10
H index
10
i10 index
303
Citations
Andrew R. Tremayne : Citation Profile
University of Liverpool | RESEARCH PRODUCTION: 24 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 | 6 |
| Computational Statistics & Data Analysis | 2 |
| International Journal of Forecasting | 2 |
| Econometrics Journal | 2 |
Recent works citing Andrew R. Tremayne (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 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 |
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 | 12 |
| 2005 | Assessing Persistence In Discrete Nonstationary Time‐Series Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2011 | Convolution‐closed models for count time series with applications In: Journal of Time Series Analysis. [Citation analysis] | article | 4 |
| 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 | 27 |
| 1986 | The selection and use of linear and bilinear time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2020 | Maximum-Likelihood Estimation in a Special Integer Autoregressive Model In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 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 | 10 |
| 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 | 26 |
| 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 February, 4 2025. Contact: CitEc Team