Details about Andrew R. Tremayne

Access statistics for papers by Andrew R. Tremayne.

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Short-id: ptr191

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 View citations (2)
   See also Journal Article Modelling monetary transmission in UK manufacturing industry, Economic Modelling, Elsevier (2009) View citations (9) (2009)

2004

2. The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001
   Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (3)

2003

3. Persistence and Nonstationary Models
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)

2001

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

1995

6. Testing a Time-Series for Difference Stationarity
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (14)

Undated

7. 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 View citations (2)
2. Maximum-Likelihood Estimation in a Special Integer Autoregressive Model
   Econometrics, 2020, 8, (2), 1-15

2014

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

2011

4. Convolution‐closed models for count time series with applications
   Journal of Time Series Analysis, 2011, 32, (3), 268-280 View citations (6)
5. Useful models for time series of counts or simply wrong ones?
   AStA Advances in Statistical Analysis, 2011, 95, (1), 59-91 View citations (33)

2010

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

2009

7. Modelling monetary transmission in UK manufacturing industry
   Economic Modelling, 2009, 26, (5), 1053-1066 View citations (9)
   See also Working Paper Modelling monetary transmission in UK manufacturing industry, DES - Working Papers. Statistics and Econometrics. WS (2006) View citations (2) (2006)
8. Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
   Econometrics Journal, 2009, 12, (2), 340-366 View citations (25)

2006

9. Coherent forecasting in integer time series models
   International Journal of Forecasting, 2006, 22, (2), 223-238 View citations (30)

2005

10. Assessing Persistence In Discrete Nonstationary Time‐Series Models
    Journal of Time Series Analysis, 2005, 26, (2), 305-317
11. Estimation in conditional first order autoregression with discrete support
    Statistical Papers, 2005, 46, (2), 195-224 View citations (31)
12. R-squared and prediction in regression with ordered quantitative response
    Journal of Applied Statistics, 2005, 32, (5), 483-493
13. The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
    Computational Statistics & Data Analysis, 2005, 49, (2), 377-395 View citations (30)

2004

14. F versus t tests for unit roots: a comment
    Economics Bulletin, 2004, 3, (12), 1-7 View citations (2)
15. The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration
    Environment and Planning A, 2004, 36, (9), 1633-1672 View citations (10)

2003

16. Exploring economic time series: a Bayesian graphical approach
    Econometrics Journal, 2003, 6, (1), 124-145 View citations (6)
17. Testing for serial dependence in time series models of counts
    Journal of Time Series Analysis, 2003, 24, (1), 65-84 View citations (15)

1996

18. Can Economic Time Series Be Differenced to Stationarity?
    Journal of Business & Economic Statistics, 1996, 14, (4), 435-46 View citations (68)

1994

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

1990

20. Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
    The Review of Economic Studies, 1990, 57, (1), 135-145 View citations (6)

1986

21. SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
    Journal of Time Series Analysis, 1986, 7, (3), 217-233 View citations (4)
22. The selection and use of linear and bilinear time series models
    International Journal of Forecasting, 1986, 2, (1), 101-114 View citations (9)

1981

23. 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 View citations (1)

1976

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