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 1 141 0 0 6 413
Persistence and Nonstationary Models 0 0 0 185 0 0 9 374
Testing Serial Dependence in Time Series Models of Counts 0 0 0 59 1 1 8 234
Testing a Time-Series for Difference Stationarity 0 0 0 0 2 3 11 514
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 2 8 11 90
The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001 0 0 0 87 0 0 6 197
The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation 0 0 0 1 3 3 11 1,393
Total Working Papers 0 0 1 493 8 15 62 3,215

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 2 13 18
A threshold mixed count time series model: estimation and application 0 0 0 13 3 4 16 52
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 4 4 12 168
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 0 0 6 393
Coherent forecasting in integer time series models 0 0 1 114 3 4 11 262
Convolution‐closed models for count time series with applications 0 0 0 0 1 1 9 65
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS 0 0 0 14 2 2 13 55
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 1 1 1 57 3 4 14 298
Estimation in conditional first order autoregression with discrete support 0 1 1 35 2 3 10 98
Exploratory data analysis and model criticism with posterior plots 0 0 0 14 0 0 6 78
Exploring economic time series: a Bayesian graphical approach 0 0 0 30 1 1 3 131
F versus t tests for unit roots: a comment 0 0 0 13 2 2 12 43
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 0 0 6 32
Modelling monetary transmission in UK manufacturing industry 0 0 2 64 1 2 10 183
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 2 2 7 280
R-squared and prediction in regression with ordered quantitative response 0 0 0 55 3 4 7 349
Review of STATGRAPHICS 1 1 1 184 2 3 6 1,074
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 2 2 8 14
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 0 64 2 3 11 315
Testing for serial dependence in time series models of counts 1 1 1 101 2 2 11 312
The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration 0 0 0 26 1 1 13 122
The selection and use of linear and bilinear time series models 0 0 0 17 4 4 14 73
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 0 1 66 0 0 21 177
Useful models for time series of counts or simply wrong ones? 0 0 1 90 0 1 8 254
Total Journal Articles 3 4 9 1,095 41 51 247 4,846

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Statistics updated 2026-11-12