Brendan McCabe : Citation Profile


Are you Brendan McCabe?

University of Liverpool

13

H index

15

i10 index

572

Citations

RESEARCH PRODUCTION:

42

Articles

17

Papers

RESEARCH ACTIVITY:

   45 years (1975 - 2020). See details.
   Cites by year: 12
   Journals where Brendan McCabe has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 17 (2.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc192
   Updated: 2022-01-15    RAS profile: 2021-03-28    
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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 Brendan McCabe.

Is cited by:

Kurozumi, Eiji (20)

Hadri, Kaddour (19)

Carrion-i-Silvestre, Josep (14)

lucey, brian (10)

Martin, Gael (10)

Leybourne, Stephen (9)

Snyder, Ralph (9)

Tremayne, Andrew (8)

Basher, Syed (8)

Drost, Feike C. (6)

Lu, Yang (6)

Cites to:

Martin, Gael (27)

Forbes, Catherine (15)

Bauwens, Luc (12)

Veredas, David (10)

Tremayne, Andrew (10)

Leybourne, Stephen (7)

Harris, David (7)

Campbell, John (7)

Jung, Robert (6)

Shephard, Neil (5)

Ruiz, Esther (4)

Main data


Where Brendan McCabe has published?


Journals with more than one article published# docs
Journal of Time Series Analysis8
Econometric Theory7
International Journal of Forecasting5
Journal of Business & Economic Statistics4
Economics Letters4
Statistics & Probability Letters3
Empirical Economics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics11
Working Papers / University of Liverpool, Department of Economics2
Econometrics / University Library of Munich, Germany2

Recent works citing Brendan McCabe (2021 and 2020)


YearTitle of citing document
2021Literature review on Drivers of Chinese Outward Foreign Direct Investment. (2021). Junior, Valmor Comim. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:4:p:143-157.

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2020Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

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2020Generalized Poisson Difference Autoregressive Processes. (2020). Casarin, Roberto ; Robert, Christian P ; Carallo, Giulia. In: Papers. RePEc:arx:papers:2002.04470.

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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Korobilis, Dimitris ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2004.11486.

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2021Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2021Changepoint detection in random coefficient autoregressive models. (2021). Horvath, Lajos ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2104.13440.

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2021Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2020Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data. (2020). Alencar, Airlane ; Melo, Moizes. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:6:p:830-857.

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2020CLAR(1) point forecasting under estimation uncertainty. (2020). Weiss, Christian H ; Nik, Simon. In: Statistica Neerlandica. RePEc:bla:stanee:v:74:y:2020:i:4:p:489-516.

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2020The Middle Income Trap: Theory and Empirical Evidence. (2020). Topal, Mehmet Hanefi. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:1:p:51-75.

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2020Checking Model Adequacy for Count Time Series by Using Pearson Residuals. (2020). Martin, Feld ; Boris, Aleksandrov ; Lukas, Scherer ; Christian, Weiss. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:15:n:1.

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2020A threshold mixed count time series model: estimation and application. (2020). Tremayne, Andrew ; Tang, Chrismin ; Andrew, Tremayne ; Chrismin, Tang ; Vance, Martin ; Mardi, Dungey . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:18:n:7.

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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:130.

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2020Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050.

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2020Hybrid stochastic local unit roots. (2020). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:257-285.

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2021Hierarchical Markov-switching models for multivariate integer-valued time-series. (2021). di Mari, Roberto ; Catania, Leopoldo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:118-137.

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2020The retailed gasoline price in China: Time-series analysis and future trend projection. (2020). Ou, Shiqi ; Bouchard, Jessey ; Przesmitzki, Steven ; He, Xin ; Gao, Zhiming ; Li, Hongwei ; Hao, XU ; Xu, Guoquan ; Lin, Zhenhong. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s036054421932239x.

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2020Probabilistic forecasting of heterogeneous consumer transaction–sales time series. (2020). West, Mike ; Helman, Paul ; Berry, Lindsay R. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:552-569.

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2021Variational Bayes approximation of factor stochastic volatility models. (2021). Nott, David ; Kohn, Robert ; Gunawan, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1355-1375.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben ; Martin, Gael M. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2020Does immigrant legalization affect crime? Evidence from deferred action for childhood arrivals in the United States. (2020). Gunadi, Christian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:327-353.

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2020Bernoulli vector autoregressive model. (2020). Sun, Ying ; Euan, Carolina. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x19302854.

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2021Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies. (2021). Voloshko, Valeriy ; Kharin, Yuriy. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000555.

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2021Cointegration between the structure of copper futures prices and Brexit. (2021). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000155.

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2020Computing probabilities of integer-valued random variables by recurrence relations. (2020). Puig, P ; Baena-Mirabete, S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300225.

