Andrew R. Tremayne : Citation Profile


Are you Andrew R. Tremayne?

University of Liverpool

9

H index

8

i10 index

297

Citations

RESEARCH PRODUCTION:

23

Articles

7

Papers

RESEARCH ACTIVITY:

   44 years (1976 - 2020). See details.
   Cites by year: 6
   Journals where Andrew R. Tremayne has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 8 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr191
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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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)

Jung, Robert (7)

Trapani, Lorenzo (7)

Semmler, Willi (5)

Phillips, Peter (5)

Schleer, Frauke (5)

Bataa, Erdenebat (5)

Franses, Philip Hans (5)

Osborn, Denise (5)

Manera, Matteo (4)

Cites to:

McCabe, Brendan (11)

Jung, Robert (8)

Flachaire, Emmanuel (7)

Mankiw, N. Gregory (6)

MacKinnon, James (5)

Hansen, Bruce (5)

Gertler, Mark (5)

Martin, Gael (5)

Davidson, Russell (4)

Clarida, Richard (4)

Godfrey, Leslie (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 (2022 and 2021)


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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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2023Artificial neural networks and time series of counts: A class of nonlinear INGARCH models. (2023). Jahn, Malte. In: Papers. RePEc:arx:papers:2304.01025.

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2022A semi?parametric integer?valued autoregressive model with covariates. (2022). McCabe, Brendan ; Harris, David ; Rao, Yao. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:495-516.

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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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2022Market regime detection via realized covariances. (2022). Ciciretti, Vito ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000785.

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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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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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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Modelling and forecasting based on recursive incomplete pseudoinverse matrices. (2022). Oreilly, Philip ; Morrison, John P ; Kyziropoulos, Panagiotis E ; filelis -Papadopoulos, Christos K ; Filelis-Papadopoulos, Christos K. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:197:y:2022:i:c:p:358-376.

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2023A 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.

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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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2022Bias-correction of some estimators in the INAR(1) process. (2022). Kakizawa, Yoshihide ; Zeng, Xiaoqiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:187:y:2022:i:c:s0167715222000839.

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2023A 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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2022Modelling and Diagnostics of Spatially Autocorrelated Counts. (2022). Glaser, Stephanie ; Jung, Robert C. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:3:p:31-:d:913362.

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2021Analysis and Forecasting of Risk in Count Processes. (2021). Frahm, Gabriel ; Weiss, Christian H ; Homburg, Annika ; Gob, Rainer ; Alwan, Layth C. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:182-:d:537533.

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2022.

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2022.

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2023.

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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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2022Spatial panel count data: modeling and forecasting of urban crimes. (2022). Schweikert, Karsten ; Jung, Robert C ; Glaser, Stephanie. In: Journal of 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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2023Does 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.

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2023Semiparametric 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.

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2022Portmanteau tests for generalized integer-valued autoregressive time series models. (2022). Zamani, Atefeh ; Shishebor, Zohreh ; Forughi, Masoomeh. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:4:d:10.1007_s00362-021-01274-9.

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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.
[Citation analysis]
article66
2003Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis.
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article12
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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article5
1986SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS In: Journal of Time Series Analysis.
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article3
2020A threshold mixed count time series model: estimation and application In: Studies in Nonlinear Dynamics & Econometrics.
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article2
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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paper8
2009Modelling monetary transmission in UK manufacturing industry.(2009) In: Economic Modelling.
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This paper has another version. Agregated cites: 8
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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paper3
2001Testing Serial Dependence in Time Series Models of Counts In: Econometric Society World Congress 2000 Contributed Papers.
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paper5
2009Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application In: Econometrics Journal.
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article24
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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article30
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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article27
1986The selection and use of linear and bilinear time series models In: International Journal of Forecasting.
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article8
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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article9
2011Useful models for time series of counts or simply wrong ones? In: AStA Advances in Statistical Analysis.
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article30
2005Estimation in conditional first order autoregression with discrete support In: Statistical Papers.
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article27
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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