15
H index
19
i10 index
675
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 |
| Journal of Business & Economic Statistics | 4 |
| Economics Letters | 4 |
| Statistics & Probability Letters | 3 |
| Empirical Economics | 2 |
| Journal of Econometrics | 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 (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2021 | Literature 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. Full description at Econpapers || Download paper | |
| 2021 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper | |
| 2021 | Changepoint detection in random coefficient autoregressive models. (2021). Horvath, Lajos ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2104.13440. Full description at Econpapers || Download paper | |
| 2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Martin, Gael M ; Loaiza-Maya, Ruben ; Frazier, David T. In: Papers. RePEc:arx:papers:2106.12262. Full description at Econpapers || Download paper | |
| 2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
| 2022 | First-order integer-valued autoregressive processes with Generalized Katz innovations. (2022). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029. Full description at Econpapers || Download paper | |
| 2022 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper | |
| 2023 | Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853. Full description at Econpapers || Download paper | |
| 2022 | A semi?parametric integer?valued autoregressive model with covariates. (2022). McCabe, Brendan ; Harris, David ; Rao, Yao. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:495-516. Full description at Econpapers || Download paper | |
| 2021 | The predictive distributions of thinning?based count processes. (2021). Lu, Yang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:42-67. Full description at Econpapers || Download paper | |
| 2022 | The negative binomial process: A tractable model with composite likelihood?based inference. (2022). Ombao, Hernando ; Barretosouza, Wagner. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:2:p:568-592. Full description at Econpapers || Download paper | |
| 2022 | Change?point analysis through integer?valued autoregressive process with application to some COVID?19 data. (2022). Biswas, Atanu ; Das, Samarjit ; Maiti, Raju ; Chattopadhyay, Subhankar. In: Statistica Neerlandica. RePEc:bla:stanee:v:76:y:2022:i:1:p:4-34. Full description at Econpapers || Download paper | |
| 2022 | Analysis of Factors Affecting Product Sales with an Outlook toward Sale Forecasting in Cosmetic Industry using Statistical Methods. (2022). Noorossana, Rassoul ; Seifi, Farima ; Pazhuheian, Farhad ; Khajehzadeh, Mohammad ; Saeedi, Niloufar ; Asli, Ali. In: International Review of Management and Marketing. RePEc:eco:journ3:2022-06-6. Full description at Econpapers || Download paper | |
| 2022 | On MCMC sampling in self-exciting integer-valued threshold time series models. (2022). Dong, Xiaogang ; Zhang, Qingqing ; Yu, Xinyang ; Yang, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:169:y:2022:i:c:s0167947321002449. Full description at Econpapers || Download paper | |
| 2021 | Hierarchical 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. Full description at Econpapers || Download paper | |
| 2022 | Understanding temporal aggregation effects on kurtosis in financial indices. (2022). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:25-46. Full description at Econpapers || Download paper | |
| 2021 | Variational 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. Full description at Econpapers || Download paper | |
| 2022 | Optimal probabilistic forecasts: When do they work?. (2022). RamÃrez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406. Full description at Econpapers || Download paper | |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
| 2021 | Robust 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. Full description at Econpapers || Download paper | |
| 2021 | Cointegration 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. Full description at Econpapers || Download paper | |
| 2021 | A 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. Full description at Econpapers || Download paper | |
| 2022 | Bias-correction of some estimators in the INAR(1) process. (2022). Kakizawa, Yoshihide ; Zeng, Xiaoqiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:187:y:2022:i:c:s0167715222000839. Full description at Econpapers || Download paper | |
| 2022 | The role of innovation in sustainable growth: A dynamic panel study on micro and macro levels 1990–2019. (2022). Porada-Rochon, Magorzata ; Skare, Marinko. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s004016252100768x. Full description at Econpapers || Download paper | |
| 2023 | A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations. (2021). Chen, Zezhun Chen ; Tzougas, George ; Dassios, Angelos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112222. Full description at Econpapers || Download paper | |
| 2021 | Goodness–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. Full description at Econpapers || Download paper | |
| 2022 | Sectoral Analysis of Energy Transition Paths and Greenhouse Gas Emissions. (2022). Sebestyen, Viktor ; Abonyi, Janos ; Czvetko, Timea ; Csalodi, Robert. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:21:p:7920-:d:952953. Full description at Econpapers || Download paper | |