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2021A test for strict stationarity in a random coefficient autoregressive model of order 1. (2021). Trapani, Lorenzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001267.

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2020Maximum-Likelihood Estimation in a Special Integer Autoregressive Model. (2020). Jung, Robert ; Tremayne, Andrew R. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:24-:d:368766.

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2021Goodness-of-Fit Tests for Bivariate Time Series of Counts. (2021). Meintanis, Simos G ; Hukova, Marie ; Hudecova, Arka. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:10-:d:510257.

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2021Revisiting Banking Stability Using a New Panel Cointegration Test. (2021). Ghassan, Hassan ; Boulanouar, Zakaria. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:21-:d:531614.

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2020An Alternative Pricing System through Bayesian Estimates and Method of Moments in a Bonus-Malus Framework for the Ghanaian Auto Insurance Market. (2020). Wu, Zhao ; Jacob, Azaare. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:143-:d:380011.

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2021Analysis and Forecasting of Risk in Count Processes. (2021). Homburg, Annika ; Gob, Rainer ; Alwan, Layth C ; Frahm, Gabriel ; Weiss, Christian H. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:182-:d:537533.

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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2020_09.

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2021Recurrent Dictionary Learning for State-Space Models with an Application in Stock Forecasting. (2021). Majumdar, Angshul ; Chouzenoux, Emilie ; Elvira, Victor ; Sharma, Shalini. In: Post-Print. RePEc:hal:journl:hal-03184841.

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2021Stationarity Statistics on Rolling Windows. (2021). Ross, Joseph . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09974-4.

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2020Focused Bayesian Prediction. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-1.

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2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:100165.

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2020Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:103175.

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2020On an integer-valued stochastic intensity model for time series of counts. (2020). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:105406.

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2020Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:99658.

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2020Local Projections, Autocorrelation, and Efficiency. (2020). Lusompa, Amaze. In: MPRA Paper. RePEc:pra:mprapa:99856.

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2021The Nexus Of Foreign Reserves, Exchange Rate And Inflation: Recent Empirical Evidence From Sri Lanka. (2021). Cooray, N S ; Ariyasinghe, Ayesh. In: South Asia Economic Journal. RePEc:sae:soueco:v:22:y:2021:i:1:p:29-72.

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2021The effects of shocks on Turkish tourism demand: Evidence using panel unit root test. (2021). Ampountolas, Apostolos ; Saglam, Yagmur. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:859-866.

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2020Testing the dispersion structure of count time series using Pearson residuals. (2020). Aleksandrov, Boris ; Weiss, Christian H. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:3:d:10.1007_s10182-019-00356-2.

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2021Random coefficients integer-valued threshold autoregressive processes driven by logistic regression. (2021). Zhang, Chenhui ; Wang, Dehui ; Li, Han ; Yang, Kai. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:4:d:10.1007_s10182-020-00379-0.

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2020Robust examination of political structural breaks and abnormal stock returns in Egypt. (2020). Eldomiaty, Tarek Ibrahim ; Hakam, Mohamed Nabil ; Magdy, Nebal ; Anwar, Marwa. In: Future Business Journal. RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-020-00014-z.

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2021Determination of possible responses of Radon-222, magnetic effects, and total electron content to earthquakes on the North Anatolian Fault Zone, Turkiye: an ARIMA and Monte Carlo Simulation. (2021). Kulahci, Fatih ; Khalid, Dawar Hama ; Muhammed, Ahmad. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:108:y:2021:i:3:d:10.1007_s11069-021-04785-8.

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Analyzing Unevenly Spaced Longitudinal Count Data. (2021). Oyet, Alwell J ; Sutradhar, Brajendra C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-019-00200-2.

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2020A seasonal geometric INAR process based on negative binomial thinning operator. (2020). Cui, Shuai ; Wang, Dehui ; Tian, Shengqi. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1060-7.

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2021A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion. (2021). Yang, Kai ; Wang, Dehui ; Kang, Yao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:2:d:10.1007_s00362-019-01111-0.

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2021Focused Bayesian prediction. (2021). Loaiza Maya, Rubén ; Loaizamaya, Ruben ; Frazier, David T ; Martin, Gael M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:517-543.

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2021A performance analysis of prediction intervals for count time series. (2021). Alwan, Layth C ; Weiss, Christian H ; Homburg, Annika ; Gob, Rainer ; Frahm, Gabriel. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:4:p:603-625.

