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Details about Andrew R. Tremayne

Workplace:Management School, University of Liverpool, (more information at EDIRC)

Access statistics for papers by Andrew R. Tremayne.

Last updated 2020-04-20. Update your information in the RePEc Author Service.

Short-id: ptr191


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Working Papers

2006

  1. Modelling monetary transmission in UK manufacturing industry
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads View citations (2)
    See also Journal Article in Economic Modelling (2009)

2004

  1. The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (2)

2003

  1. Persistence and Nonstationary Models
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2001

  1. Testing Serial Dependence in Time Series Models of Counts
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
  2. Testing serial dependence in time series models of counts against some INARMA alternatives
    Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics Downloads View citations (5)

1995

  1. Testing a Time-Series for Difference Stationarity
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (12)

Undated

  1. The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation
    Discussion Papers, Department of Economics, University of York

Journal Articles

2020

  1. A threshold mixed count time series model: estimation and application
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (2), 18 Downloads

2014

  1. EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS
    Journal of Time Series Analysis, 2014, 35, (6), 491-516 Downloads View citations (3)

2011

  1. Convolution‐closed models for count time series with applications
    Journal of Time Series Analysis, 2011, 32, (3), 268-280 View citations (3)
  2. Useful models for time series of counts or simply wrong ones?
    AStA Advances in Statistical Analysis, 2011, 95, (1), 59-91 Downloads View citations (17)

2010

  1. Exploratory data analysis and model criticism with posterior plots
    Computational Statistics & Data Analysis, 2010, 54, (11), 2707-2720 Downloads

2009

  1. Modelling monetary transmission in UK manufacturing industry
    Economic Modelling, 2009, 26, (5), 1053-1066 Downloads View citations (5)
    See also Working Paper (2006)
  2. Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
    Econometrics Journal, 2009, 12, (2), 340-366 Downloads View citations (22)

2006

  1. Coherent forecasting in integer time series models
    International Journal of Forecasting, 2006, 22, (2), 223-238 Downloads View citations (20)

2005

  1. Assessing Persistence In Discrete Nonstationary Time-Series Models
    Journal of Time Series Analysis, 2005, 26, (2), 305-317 Downloads
  2. Estimation in conditional first order autoregression with discrete support
    Statistical Papers, 2005, 46, (2), 195-224 Downloads View citations (20)
  3. R-squared and prediction in regression with ordered quantitative response
    Journal of Applied Statistics, 2005, 32, (5), 483-493 Downloads
  4. The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
    Computational Statistics & Data Analysis, 2005, 49, (2), 377-395 Downloads View citations (24)

2004

  1. F versus t tests for unit roots: a comment
    Economics Bulletin, 2004, 3, (12), 1-7 Downloads View citations (2)
  2. The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration
    Environment and Planning A, 2004, 36, (9), 1633-1672 Downloads
    Also in Environment and Planning A, 2004, 36, (9), 1633-1672 (2004) Downloads View citations (8)

2003

  1. Exploring economic time series: a Bayesian graphical approach
    Econometrics Journal, 2003, 6, (1), 124-145 Downloads View citations (6)
  2. Testing for serial dependence in time series models of counts
    Journal of Time Series Analysis, 2003, 24, (1), 65-84 Downloads View citations (9)

1996

  1. Can Economic Time Series Be Differenced to Stationarity?
    Journal of Business & Economic Statistics, 1996, 14, (4), 435-46 View citations (54)

1994

  1. Review of STATGRAPHICS
    Journal of Applied Econometrics, 1994, 9, (3), 335-41 Downloads

1990

  1. Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
    Review of Economic Studies, 1990, 57, (1), 135-145 Downloads View citations (5)

1986

  1. SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
    Journal of Time Series Analysis, 1986, 7, (3), 217-233 Downloads
  2. The selection and use of linear and bilinear time series models
    International Journal of Forecasting, 1986, 2, (1), 101-114 Downloads View citations (7)

1981

  1. A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS
    Journal of Time Series Analysis, 1981, 2, (4), 263-277 Downloads

1976

  1. Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors
    International Economic Review, 1976, 17, (2), 463-71 Downloads View citations (1)
 
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