Marcus J. Chambers

• A non-nested approach to testing continuous time models against discrete alternatives
• An approach to multi-step ahead prediction in vector linear time series models
• Estimation of a continuous time dynamic demand system
• Forecasting with the almost ideal demand system
• Long memory and aggregation in macroeconomic time series
• On forecasting discrete data from continuous time models with an application to consumption
• Seasonality in continuous time models
• Temporal aggregation and the asymptotic variance of optimal estimators in cointegrated systems
• The estimation of continuous parameter long-memory time series models
• The estimation of systems of joint differential-difference equations
• The price of wheat in early modern England