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 2 6 411
Persistence and Nonstationary Models 0 0 0 185 1 5 6 370
Testing Serial Dependence in Time Series Models of Counts 0 0 0 59 1 4 4 230
Testing a Time-Series for Difference Stationarity 0 0 0 0 0 2 4 506
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 0 3 5 82
The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001 0 0 0 87 1 2 7 195
The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation 0 0 0 1 1 5 6 1,388
Total Working Papers 0 0 1 493 4 23 38 3,182

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 7 7 12
A threshold mixed count time series model: estimation and application 0 0 0 13 0 7 10 45
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 2 3 158
Can Economic Time Series Be Differenced to Stationarity? 0 0 0 0 1 4 7 393
Coherent forecasting in integer time series models 0 0 1 113 0 2 5 253
Convolution‐closed models for count time series with applications 0 0 0 0 1 3 4 59
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS 0 0 1 14 1 2 3 44
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors 0 0 0 56 0 5 6 289
Estimation in conditional first order autoregression with discrete support 0 0 1 34 1 4 11 94
Exploratory data analysis and model criticism with posterior plots 0 0 0 14 0 4 6 76
Exploring economic time series: a Bayesian graphical approach 0 0 0 30 0 1 1 129
F versus t tests for unit roots: a comment 0 0 0 13 2 5 5 36
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 0 5 9 31
Modelling monetary transmission in UK manufacturing industry 0 0 1 63 0 4 11 179
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application 0 0 0 92 0 3 7 277
R-squared and prediction in regression with ordered quantitative response 0 0 0 55 1 2 2 344
Review of STATGRAPHICS 0 0 0 183 1 1 5 1,071
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS 0 0 0 0 0 2 2 8
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure 0 0 1 64 0 5 8 309
Testing for serial dependence in time series models of counts 0 0 0 100 1 4 10 308
The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration 0 0 0 26 0 5 8 117
The selection and use of linear and bilinear time series models 0 0 0 17 1 3 5 63
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models 0 0 1 66 1 5 19 168
Useful models for time series of counts or simply wrong ones? 0 0 4 90 1 4 10 251
Total Journal Articles 0 0 10 1,089 13 89 164 4,714

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Statistics updated 2026-03-04