Roderick McCrorie

University of London - School of Economics and Finance

Mile End Road

London, E1 4NS

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

381

CITATIONS
Rank 28,854

SSRN RANKINGS

Top 28,854

in Total Papers Citations

8

Scholarly Papers (5)

1.

Granger Causality and the Sampling of Economic Processes

CentER Discussion Paper No. 2004-39
Number of pages: 31 Posted: 24 Jun 2004
Marcus J. Chambers and Roderick McCrorie
University of Essex and University of London - School of Economics and Finance
Downloads 172 (141,648)
Citation 5

Abstract:

Granger causality, temporal aggregation

2.

Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals

CentER Discussion Paper No. 2004-38
Number of pages: 25 Posted: 24 Jun 2004
Marcus J. Chambers and Roderick McCrorie
University of Essex and University of London - School of Economics and Finance
Downloads 92 (229,653)
Citation 1

Abstract:

Exchange rates, unobservable fundamentals, identification, temporal aggregation

3.

The Likelihood Of A Continuous-Time Vector Autoegressive Model

Number of pages: 24 Posted: 02 Dec 2000
Roderick McCrorie
University of London - School of Economics and Finance
Downloads 61 (283,895)

Abstract:

4.

Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems

CentER Discussion Paper No. 2004-40
Number of pages: 34 Posted: 16 Jul 2004
Marcus J. Chambers and Roderick McCrorie
University of Essex and University of London - School of Economics and Finance
Downloads 35 (360,115)
Citation 1

Abstract:

Temporal aggregation, cointegration, continuous time, frequency domain, Gaussian estimation

5.

Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals

International Economic Review, Vol. 47, No. 2, pp. 573-582, May 2006
Number of pages: 10 Posted: 08 May 2006
Marcus J. Chambers and Roderick McCrorie
University of Essex - Department of Economics and University of London - School of Economics and Finance
Downloads 12 (479,527)
Citation 1

Abstract: