15
H index
19
i10 index
693
Citations
Brendan McCabe : Citation Profile
University of Liverpool | RESEARCH PRODUCTION: 42 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1975 - 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 Brendan McCabe. | Is cited by:
| Cites to:
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Main data
Where Brendan McCabe has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Time Series Analysis | 8 |
| Econometric Theory | 7 |
| International Journal of Forecasting | 5 |
| Economics Letters | 4 |
| Journal of Business & Economic Statistics | 4 |
| Statistics & Probability Letters | 3 |
| Empirical Economics | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 11 |
| Working Papers / University of Liverpool, Department of Economics | 2 |
| Econometrics / University Library of Munich, Germany | 2 |
Recent works citing Brendan McCabe (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper |
| 2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
| 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 | ABC of the future. (2023). Kaski, Samuel ; Frigessi, Arnoldo ; Lai, Xiaoran ; Vuollekoski, Henri ; Kohnluque, Alvaro ; Simola, Umberto ; Pesonen, Henri ; Corander, Jukka ; Martin, Gael M ; Maneesoonthorn, Worapree ; Frazier, David T. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:2:p:243-268. Full description at Econpapers || Download paper |
| 2023 | Under-reported time-varying MINAR(1) process for modeling multivariate count series. (2023). Kazemi, Iraj ; Aghabazaz, Zeynab. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s0167947323001366. Full description at Econpapers || Download paper |
| 2023 | Inference and forecasting for continuous-time integer-valued trawl processes. (2023). , Almut ; Shephard, Neil ; Lunde, Asger ; Bennedsen, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001926. Full description at Econpapers || Download paper |
| 2023 | On the order-up-to policy with intermittent integer demand and logically consistent forecasts. (2023). Disney, Stephen M ; Rostami-Tabar, Bahman. In: International Journal of Production Economics. RePEc:eee:proeco:v:257:y:2023:i:c:s0925527322003450. 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 | Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda. (2023). Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter ; Slowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian. In: Post-Print. RePEc:hal:journl:hal-04219546. Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
| 2023 | ABC-based Forecasting in State Space Models. (2023). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Weerasinghe, Chaya. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-12. Full description at Econpapers || Download paper |
| 2023 | Multivariate mixed Poisson Generalized Inverse Gaussian INAR(1) regression. (2023). Tzougas, George ; Dassios, Angelos ; Chen, Zezhun. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01253-0. Full description at Econpapers || Download paper |
| 2023 | On bivariate threshold Poisson integer-valued autoregressive processes. (2023). Wang, Dehui ; Li, Han ; Zhao, Yiwei ; Yang, Kai. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00899-0. Full description at Econpapers || Download paper |
| 2023 | Interactions of services export, financial development and growth: evidence from India. (2023). Akhtar, Shakeb ; Azmi, Shujaat Naeem. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:5:d:10.1007_s11135-022-01566-8. Full description at Econpapers || Download paper |
| 2023 | INAR approximation of bivariate linear birth and death process. (2023). Tzougas, George ; Dassios, Angelos ; Chen, Zezhun. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:3:d:10.1007_s11203-023-09289-9. Full description at Econpapers || Download paper |
| 2023 | Estimating energy demand elasticities for gas exporting countries: a dynamic panel data approach. (2023). Mansourkiaee, Eshagh. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00373-5. Full description at Econpapers || Download paper |
| 2023 | Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data. (2023). Zhu, Fukang ; Wang, Dehui ; Kang, Yao. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00825-y. Full description at Econpapers || Download paper |
| 2023 | Non-linear INAR(1) processes under an alternative geometric thinning operator. (2023). , Roger ; Silva, Rodrigo B ; Ndreca, Sokol ; Barreto-Souza, Wagner. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:2:d:10.1007_s11749-023-00849-y. Full description at Econpapers || Download paper |
| 2023 | Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. (2023). Gorgi, Paolo ; Armillotta, Mirko. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230054. Full description at Econpapers || Download paper |
Works by Brendan McCabe:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1994 | A Consistent Test for a Unit Root. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 127 |
| 1996 | Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics. [Citation analysis] | article | 65 |
| 1999 | Modified Stationarity Tests with Data-Dependent Model-Selection Rules. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 27 |
| 2005 | Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 61 |
| 2011 | Efficient probabilistic forecasts for counts In: Journal of the Royal Statistical Society Series B. [Citation analysis] | article | 17 |
| 1980 | Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 17 |
| 1997 | A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 19 |
| 2004 | Analysis of low count time series data by poisson autoregression In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 41 |
| 2005 | Assessing Persistence In Discrete Nonstationary Time?Series Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2008 | Maximum likelihood estimation of higher?order integer?valued autoregressive processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
| 2013 | Testing for parameter constancy in non-Gaussian time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2013 | Score statistics for testing serial dependence in count data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 2015 | DISCRETE TIME SERIES, PROCESSES, AND APPLICATIONS IN FINANCE, by Gilles Zumbach. Springer Finance Series. Published by Springer, Heidelberg, Berlin, 2013. Total number of pages: 315. ISBN: 978-3-642-3 In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2019 | Bayesian Outlier Detection in Non?Gaussian Autoregressive Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2020 | Structural Change and the Problem of Phantom Break Locations In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2018 | Structural Change and the Problem of Phantom Break Locations.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1994 | A Simple Test for Cointegration. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 15 |
| 1988 | Some applications for Basils independence theorem in testing econometric models In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 0 |
| 1995 | Testing a Time-Series for Difference Stationarity In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 13 |
| 1998 | ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| 2003 | SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
| 2006 | A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2007 | MODIFIED KPSS TESTS FOR NEAR INTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2008 | TESTING FOR LONG MEMORY In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
| 2019 | SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 1988 | A Multiple Decision Theory Analysis of Structural Stability in Regression In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2004 | Testing for Dependence in Non-Gaussian Time Series Data In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Testing for Dependence in Non-Gaussian Time Series Data.(2004) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1983 | The independence of tests for structural change in regression models In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2017 | Is MORE LESS? The role of data augmentation in testing for structural breaks In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1987 | Testing regression models for random effects outliers under elliptical symmetry In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1992 | A simple test for parameter constancy in a nonlinear time series regression model In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2002 | Stochastic cointegration: estimation and inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 1989 | Misspecification tests in econometrics based on ranks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2004 | Forecasting discrete valued low count time series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 57 |
| 2005 | Bayesian predictions of low count time series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 36 |
| 2008 | Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 2013 | Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2011 | Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models.(2011) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Approximate Bayesian forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
| 2018 | Approximate Bayesian forecasting.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 1993 | On the moments of certain stochastic integrals In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | Asymptotic properties of CLS estimators in the Poisson AR(1) model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 14 |
| 1990 | An extension of Andersons multiple decision procedure In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Distributions You Can Count On …But What’s the Point? In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2006 | Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Persistence and Nonstationary Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Coherent Predictions of Low Count Time Series In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Optimal Probabilistic Forecasts for Counts In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Approximate Bayesian Computation in State Space Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Data-driven particle Filters for particle Markov Chain Monte Carlo In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Forecasting Observables with Particle Filters: Any Filter Will Do! In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1989 | Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem. In: Empirical Economics. [Citation analysis] | article | 1 |
| 1989 | A Sequential Approach to Testing for Structural Change in Econometric Models. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1975 | Tests for the Severity of Multicollinearity in Regression Analysis: A Comment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2003 | Panel Stationarity Tests with Cross-sectional Dependence In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Testing for Stochastic Cointegration and Evidence for Present Value Models In: Econometrics. [Full Text][Citation analysis] | paper | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team