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 1 1 141 1 4 5 410
Persistence and Nonstationary Models 0 0 0 185 1 2 2 366
Testing Serial Dependence in Time Series Models of Counts 0 0 0 59 1 1 2 227
Testing a Time-Series for Difference Stationarity 0 0 0 0 1 2 4 505
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 0 2 2 79
The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001 0 0 0 87 0 2 6 193
The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation 0 0 0 1 0 1 1 1,383
Total Working Papers 0 1 1 493 4 14 22 3,163

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 2 6
A threshold mixed count time series model: estimation and application 0 0 0 13 2 5 5 40
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 0 1 156
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 1 3 6 390
Coherent forecasting in integer time series models 0 0 1 113 0 0 4 251
Convolution‐closed models for count time series with applications 0 0 0 0 1 2 2 57
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS 0 0 1 14 0 0 1 42
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 1 2 3 285
Estimation in conditional first order autoregression with discrete support 0 0 2 34 1 5 9 91
Exploratory data analysis and model criticism with posterior plots 0 0 0 14 1 1 3 73
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 1 1 1 32
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 2 3 6 28
Modelling monetary transmission in UK manufacturing industry 0 1 1 63 0 3 7 175
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 1 4 274
R-squared and prediction in regression with ordered quantitative response 0 0 0 55 1 1 1 343
Review of STATGRAPHICS 0 0 0 183 0 3 4 1,070
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 1 64 2 2 6 306
Testing for serial dependence in time series models of counts 0 0 2 100 2 8 11 306
The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration 0 0 0 26 2 5 6 114
The selection and use of linear and bilinear time series models 0 0 0 17 2 3 4 62
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 1 1 66 3 15 17 166
Useful models for time series of counts or simply wrong ones? 0 1 5 90 2 5 9 249
Total Journal Articles 0 3 14 1,089 25 69 112 4,650

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Statistics updated 2026-01-09