| 2021 | Revisiting Banking Stability Using a New Panel Cointegration Test. (2021). Ghassan, Hassan ; Boulanouar, Zakaria. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:21-:d:531614. Full description at Econpapers || Download paper | |
| 2021 | Analysis and Forecasting of Risk in Count Processes. (2021). Frahm, Gabriel ; Weiss, Christian H ; Homburg, Annika ; Gob, Rainer ; Alwan, Layth C. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:182-:d:537533. Full description at Econpapers || Download paper | |
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| 2022 | . Full description at Econpapers || Download paper | |
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| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2021 | Recurrent 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. Full description at Econpapers || Download paper | |
| 2021 | Stationarity 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. Full description at Econpapers || Download paper | |
| 2021 | Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24. Full description at Econpapers || Download paper | |
| 2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza-Maya, Ruben ; Martin, Gael M ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-1. Full description at Econpapers || Download paper | |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2021 | The 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. Full description at Econpapers || Download paper | |
| 2021 | Random 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. Full description at Econpapers || Download paper | |
| 2022 | A new estimation for INAR(1) process with Poisson distribution. (2022). Wang, Dehui ; Lu, Feilong. In: Computational Statistics. RePEc:spr:compst:v:37:y:2022:i:3:d:10.1007_s00180-021-01157-5. Full description at Econpapers || Download paper | |
| 2021 | Determination 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). Muhammed, Ahmad ; Kulahci, Fatih ; Khalid, Dawar Hama. 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. Full description at Econpapers || Download 2021 | Analyzing Unevenly Spaced Longitudinal Count Data. (2021). Sutradhar, Brajendra C ; Oyet, Alwell J. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:83:y:2021:i:2:d:10.1007_s13571-019-00200-2. Full description at Econpapers || Download paper |
| 2022 | Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3. Full description at Econpapers || Download paper | |
| 2023 | Estimating energy demand elasticities for gas exporting countries: a dynamic panel data approach. (2023). Mansourkiaee, Eshagh. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00373-5. Full description at Econpapers || Download paper | |
| 2021 | A 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. Full description at Econpapers || Download paper | |
| 2022 | Portmanteau tests for generalized integer-valued autoregressive time series models. (2022). Zamani, Atefeh ; Shishebor, Zohreh ; Forughi, Masoomeh. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:4:d:10.1007_s00362-021-01274-9. Full description at Econpapers || Download paper | |
| 2021 | Focused 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. Full description at Econpapers || Download paper | |
| 2021 | A 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. 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 | 127 |
| 1996 | Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics. [Citation analysis] | article | 65 |
| 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 | 61 |
| 2011 | Efficient probabilistic forecasts for counts In: Journal of the Royal Statistical Society Series B. [Citation analysis] | article | 17 |
| 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 | 16 |
| 1997 | A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 19 |
| 2004 | Analysis of low count time series data by poisson autoregression In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 40 |
| 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 | 11 |
| 2013 | Testing for parameter constancy in non-Gaussian time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2013 | Score statistics for testing serial dependence in count data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 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: 978-3-642-3 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: Working Papers. [Full Text][Citation analysis] This paper has another 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 | 13 |
| 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 | 25 |
| 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 another 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 | 16 |
| 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 | 52 |
| 2005 | Bayesian predictions of low count time series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 34 |
| 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 | 14 |
| 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 | 4 |
| 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 another version. Agregated cites: 4 | paper | |
| 2019 | Approximate Bayesian forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2018 | Approximate Bayesian forecasting.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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 | 13 |
| 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: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 4 |
| 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 | 7 |
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