15
H index
19
i10 index
742
Citations
Brendan McCabe : Citation Profile
University of Liverpool | RESEARCH PRODUCTION: 42 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1975 - 2020). 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:
| Cites to:
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Main data
Where Brendan McCabe has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 8 |
| Econometric Theory | 7 |
| International Journal of Forecasting | 5 |
| Economics Letters | 4 |
| Journal of Business & Economic Statistics | 4 |
| Statistics & Probability Letters | 3 |
| Journal of Econometrics | 2 |
| Empirical Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 11 |
| Working Papers / University of Liverpool, Department of Economics | 2 |
| Econometrics / University Library of Munich, Germany | 2 |
Recent works citing Brendan McCabe (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2024). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper |
| 2024 | First-order integer-valued autoregressive processes with Generalized Katz innovations. (2024). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029. Full description at Econpapers || Download paper |
| 2024 | Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658. Full description at Econpapers || Download paper |
| 2024 | The multilateral spatial integer‐valued process of order 1. (2024). Jowaheer, Vandna ; Khan, Naushad Mamode ; Chutoo, Azmi ; Karlis, Dimitris. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:4-24. Full description at Econpapers || Download paper |
| 2024 | Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486. Full description at Econpapers || Download paper |
| 2024 | Investigating the relationship between macroeconomic indicators, renewables and pollution across diverse regions in the globalization era. (2024). Oprea, Simona-Vasilica ; Georgescu, Irina Alexandra ; Bara, Adela. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004604. Full description at Econpapers || Download paper |
| 2024 | Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets. (2024). Liu, Zhidong ; Zhang, YI ; Zhou, Long ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400144x. Full description at Econpapers || Download paper |
| 2025 | Adjusted-range-based self-normalized autocorrelation tests. (2025). Sun, Jiajing ; Zhu, Meiting ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001521. Full description at Econpapers || Download paper |
| 2024 | Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. (2024). Armillotta, Mirko ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002458. Full description at Econpapers || Download paper |
| 2024 | Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). de Bock, Koen W ; Verbeke, Wouter ; Delen, Dursun ; Choi, Tsan-Ming ; Martens, David ; Lessmann, Stefan ; Vairetti, Carla ; Maldonado, Sebastian ; Baesens, Bart ; Sowiski, Roman ; de Caigny, Arno ; Boute, Robert N ; Weber, Richard ; Kraus, Mathias ; Oskarsdottir, Maria ; Coussement, Kristof. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272. Full description at Econpapers || Download paper |
| 2024 | Greenflation, a myth or fact? Empirical evidence from 26 OECD countries. (2024). Chung, Changwoo ; Kim, Jinsoo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006145. Full description at Econpapers || Download paper |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
| 2024 | Generalized Poisson difference autoregressive processes. (2024). Casarin, Roberto ; Carallo, Giulia ; Robert, Christian P. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1359-1390. Full description at Econpapers || Download paper |
| 2024 | A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times. (2024). Weiss, Robert E ; Brusch, Kai Thomas ; Katz, Harrison. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1556-1567. Full description at Econpapers || Download paper |
| 2025 | ABC-based forecasting in misspecified state space models. (2025). Loaiza-Maya, Rubn ; Weerasinghe, Chaya ; Frazier, David T ; Martin, Gael M. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:270-289. Full description at Econpapers || Download paper |
| 2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper |
| 2025 | Revealing the role of institutional quality and geopolitical risk in natural resources curse hypothesis. (2025). Jin, Taeyoung ; Chung, Changwoo. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008249. Full description at Econpapers || Download paper |
| 2024 | Two-step conditional least squares estimation in ADCINAR(1) process, revisited. (2024). Kakizawa, Yoshihide ; Zeng, Xiaoqiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s0167715223002274. Full description at Econpapers || Download paper |
| 2024 | The impact of digital inclusive finance on ESG disputes: Evidence from Chinese non-financial listed companies. (2024). Irfan, Muhammad ; Srivastava, Mohit ; Khalid, Fahad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:204:y:2024:i:c:s0040162524002117. Full description at Econpapers || Download paper |
| 2025 | Publication bias is bad for science if not necessarily scientists. (2025). Bright, Liam Kofi ; Heesen, Remco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127420. Full description at Econpapers || Download paper |
| 2025 | A Seasonal Transmuted Geometric INAR Process: Modeling and Applications in Count Time Series. (2025). Daghestani, Amira F ; Ghodake, Aishwarya ; Awale, Manik ; Bakouch, Hassan S ; Alomair, Gadir. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:15:p:2334-:d:1707381. Full description at Econpapers || Download paper |
| 2024 | The Negative Binomial INAR(1) Process under Different Thinning Processes: Can We Separate between the Different Models?. (2024). Sunecher, Yuvraj ; Khan, Naushad Mamode ; Karlis, Dimitris. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:3:p:48-807:d:1444273. Full description at Econpapers || Download paper |
| 2025 | A Mixture Integer GARCH Model with Application to Modeling and Forecasting COVID-19 Counts. (2025). Ong, Seng Huat ; Khoo, Wooi Chen ; Srivastava, Hari M ; Ming, Victor Jian. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:3:p:73-:d:1723882. Full description at Econpapers || Download paper |
| 2024 | Further development on the power of the double frequency Dickey Fuller test on unit roots. (2024). Magrini, Stefano ; Gerolimetto, Margherita. In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. RePEc:ite:iteeco:240104. Full description at Econpapers || Download paper |
| 2024 | Life expectancy and health care spending in South Asia: An econometric analysis. (2024). Singh, Jitendra Kumar ; Dhungana, Bharat Ram. In: PLOS ONE. RePEc:plo:pone00:0310153. Full description at Econpapers || Download paper |
| 2024 | Bayesian log-linear beta-negative binomial integer-valued Garch model. (2024). Yu, Keming ; Chu, Yuanqi. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:3:d:10.1007_s00180-023-01386-w. Full description at Econpapers || Download paper |
| 2024 | A pth-order random coefficients mixed binomial autoregressive process with explanatory variables. (2024). Liu, Zijian ; Dong, Xiaogang ; Wang, Wenshan ; Yang, Kai. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:5:d:10.1007_s00180-023-01396-8. Full description at Econpapers || Download paper |
| 2025 | Panel cointegration tests in finite sample analyzing banking stability. (2025). Ghassan, Hassan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:52:y:2025:i:3:d:10.1007_s40622-024-00417-9. Full description at Econpapers || Download paper |
