Andrew R. Tremayne : Citation Profile


Are you Andrew R. Tremayne?

University of Liverpool

8

H index

8

i10 index

252

Citations

RESEARCH PRODUCTION:

23

Articles

7

Papers

RESEARCH ACTIVITY:

   44 years (1976 - 2020). See details.
   Cites by year: 5
   Journals where Andrew R. Tremayne has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 8 (3.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr191
   Updated: 2022-05-14    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 (9)

Hadri, Kaddour (8)

Trapani, Lorenzo (7)

Semmler, Willi (5)

Schleer, Frauke (5)

Jung, Robert (5)

Psaradakis, Zacharias (4)

Horvath, Lajos (4)

Mitze, Timo (4)

Bataa, Erdenebat (4)

Westerlund, Joakim (4)

Cites to:

McCabe, Brendan (11)

Jung, Robert (8)

Mankiw, N. Gregory (6)

Flachaire, Emmanuel (5)

Gertler, Mark (5)

Martin, Gael (5)

Galí, Jordi (4)

Godfrey, Leslie (4)

Campbell, John (4)

Clarida, Richard (4)

Hansen, Bruce (4)

Main data


Where Andrew R. Tremayne has published?


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

Recent works citing Andrew R. Tremayne (2021 and 2020)


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

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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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2021The 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.

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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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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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2022Understanding 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.

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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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2021Semiparametric time series models driven by latent factor. (2021). Ombao, Hernando ; de Souza, Fernando ; Barreto-Souza, Wagner ; de Oliveira, Gisele. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1463-1479.

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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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2021A 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.

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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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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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2021Improving the Estimation and Predictions of Small Time Series Models. (2021). Liu-Evans, Gareth. In: Working Papers. RePEc:liv:livedp:202106.

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2020The spatial structure debate in spatial interaction modeling: 50 years on. (2020). Oshan, Taylor M. In: OSF Preprints. RePEc:osf:osfxxx:42vxn.

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

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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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2020A time series model based on dependent zero inflated counting series. (2020). Shirozhan, Masoumeh ; Mohammadpour, Mehrnaz ; Shamma, Nisreen. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:4:d:10.1007_s00180-020-00982-4.

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2020Estimating factor shares from nonstationary panel data. (2020). Ramírez-Rondán, N.R. ; Ramirez-Rondan, N R ; Aquino, Juan Carlos . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-019-01647-y.

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2022Spatial panel count data: modeling and forecasting of urban crimes. (2022). Schweikert, Karsten ; Jung, Robert C ; Glaser, Stephanie . In: Journal in Spatial Econometrics. RePEc:spr:jospat:v:3:y:2022:i:1:d:10.1007_s43071-021-00019-y.

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2021Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach. (2021). Yang, Kai ; Wang, Dehui. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:5:d:10.1007_s00184-020-00799-7.

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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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2021Monetary policy shocks over the business cycle: Extending the Smooth Transition framework. (2021). Piffer, Michele ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-07.

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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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article63
2003Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis.
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article10
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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article1
2011Convolution?closed models for count time series with applications In: Journal of Time Series Analysis.
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article5
2014EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS In: Journal of Time Series Analysis.
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article4
1986SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS In: Journal of Time Series Analysis.
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article2
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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paper13
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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article23
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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article25
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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article24
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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article6
2004The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration In: Environment and Planning A.
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article3
2011Useful models for time series of counts or simply wrong ones? In: AStA Advances in Statistical Analysis.
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article24
2005Estimation in conditional first order autoregression with discrete support In: Statistical Papers.
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article20
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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