Research

Michael A Thornton (2019) Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data. Journal of Time Series Analysis (40) 951-967. (early pdf)
Michael A Thornton and Marcus J. Chambers (2017) Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation. Journal of Economic Dynamics and Control (79) 48-65. (early pdf)
Michael A Thornton and Marcus J. Chambers (2016) The Exact Discretisation of CARMA Models with Applications in Finance. Journal of Empirical Finance (38) 739-761. (early pdf)
Michael A Thornton (2014) The Aggregation of Dynamic Relationships caused by Incomplete Information. Journal of Econometrics (178) 342-351. (early pdf )
Michael A Thornton and Marcus J. Chambers (2013) Continuous Time ARMA processes in Discrete Time: Representation and Embeddability. Journal of Time Series Analysis (34) 552-561. (early pdf)
Michael A Thornton (2013) Removing Seasonality Under a Changing Regime: Filtering New Car Sales. Computational Statistics and Data Analysis (58) 4-14. (early pdf)
Marcus J. Chambers and Michael A Thornton (2012) Discrete Time Representation of Continuous Time ARMA processes. Econometric Theory (28) 219-238.

Michael A Thornton and Marcus J. Chambers. Temporal Aggregation in Macroeconomics in Nigar Hashimzade and Michael A Thornton (eds) (2013) Handbook Of Research Methods And Applications In Empirical Macroeconomics, Edward Elgar, Cheltenham, U.K.
Kerry D. Patterson and Michael A Thornton. Review of Econometric Concepts and Methods for Empirical Macroeconomics in Nigar Hashimzade and Michael A Thornton (eds) (2013) Handbook Of Research Methods And Applications In Empirical Macroeconomics, Edward Elgar, Cheltenham, U.K.
Marcus J. Chambers, J. Roderick McCrorie, and Michael A. Thornton Continuous Time Modelling Based on an Exact Discrete Time Representation in van Montfort K., Oud J., Voelkle M. (eds) Continuous Time Modeling in the Behavioral and Related Sciences. Springer, Cham

Report abuse