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 1 7 413
Persistence and Nonstationary Models 0 0 0 185 0 1 10 374
Testing Serial Dependence in Time Series Models of Counts 0 0 0 59 0 1 7 233
Testing a Time-Series for Difference Stationarity 0 0 0 0 0 1 9 511
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 0 0 5 82
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 0 0 8 1,390
Total Working Papers 0 0 1 493 0 4 52 3,200

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 2 2 11 16
A threshold mixed count time series model: estimation and application 0 0 0 13 0 0 13 48
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 1 1 8 164
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 0 2 8 258
Convolution‐closed models for count time series with applications 0 0 0 0 0 0 9 64
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS 0 0 0 14 2 2 11 53
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 0 1 11 294
Estimation in conditional first order autoregression with discrete support 0 0 1 34 1 1 10 95
Exploratory data analysis and model criticism with posterior plots 0 0 0 14 0 0 7 78
Exploring economic time series: a Bayesian graphical approach 0 0 0 30 0 0 2 130
F versus t tests for unit roots: a comment 0 0 0 13 0 1 10 41
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 0 0 8 32
Modelling monetary transmission in UK manufacturing industry 0 0 2 64 0 0 9 181
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 1 5 278
R-squared and prediction in regression with ordered quantitative response 0 0 0 55 0 0 3 345
Review of STATGRAPHICS 0 0 0 183 0 0 5 1,071
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 0 1 6 12
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 0 64 0 0 8 312
Testing for serial dependence in time series models of counts 0 0 0 100 0 1 12 310
The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration 0 0 0 26 0 0 12 121
The selection and use of linear and bilinear time series models 0 0 0 17 0 0 11 69
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 0 1 66 2 2 27 177
Useful models for time series of counts or simply wrong ones? 0 0 1 90 0 0 9 253
Total Journal Articles 0 0 6 1,091 8 15 221 4,795

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Statistics updated 2026-08-07