Andrew R. Tremayne : Citation Profile


Are you Andrew R. Tremayne?

University of Liverpool

8

H index

7

i10 index

205

Citations

RESEARCH PRODUCTION:

18

Articles

7

Papers

RESEARCH ACTIVITY:

   35 years (1976 - 2011). See details.
   Cites by year: 5
   Journals where Andrew R. Tremayne has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 4 (1.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr191
   Updated: 2019-10-06    RAS profile: 2014-06-04    
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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 Andrew R. Tremayne.

Is cited by:

Hadri, Kaddour (8)

McCabe, Brendan (6)

Semmler, Willi (5)

Schleer, Frauke (5)

Osborn, Denise (4)

Psaradakis, Zacharias (4)

Bataa, Erdenebat (4)

Mitze, Timo (4)

Spagnolo, Fabio (4)

Westerlund, Joakim (4)

Kanas, Angelos (3)

Cites to:

Gertler, Mark (5)

Flachaire, Emmanuel (5)

Clarida, Richard (4)

Godfrey, Leslie (4)

Jung, Robert (4)

Gali, Jordi (4)

MacKinnon, James (4)

Hansen, Bruce (3)

Davidson, Russell (3)

Belsley, David (3)

McCabe, Brendan (3)

Main data


Where Andrew R. Tremayne has published?


Journals with more than one article published# docs
Journal of Time Series Analysis3
Computational Statistics & Data Analysis2
Econometrics Journal2
International Journal of Forecasting2

Recent works citing Andrew R. Tremayne (2018 and 2017)


YearTitle of citing document
2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

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2018Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2018). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1804.08315.

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2017Tests for Structural Changes in Time Series of Counts. (2017). Hudecova, arka ; Meintanis, Simos G ; Hukova, Marie. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:44:y:2017:i:4:p:843-865.

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2017Hybrid Stochastic Local Unit Roots. (2017). Phillips, Peter ; PEter, ; Lieberman, Offer. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2113.

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2017A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models. (2017). Yamagata, Takashi ; Orme, Chris D ; Halunga, Andreea G. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:209-230.

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2019Testing for randomness in a random coefficient autoregression model. (2019). Horvath, Lajos ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:338-352.

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2018Testing the null of difference stationarity against the alternative of a stochastic unit root: A new test based on multivariate STUR. (2018). Muriel, Nelson ; Gonzalez-Farias, Graciela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:46-62.

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2019Modeling, simulation and inference for multivariate time series of counts using trawl processes. (2019). , Almut. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:110-129.

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2018Model-based forecast adjustment; with an illustration to inflation. (2018). Franses, Philip Hans ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105879.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Working Papers. RePEc:fem:femwpa:2017.06.

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2018The Stochastic Stationary Root Model. (2018). Hetland, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:39-:d:165046.

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2019Evaluating Approximate Point Forecasting of Count Processes. (2019). Gob, Rainer ; Frahm, Gabriel ; Alwan, Layth C ; Weiss, Christian H ; Homburg, Annika. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:30-:d:246272.

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2018Prospect on China’s Urban System by 2020: Evidence from the Prediction Based on Internal Migration Network. (2018). Lao, Xin ; Gu, Hengyu ; Shen, Tiyan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:654-:d:134065.

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2017Bootstrapping INAR models. (2017). Jentsch, Carsten ; Weiss, Christian. In: Working Papers. RePEc:mnh:wpaper:42881.

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2018Testing for strict stationarity in a random coefficient autoregressive model. (2002). Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/02.

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2018Testing for randomness in a random coefficient autoregression model. (). Horvath, Lajos ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/03.

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2018First-order random coefficients integer-valued threshold autoregressive processes. (2018). Li, Han ; Wang, Dehui ; Zhao, Shishun ; Yang, Kai. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:102:y:2018:i:3:d:10.1007_s10182-017-0306-3.

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2017Hurdle models of repayment behaviour in personal loan contracts. (2017). Jose , ; Mario, . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1140-2.

