| A theory of commodity price fluctuations MJ Chambers, RE Bailey Journal of Political Economy 104 (5), 924-957, 1996 | 340 | 1996 |
| Long memory and aggregation in macroeconomic time series MJ Chambers International Economic Review, 1053-1072, 1998 | 241 | 1998 |
| Granger causality and the sampling of economic processes JR McCrorie, MJ Chambers Journal of econometrics 132 (2), 311-336, 2006 | 93 | 2006 |
| Monetary policy, exchange rates and stock prices in the Middle East region HE Abouwafia, MJ Chambers International Review of Financial Analysis 37, 14-28, 2015 | 68 | 2015 |
| The estimation of continuous parameter long-memory time series models MJ Chambers Econometric Theory 12 (2), 374-390, 1996 | 63 | 1996 |
| Discrete time representation of stationary and non-stationary continuous time systems MJ Chambers Journal of Economic Dynamics and Control 23 (4), 619-639, 1999 | 54 | 1999 |
| Forecasting with demand systems: A comparative study MJ Chambers Journal of Econometrics 44 (3), 363-376, 1990 | 53 | 1990 |
| Forecasting with the almost ideal demand system: evidence from some alternative dynamic specifications MJ Chambers, K Ben Nowman Applied Economics 29 (7), 935-943, 1997 | 52 | 1997 |
| Long-term demographic interactions in precensus England RE Bailey, MJ Chambers Journal of the Royal Statistical Society Series A: Statistics in Society 156 …, 1993 | 49 | 1993 |
| Jackknife estimation of stationary autoregressive models MJ Chambers Journal of Econometrics 172 (1), 142-157, 2013 | 47 | 2013 |
| Discrete time representation of continuous time ARMA processes MJ Chambers, MA Thornton Econometric Theory 28 (1), 219-238, 2012 | 37 | 2012 |
| Cointegration and sampling frequency MJ Chambers The Econometrics Journal 14 (2), 156-185, 2011 | 35 | 2011 |
| The asymptotic efficiency of cointegration estimators under temporal aggregation MJ Chambers Econometric Theory 19 (1), 49-77, 2003 | 35 | 2003 |
| The estimation of continuous time models with mixed frequency data MJ Chambers Journal of Econometrics 193 (2), 390-404, 2016 | 29 | 2016 |
| The simulation of random vector time series with given spectrum MJ Chambers Mathematical and computer modelling 22 (2), 1-6, 1995 | 29 | 1995 |
| Testing for unit roots with flow data and varying sampling frequency MJ Chambers Journal of Econometrics 119 (1), 1-18, 2004 | 26 | 2004 |
| Estimation and Inference in Econometrics R Davidson, JG MacKinnon, MJ Chambers Economic Journal-Including Annual Conference Paper Supplement 104 (424), 703-704, 1994 | 26 | 1994 |
| Frequency domain estimation of temporally aggregated Gaussian cointegrated systems MJ Chambers, JR McCrorie Journal of Econometrics 136 (1), 1-29, 2007 | 24 | 2007 |
| The impact of real wage and mortality fluctuations on fertility and nuptiality in precensus England RE Bailey, MJ Chambers Journal of Population Economics 11, 413-434, 1998 | 24 | 1998 |
| Modeling cyclical behavior with differential-difference equations in an unobserved components framework MJ Chambers, JS McGarry Econometric Theory 18 (2), 387-419, 2002 | 23 | 2002 |
Robert TaylorJohn C. Nankervis Chair of Financial Econometrics, University of EssexEmail verificata su essex.ac.uk
