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 6 411
Persistence and Nonstationary Models 0 0 0 185 3 4 5 369
Testing Serial Dependence in Time Series Models of Counts 0 0 0 59 2 3 4 229
Testing a Time-Series for Difference Stationarity 0 0 0 0 1 3 5 506
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 3 3 5 82
The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001 0 0 0 87 1 3 6 194
The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation 0 0 0 1 4 5 5 1,387
Total Working Papers 0 1 1 493 15 25 36 3,178

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 5 6 7 11
A threshold mixed count time series model: estimation and application 0 0 0 13 5 9 10 45
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 2 2 3 158
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 2 5 6 392
Coherent forecasting in integer time series models 0 0 1 113 2 2 6 253
Convolution‐closed models for count time series with applications 0 0 0 0 1 2 3 58
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS 0 0 1 14 1 1 2 43
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 4 5 7 289
Estimation in conditional first order autoregression with discrete support 0 0 2 34 2 5 11 93
Exploratory data analysis and model criticism with posterior plots 0 0 0 14 3 4 6 76
Exploring economic time series: a Bayesian graphical approach 0 0 0 30 1 1 1 129
F versus t tests for unit roots: a comment 0 0 0 13 2 3 3 34
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 3 5 9 31
Modelling monetary transmission in UK manufacturing industry 0 1 1 63 4 6 11 179
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 3 4 7 277
R-squared and prediction in regression with ordered quantitative response 0 0 0 55 0 1 1 343
Review of STATGRAPHICS 0 0 0 183 0 2 4 1,070
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 2 2 2 8
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 1 64 3 5 9 309
Testing for serial dependence in time series models of counts 0 0 2 100 1 6 11 307
The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration 0 0 0 26 3 8 9 117
The selection and use of linear and bilinear time series models 0 0 0 17 0 3 4 62
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 1 1 66 1 11 18 167
Useful models for time series of counts or simply wrong ones? 0 1 4 90 1 4 9 250
Total Journal Articles 0 3 13 1,089 51 102 159 4,701

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Statistics updated 2026-02-12