Andrew R. Tremayne : Citation Profile


Are you Andrew R. Tremayne?

University of Liverpool

8

H index

7

i10 index

227

Citations

RESEARCH PRODUCTION:

23

Articles

7

Papers

RESEARCH ACTIVITY:

   38 years (1976 - 2014). See details.
   Cites by year: 5
   Journals where Andrew R. Tremayne has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 5 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr191
   Updated: 2020-07-04    RAS profile: 2020-04-20    
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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:

McCabe, Brendan (8)

Hadri, Kaddour (8)

Schleer, Frauke (5)

Jung, Robert (5)

Semmler, Willi (5)

Psaradakis, Zacharias (4)

Spagnolo, Fabio (4)

Bataa, Erdenebat (4)

Westerlund, Joakim (4)

Mitze, Timo (4)

Osborn, Denise (4)

Cites to:

Jung, Robert (6)

McCabe, Brendan (6)

Gertler, Mark (5)

Flachaire, Emmanuel (5)

Godfrey, Leslie (4)

Gali, Jordi (4)

Clarida, Richard (4)

MacKinnon, James (4)

Belsley, David (3)

Svensson, Lars (3)

Davidson, Russell (3)

Main data


Where Andrew R. Tremayne has published?


Journals with more than one article published# docs
Journal of Time Series Analysis6
Econometrics Journal2
International Journal of Forecasting2
Computational Statistics & Data Analysis2

Recent works citing Andrew R. Tremayne (2020 and 2019)


YearTitle of citing document
2019Indirect Inference with a Non-Smooth Criterion Function. (2019). Oka, Tatsushi ; Zhu, Dan ; Frazier, David T. In: Papers. RePEc:arx:papers:1708.02365.

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

Full description at Econpapers || Download paper

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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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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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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2020CO2 emissions, energy consumption and economic growth in the ASEAN-5 countries: A cross-sectional dependence approach. (2020). Smyth, Russell ; Munir, Qaiser ; Lean, Hooi Hooi. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303664.

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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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2019Approximate Bayesian forecasting. (2019). , Brendan ; Martin, Gael M ; Maneesoonthorn, Worapree ; Frazier, David T. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:521-539.

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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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2019Bivariate integer-autoregressive process with an application to mutual fund flows. (2019). darolles, serge ; le Fol, Gaelle ; Sun, Ran ; Lu, Yang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:181-203.

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2019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf.

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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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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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2019Bivariate integer-autoregressive process with an application to mutual fund flows. (2019). Sun, Ran ; Lu, Yang ; le Fol, Gaelle ; Darolles, Serge. In: Post-Print. RePEc:hal:journl:halshs-02418967.

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

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2018Approximate Bayesian forecasting. (2018). McCabe, Brendan ; Martin, Gael M ; Maneesoonthorn, Worapree ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-2.

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

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

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

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2019Model-based INAR bootstrap for forecasting INAR(p) models. (2019). Gerolimetto, Margherita ; Bisaglia, Luisa. In: Computational Statistics. RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00902-1.

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2019Mixed Poisson INAR(1) processes. (2019). Barreto-Souza, Wagner. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:6:d:10.1007_s00362-017-0912-x.

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Works by Andrew R. Tremayne:


YearTitleTypeCited
1996Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics.
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article54
2003Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis.
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article8
2005Assessing Persistence In Discrete Nonstationary Time-Series Models In: Journal of Time Series Analysis.
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article0
1981A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 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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article4
2014EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS In: Journal of Time Series Analysis.
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article3
1986SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS In: Journal of Time Series Analysis.
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article0
2020A threshold mixed count time series model: estimation and application In: Studies in Nonlinear Dynamics & Econometrics.
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article0
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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paper7
2009Modelling monetary transmission in UK manufacturing industry.(2009) In: Economic Modelling.
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This paper has another version. Agregated cites: 7
article
2004F versus t tests for unit roots: a comment In: Economics Bulletin.
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article2
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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article22
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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article20
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
1990Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure In: Review of Economic Studies.
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article5
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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article17
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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