Citation profile for Michael Alan Thornton

Michael Alan Thornton : Citation Profile

University of York

H index

i10 index

155

Citations

RESEARCH PRODUCTION:

Articles

Papers

Chapters

EDITOR:

Books edited

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 22
   Journals where Michael Alan Thornton has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 4 (2.52 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth212
   Updated: 2025-03-08    RAS profile: 2024-04-08
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Alan Thornton.

Is cited by:

Chambers, Marcus (9)

Kim, Soyoung (5)

Kilian, Lutz (4)

Andric, Vladimir (4)

Brenner, Thomas (4)

Capasso, Marco (4)

Inoue, Atsushi (4)

Giacomini, Raffaella (4)

Frenken, Koen (4)

Duschl, Matthias (4)

Staszewska-Bystrova, Anna (3)

Cites to:

Chambers, Marcus (17)

Harvey, Andrew (12)

Phillips, Peter (9)

Campbell, John (7)

Zadrozny, Peter (6)

Engle, Robert (5)

Hall, Robert (3)

Zaffaroni, Paolo (3)

Plosser, Charles (3)

Peel, David (3)

Perron, Pierre (3)

Main data

Where Michael Alan Thornton has published?

Journals with more than one article published	# docs
Journal of Time Series Analysis	2

Recent works citing Michael Alan Thornton (2025 and 2024)

Year	Title of citing document
2024	A note on the embeddability conditions in the case of integrated carma (2, 1) stochastic process with single and double zero roots. (2024). Andric, Vladimir ; Nenadovic, Sanja. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:660-668. Full description at Econpapers \|\| Download paper
2024	. Full description at Econpapers \|\| Download paper

Michael Alan Thornton has edited the books:

Year	Title	Type	Cited

Works by Michael Alan Thornton:

Year	Title	Type	Cited
2013	Continuous-time autoregressive moving average processes in discrete time: representation and embeddability In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	3
2019	Exact Discrete Representations of Linear Continuous Time Models with Mixed Frequency Data In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	2
2012	DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES In: Econometric Theory. [Full Text][Citation analysis]	article	10
2013	Removing seasonality under a changing regime: Filtering new car sales In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	1
2017	Continuous time ARMA processes: Discrete time representation and likelihood evaluation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis]	article	11
2016	Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation..(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11	paper
2014	The aggregation of dynamic relationships caused by incomplete information In: Journal of Econometrics. [Full Text][Citation analysis]	article	1
2016	The exact discretisation of CARMA models with applications in finance In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	2
2013	Introduction In: Chapters. [Full Text][Citation analysis]	chapter	2
2013	Temporal aggregation in macroeconomics In: Chapters. [Full Text][Citation analysis]	chapter	2
2013	A review of econometric concepts and methods for empirical macroeconomics In: Chapters. [Full Text][Citation analysis]	chapter	0