Access Statistics for Andrew R. Tremayne

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modelling monetary transmission in UK manufacturing industry 0 0 1 140 0 0 11 405
Persistence and Nonstationary Models 0 0 0 185 0 0 2 364
Testing Serial Dependence in Time Series Models of Counts 0 0 0 59 1 1 1 226
Testing a Time-Series for Difference Stationarity 0 0 0 0 1 1 2 502
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 0 0 1 77
The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001 0 0 1 87 0 1 3 188
The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation 0 0 0 1 0 0 0 1,382
Total Working Papers 0 0 2 492 2 3 20 3,144

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A TIME SERIES APPLICATION OF THE USE OF MONTE CARLO METHODS TO COMPARE STATISTICAL TESTS 0 0 0 1 1 1 1 5
A threshold mixed count time series model: estimation and application 0 0 1 13 0 0 2 35
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 0 1 155
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 0 5 10 386
Coherent forecasting in integer time series models 0 0 1 112 1 2 4 248
Convolution‐closed models for count time series with applications 0 0 0 0 0 0 3 55
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS 0 0 0 13 0 0 0 41
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 1 1 1 283
Estimation in conditional first order autoregression with discrete support 1 1 2 33 1 1 2 83
Exploratory data analysis and model criticism with posterior plots 0 0 0 14 0 0 0 70
Exploring economic time series: a Bayesian graphical approach 0 0 0 30 0 0 0 128
F versus t tests for unit roots: a comment 0 0 0 13 0 0 0 31
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 0 1 1 22
Modelling monetary transmission in UK manufacturing industry 0 0 3 62 0 0 3 168
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 0 3 270
R-squared and prediction in regression with ordered quantitative response 0 0 0 55 0 0 0 342
Review of STATGRAPHICS 0 0 0 183 0 0 2 1,066
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 0 0 0 6
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 0 63 1 1 2 301
Testing for serial dependence in time series models of counts 2 2 2 100 2 3 3 298
The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration 0 0 1 26 1 1 2 109
The selection and use of linear and bilinear time series models 0 0 0 17 0 0 2 58
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 0 0 65 0 0 1 149
Useful models for time series of counts or simply wrong ones? 0 1 4 86 0 1 9 241
Total Journal Articles 3 4 14 1,079 8 17 52 4,550

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Statistics updated 2025-03-03