journal,
Chambers, Marcus J.
2015.
Testing for a Unit Root in a Near‐Integrated Model with Skip‐Sampled Data.
Journal of Time Series Analysis,
Vol. 36,
Issue. 5,
p.
630.
Blevins, Jason R.
2017.
IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA.
Econometric Theory,
Vol. 33,
Issue. 3,
p.
739.
Yao, Zhijian
Alzabut, Jehad
and
Jana, Debaldev
2018.
Dynamics of the Almost Periodic Discrete Mackey–Glass Model.
Mathematics,
Vol. 6,
Issue. 12,
p.
333.
Chambers, Marcus J.
McCrorie, J. Roderick
and
Thornton, Michael A.
2018.
Continuous Time Modeling in the Behavioral and Related Sciences.
p.
317.
Chambers, Marcus J.
2019.
Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data.
Journal of Time Series Analysis,
Vol. 40,
Issue. 6,
p.
887.
Fasen-Hartmann, Vicky
and
Scholz, Markus
2020.
Cointegrated continuous-time linear state-space and MCARMA models.
Stochastics,
Vol. 92,
Issue. 7,
p.
1064.
Pollock, D. Stephen G.
2020.
Linear Stochastic Models in Discrete and Continuous Time.
Econometrics,
Vol. 8,
Issue. 3,
p.
35.
González Olivares, Daniel
and
Guizar, Isai
2021.
Estimation of Continuous and Discrete Time Co-integrated Systems with Stock and Flow Variables.
Journal of Time Series Econometrics,
Vol. 13,
Issue. 2,
p.
145.
Andric, Vladimir
and
Nenadovic, Sanja
2024.
A note on the embeddability conditions in the case of integrated carma (2, 1) stochastic process with single and double zero roots.
Journal of Time Series Analysis,
Vol. 45,
Issue. 4,
p.
660.