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Works by Brendan McCabe:


YearTitleTypeCited
1994A Consistent Test for a Unit Root. In: Journal of Business & Economic Statistics.
[Citation analysis]
article119
1996Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics.
[Citation analysis]
article60
1999Modified Stationarity Tests with Data-Dependent Model-Selection Rules. In: Journal of Business & Economic Statistics.
[Citation analysis]
article22
2005Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence In: Journal of Business & Economic Statistics.
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article56
2011Efficient probabilistic forecasts for counts In: Journal of the Royal Statistical Society Series B.
[Citation analysis]
article14
1980Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals In: Journal of the Royal Statistical Society Series C.
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article5
1997A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis.
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article1
2004Analysis of low count time series data by poisson autoregression In: Journal of Time Series Analysis.
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article32
2005Assessing Persistence In Discrete Nonstationary Time?Series Models In: Journal of Time Series Analysis.
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article0
2008Maximum likelihood estimation of higher?order integer?valued autoregressive processes In: Journal of Time Series Analysis.
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article9
2013Testing for parameter constancy in non-Gaussian time series In: Journal of Time Series Analysis.
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article1
2013Score statistics for testing serial dependence in count data In: Journal of Time Series Analysis.
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article3
2015DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-3 In: Journal of Time Series Analysis.
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article0
2019Bayesian Outlier Detection in Non?Gaussian Autoregressive Time Series In: Journal of Time Series Analysis.
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article0
2020Structural Change and the Problem of Phantom Break Locations In: Manchester School.
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article0
2018Structural Change and the Problem of Phantom Break Locations.(2018) In: Working Papers.
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paper
1994A Simple Test for Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article15
1988Some applications for Basils independence theorem in testing econometric models In: Statistica Neerlandica.
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article0
1995Testing a Time-Series for Difference Stationarity In: Cambridge Working Papers in Economics.
[Citation analysis]
paper13
1998ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT In: Econometric Theory.
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article4
2003SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory.
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article25
2006A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION In: Econometric Theory.
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article3
2007MODIFIED KPSS TESTS FOR NEAR INTEGRATION In: Econometric Theory.
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article8
2008TESTING FOR LONG MEMORY In: Econometric Theory.
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article15
2019SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT In: Econometric Theory.
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article0
1988A Multiple Decision Theory Analysis of Structural Stability in Regression In: Econometric Theory.
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article2
2004Testing for Dependence in Non-Gaussian Time Series Data In: Econometric Society 2004 Australasian Meetings.
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paper3
2004Testing for Dependence in Non-Gaussian Time Series Data.(2004) In: Monash Econometrics and Business Statistics Working Papers.
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paper
1983The independence of tests for structural change in regression models In: Economics Letters.
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article8
2017Is MORE LESS? The role of data augmentation in testing for structural breaks In: Economics Letters.
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article0
1987Testing regression models for random effects outliers under elliptical symmetry In: Economics Letters.
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article0
1992A simple test for parameter constancy in a nonlinear time series regression model In: Economics Letters.
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article0
2002Stochastic cointegration: estimation and inference In: Journal of Econometrics.
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article15
1989Misspecification tests in econometrics based on ranks In: Journal of Econometrics.
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article8
2004Forecasting discrete valued low count time series In: International Journal of Forecasting.
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article47
2005Bayesian predictions of low count time series In: International Journal of Forecasting.
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article29
2008Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach In: International Journal of Forecasting.
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article8
2013Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models In: International Journal of Forecasting.
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article3
2011Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 3
paper
2019Approximate Bayesian forecasting In: International Journal of Forecasting.
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article10
2018Approximate Bayesian forecasting.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 10
paper
1993On the moments of certain stochastic integrals In: Statistics & Probability Letters.
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article0
2005Asymptotic properties of CLS estimators in the Poisson AR(1) model In: Statistics & Probability Letters.
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article10
1990An extension of Andersons multiple decision procedure In: Statistics & Probability Letters.
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article0
2020Distributions You Can Count On …But What’s the Point? In: Econometrics.
[Full Text][Citation analysis]
article0
2006Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes In: Working Papers.
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paper0
2003Persistence and Nonstationary Models In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2003Coherent Predictions of Low Count Time Series In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2009Optimal Probabilistic Forecasts for Counts In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2010A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2014Approximate Bayesian Computation in State Space Models In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2016Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2016Data-driven particle Filters for particle Markov Chain Monte Carlo In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2019Forecasting Observables with Particle Filters: Any Filter Will Do! In: Monash Econometrics and Business Statistics Working Papers.
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paper0
1989Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem. In: Empirical Economics.
[Citation analysis]
article1
1989A Sequential Approach to Testing for Structural Change in Econometric Models. In: Empirical Economics.
[Citation analysis]
article0
1975Tests for the Severity of Multicollinearity in Regression Analysis: A Comment. In: The Review of Economics and Statistics.
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article4
2003Panel Stationarity Tests with Cross-sectional Dependence In: Econometrics.
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paper6
2003Testing for Stochastic Cointegration and Evidence for Present Value Models In: Econometrics.
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paper6

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