| 2025 | The Uniform Poisson–Ailamujia INAR(1) Process with Random Coefficient. (2025). Irshad, M R ; Ahammed, Muhammed ; Maya, R. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10162-w. Full description at Econpapers || Download paper |
| 2024 | On strongly dependent zero-inflated INAR(1) processes. (2024). Beran, Jan ; Droullier, Frieder. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01496-z. Full description at Econpapers || Download paper |
| 2024 | A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables. (2024). Wang, Dehui ; Cheng, Jianhua ; Fan, Yixuan. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01605-6. Full description at Econpapers || Download paper |
| 2024 | Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data. (2024). Lachos, Vctor H ; de Freitas, Suelem Torres ; Medina, Francyelle L ; Garay, Aldo M. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:9:d:10.1007_s00362-024-01612-7. Full description at Econpapers || Download paper |
| 2025 | Forecasting natural disaster frequencies using nonstationary count time series models. (2025). Lu, Yang ; Pei, Jian. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01691-0. Full description at Econpapers || Download paper |
| 2025 | Mixed causal-noncausal count process. (2025). Lu, Yang ; Pei, Jian ; Zhu, Fukang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:2:d:10.1007_s11749-024-00960-8. Full description at Econpapers || Download paper |
Works by Brendan McCabe:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1994 | A Consistent Test for a Unit Root. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 130 |
| 1996 | Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics. [Citation analysis] | article | 67 |
| 1999 | Modified Stationarity Tests with Data-Dependent Model-Selection Rules. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 27 |
| 2005 | Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 64 |
| 2011 | Efficient probabilistic forecasts for counts In: Journal of the Royal Statistical Society Series B. [Citation analysis] | article | 20 |
| 1980 | Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 19 |
| 1997 | A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 20 |
| 2004 | Analysis of low count time series data by poisson autoregression In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 47 |
| 2005 | Assessing Persistence In Discrete Nonstationary Time‐Series Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2008 | Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 14 |
| 2013 | Testing for parameter constancy in non-Gaussian time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2013 | Score statistics for testing serial dependence in count data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2015 | DISCRETE 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: 978-3-642-31741-5 In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2020 | Structural Change and the Problem of Phantom Break Locations In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2018 | Structural Change and the Problem of Phantom Break Locations.(2018) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1994 | A Simple Test for Cointegration. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 15 |
| 1988 | Some applications for Basils independence theorem in testing econometric models In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 1995 | Testing a Time-Series for Difference Stationarity In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 14 |
| 1998 | ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2003 | SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory. [Full Text][Citation analysis] | article | 27 |
| 2006 | A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2007 | MODIFIED KPSS TESTS FOR NEAR INTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2008 | TESTING FOR LONG MEMORY In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
| 2019 | SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 1988 | A Multiple Decision Theory Analysis of Structural Stability in Regression In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2004 | Testing for Dependence in Non-Gaussian Time Series Data In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Testing for Dependence in Non-Gaussian Time Series Data.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1983 | The independence of tests for structural change in regression models In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2017 | Is MORE LESS? The role of data augmentation in testing for structural breaks In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1987 | Testing regression models for random effects outliers under elliptical symmetry In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1992 | A simple test for parameter constancy in a nonlinear time series regression model In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2002 | Stochastic cointegration: estimation and inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 1989 | Misspecification tests in econometrics based on ranks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2004 | Forecasting discrete valued low count time series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 62 |
| 2005 | Bayesian predictions of low count time series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 40 |
| 2008 | Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2013 | Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2011 | Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2019 | Approximate Bayesian forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 26 |
| 2018 | Approximate Bayesian forecasting.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1993 | On the moments of certain stochastic integrals In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | Asymptotic properties of CLS estimators in the Poisson AR(1) model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 15 |
| 1990 | An extension of Andersons multiple decision procedure In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Distributions You Can Count On …But What’s the Point? In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Persistence and Nonstationary Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Coherent Predictions of Low Count Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Optimal Probabilistic Forecasts for Counts In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Approximate Bayesian Computation in State Space Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Data-driven particle Filters for particle Markov Chain Monte Carlo In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Forecasting Observables with Particle Filters: Any Filter Will Do! In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem. In: Empirical Economics. [Citation analysis] | article | 1 |
| 1989 | A Sequential Approach to Testing for Structural Change in Econometric Models. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1975 | Tests for the Severity of Multicollinearity in Regression Analysis: A Comment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 2003 | Panel Stationarity Tests with Cross-sectional Dependence In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Testing for Stochastic Cointegration and Evidence for Present Value Models In: Econometrics. [Full Text][Citation analysis] | paper | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team