Access Statistics for Brendan McCabe

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
A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data 0 0 0 26 0 0 0 110
Approximate Bayesian Computation in State Space Models 0 0 0 84 0 1 3 143
Approximate Bayesian forecasting 0 0 0 51 0 0 0 68
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models 0 0 0 32 0 0 0 55
Coherent Predictions of Low Count Time Series 0 0 0 163 0 2 3 496
Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes 0 2 4 128 2 5 8 461
Data-driven particle Filters for particle Markov Chain Monte Carlo 0 0 0 63 1 1 2 88
Forecasting Observables with Particle Filters: Any Filter Will Do! 0 0 0 39 0 0 3 31
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 1 43 0 0 1 188
Optimal Probabilistic Forecasts for Counts 0 0 1 71 1 1 3 144
Panel Stationarity Tests with Cross-sectional Dependence 0 0 0 276 0 0 0 686
Persistence and Nonstationary Models 0 0 0 185 0 0 2 364
Structural Change and the Problem of Phantom Break Locations 0 0 0 27 1 1 1 6
Testing a Time-Series for Difference Stationarity 0 0 0 0 1 1 2 502
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 1 1 3 346
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 111 0 0 1 361
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 0 445 0 0 1 1,006
Total Working Papers 0 2 6 1,831 7 13 33 5,055


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Test for a Unit Root 0 0 0 0 0 5 12 649
A Multiple Decision Theory Analysis of Structural Stability in Regression 0 0 0 9 0 0 0 27
A Parametric approach to testing the null of cointegration 0 0 0 1 0 0 0 5
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION 0 0 0 25 0 0 0 86
A Sequential Approach to Testing for Structural Change in Econometric Models 0 0 0 0 1 2 2 110
A Simple Test for Cointegration 0 0 0 4 0 1 4 1,797
A simple test for parameter constancy in a nonlinear time series regression model 0 0 0 12 1 1 1 55
An extension of Anderson's multiple decision procedure 0 0 0 5 0 0 0 33
Analysis of low count time series data by poisson autoregression 0 1 3 256 1 3 6 662
Approximate Bayesian forecasting 0 0 1 12 0 1 3 46
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 0 1 155
Asymptotic properties of CLS estimators in the Poisson AR(1) model 0 0 0 37 0 0 10 149
Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series 0 0 0 14 1 1 1 47
Bayesian predictions of low count time series 0 0 0 58 0 0 0 180
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 0 5 10 386
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: 978-3-642-31741-5 0 0 1 31 0 0 2 79
Distributions You Can Count On …But What’s the Point? 0 0 0 2 0 0 1 21
Efficient probabilistic forecasts for counts 0 0 0 0 0 0 1 58
Forecasting discrete valued low count time series 1 1 6 153 1 1 9 334
Is MORE LESS? The role of data augmentation in testing for structural breaks 0 0 0 13 0 0 0 30
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 0 24 0 0 0 82
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes 0 0 0 55 0 0 1 119
Misspecification tests in econometrics based on ranks 1 1 1 24 1 1 1 88
Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach 0 0 0 86 0 0 0 180
Modified Stationarity Tests with Data-Dependent Model-Selection Rules 0 0 0 0 0 1 2 250
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 1 2 11 0 1 2 66
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT 0 0 0 19 1 1 1 49
On the moments of certain stochastic integrals 0 0 0 11 0 1 1 38
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 0 37 0 0 0 120
SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT 0 0 1 2 1 1 3 7
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 1 1 24 1 2 2 72
Score statistics for testing serial dependence in count data 0 0 0 24 1 1 1 65
Some applications for Basil's independence theorem in testing econometric models 0 0 0 0 0 0 0 4
Stochastic cointegration: estimation and inference 0 0 1 164 0 0 2 359
Structural Change and the Problem of Phantom Break Locations 0 0 0 0 0 0 0 12
TESTING FOR LONG MEMORY 0 0 0 26 1 1 2 67
Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem 0 0 0 0 1 2 5 217
Testing for parameter constancy in non-Gaussian time series 0 0 0 8 0 0 0 28
Testing regression models for random effects outliers under elliptical symmetry 0 0 0 9 0 0 0 48
Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals 0 0 0 4 0 1 4 18
Tests for the Severity of Multicollinearity in Regression Analysis: A Comment 0 0 0 178 0 1 2 621
The independence of tests for structural change in regression models 0 0 0 16 2 3 4 60
Total Journal Articles 2 5 17 1,394 14 37 96 7,479


Statistics updated 2025-03-03