9
H index
9
i10 index
301
Citations
Andrew R. Tremayne : Citation Profile
University of Liverpool | RESEARCH PRODUCTION: 21 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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44 years (1976 - 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 Andrew R. Tremayne. | Is cited by:
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Main data
Where Andrew R. Tremayne has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 4 |
| Econometrics Journal | 2 |
| Computational Statistics & Data Analysis | 2 |
| International Journal of Forecasting | 2 |
Recent works citing Andrew R. Tremayne (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 |
| 2023 | Artificial neural networks and time series of counts: A class of nonlinear INGARCH models. (2023). Jahn, Malte. In: Papers. RePEc:arx:papers:2304.01025. Full description at Econpapers || Download paper |
| 2024 | Efficient order selection algorithms for integer-valued ARMA processes. (2009). Neal, Peter ; Enciso-Mora, Victor ; Rao, Subba T.. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:1:p:1-18. Full description at Econpapers || Download paper |
| 2023 | Revisiting of Interest Rate Channel: Nonlinear transmission of Monetary Policy Shocks to the Turkish Economy. (2023). Turan, Tugba ; Yildirim, Durmus Cagri. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:12:y:2023:i:1:p:199-223. Full description at Econpapers || Download paper |
| 2023 | The cross-industry effects of monetary policy: New evidence from Bangladesh. (2023). Roy, Ripon ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002912. Full description at Econpapers || Download paper |
| 2024 | Temporal-spatial dependencies enhanced deep learning model for time series forecast. (2024). Wang, Haijun ; Chen, Kedong ; Yang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001935. 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 |
| 2023 | A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases. (2023). Mohammadpour, M ; Bakouch, Hassan S ; Shirozhan, M. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:206:y:2023:i:c:p:216-230. 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 |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Does information and communication technologies affect economic complexity?. (2023). Ndzana, Alain Mekia ; Djeunankan, Ronald ; Oumbe, Honore Tekam. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:4:d:10.1007_s43546-023-00467-8. Full description at Econpapers || Download paper |
| 2023 | Semiparametric estimation of INAR models using roughness penalization. (2023). Aleksandrov, Boris ; Weiss, Christian H ; Jentsch, Carsten ; Faymonville, Maxime. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:2:d:10.1007_s10260-022-00655-0. Full description at Econpapers || Download paper |
Works by Andrew R. Tremayne:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics. [Citation analysis] | article | 67 |
| 2003 | Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
| 1981 | A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2014 | EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 1986 | SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2020 | A threshold mixed count time series model: estimation and application In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1995 | Testing a Time-Series for Difference Stationarity In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 14 |
| 2006 | Modelling monetary transmission in UK manufacturing industry In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 10 |
| 2009 | Modelling monetary transmission in UK manufacturing industry.(2009) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2004 | F versus t tests for unit roots: a comment In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2004 | The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001 In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Testing Serial Dependence in Time Series Models of Counts In: Econometric Society World Congress 2000 Contributed Papers. [Citation analysis] | paper | 5 |
| 2009 | Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application In: Econometrics Journal. [Full Text][Citation analysis] | article | 25 |
| 2003 | Exploring economic time series: a Bayesian graphical approach In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
| 2005 | The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 30 |
| 2010 | Exploratory data analysis and model criticism with posterior plots In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2006 | Coherent forecasting in integer time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 1986 | The selection and use of linear and bilinear time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 1976 | Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1994 | Review of STATGRAPHICS. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Persistence and Nonstationary Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 6 |
| 2004 | The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration In: Environment and Planning A. [Full Text][Citation analysis] | article | 9 |
| 2011 | Useful models for time series of counts or simply wrong ones? In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 31 |
| 2005 | Estimation in conditional first order autoregression with discrete support In: Statistical Papers. [Full Text][Citation analysis] | article | 27 |
| 2005 | R-squared and prediction in regression with ordered quantitative response In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 1994 | The Dollar-Pound Exchange Rate in the 1920s: An Empirical Investigation In: Discussion Papers. [Citation analysis] | paper | 0 |
| 2001 | Testing serial dependence in time series models of counts against some INARMA alternatives In: Tübinger Diskussionsbeiträge. [Full Text][Citation analysis] | paper | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team