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2017Testing the compounding structure of the CP-INARCH model. (2017). Weiss, Christian H ; Lopes, Nazare Mendes ; Gonalves, Esmeralda . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:5:d:10.1007_s00184-017-0617-0.

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2018Goodness-of-fit testing of a count time series’ marginal distribution. (2018). Weiss, Christian H. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0674-z.

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2017Modeling time series of counts with a new class of INAR(1) model. (2017). Khoo, Wooi Chen ; Biswas, Atanu ; Ong, Seng Huat . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0704-0.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2018An integer-valued threshold autoregressive process based on negative binomial thinning. (2018). Yang, Kai ; Li, Han ; Jia, Boting ; Wang, Dehui. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:3:d:10.1007_s00362-016-0808-1.

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2018Rainfall Pattern Forecasting Using Novel Hybrid Intelligent Model Based ANFIS-FFA. (2018). Yaseen, Zaher Mundher ; Deo, Ravinesh ; Yusif, Ali A ; Heddam, Salim ; Siddique, Ridwan ; Bonakdari, Hossein ; Ebtehaj, Isa ; Ghareb, Mazen Ismaeel. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:32:y:2018:i:1:d:10.1007_s11269-017-1797-0.

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2017UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE. (2017). Kim, Tae-Hwan ; MOON, HYUNG-HO ; Jeong, Soo-Bin. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:02:n:s0217590815500496.

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2017Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test. (2017). Reitz, Stefan ; Leppin, Julian ; Demetrescu, Matei. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2094.

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Works by Andrew R. Tremayne:


YearTitleTypeCited
1996Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics.
[Citation analysis]
article51
2003Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis.
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article7
2005Assessing Persistence In Discrete Nonstationary Time-Series Models In: Journal of Time Series Analysis.
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article0
2011Convolution‐closed models for count time series with applications In: Journal of Time Series Analysis.
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article2
1995Testing a Time-Series for Difference Stationarity In: Cambridge Working Papers in Economics.
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paper12
2006Modelling monetary transmission in UK manufacturing industry In: DES - Working Papers. Statistics and Econometrics. WS.
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paper6
2009Modelling monetary transmission in UK manufacturing industry.(2009) In: Economic Modelling.
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This paper has another version. Agregated cites: 6
article
1986Prediction Error Variances under Heteroscedasticity In: Econometric Theory.
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article0
2004The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001 In: Royal Economic Society Annual Conference 2004.
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paper2
2001Testing Serial Dependence in Time Series Models of Counts In: Econometric Society World Congress 2000 Contributed Papers.
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paper0
2009Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application In: Econometrics Journal.
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article21
2003Exploring economic time series: a Bayesian graphical approach In: Econometrics Journal.
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article5
2005The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models In: Computational Statistics & Data Analysis.
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article26
2010Exploratory data analysis and model criticism with posterior plots In: Computational Statistics & Data Analysis.
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article0
2006Coherent forecasting in integer time series models In: International Journal of Forecasting.
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article17
1986The selection and use of linear and bilinear time series models In: International Journal of Forecasting.
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article7
1976Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors. In: International Economic Review.
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article1
1994Review of STATGRAPHICS. In: Journal of Applied Econometrics.
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article0
2003Persistence and Nonstationary Models In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2004The development of a migration model for England and Wales: overview and modelling out-migration In: Environment and Planning A.
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article8
2011Useful models for time series of counts or simply wrong ones? In: AStA Advances in Statistical Analysis.
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article16
2005Estimation in conditional first order autoregression with discrete support In: Statistical Papers.
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article19
2005R-squared and prediction in regression with ordered quantitative response In: Journal of Applied Statistics.
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article0
1994The Dollar-Pound Exchange Rate in the 1920s: An Empirical Investigation In: Discussion Papers.
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paper0
2001Testing serial dependence in time series models of counts against some INARMA alternatives In: Tübinger Diskussionsbeiträge.
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paper5

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