Andrew R. Tremayne

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Affiliations

• University of Liverpool / Management School
  • EDIRC entry
  • location:

Research profile

author of:

• Can Economic Time Series Be Differenced to Stationarity? (RePEc:bes:jnlbes:v:14:y:1996:i:4:p:435-46)
  by Leybourne, S J & McCabe, B P M & Tremayne, A R
• Testing for serial dependence in time series models of counts (RePEc:bla:jtsera:v:24:y:2003:i:1:p:65-84)
  by Robert C. Jung & A. R. Tremayne
• Assessing Persistence In Discrete Nonstationary Time‐Series Models (RePEc:bla:jtsera:v:26:y:2005:i:2:p:305-317)
  by B. P. M. McCabe & G. M. Martin & A. R. Tremayne
• A Time Series Application Of The Use Of Monte Carlo Methods To Compare Statistical Tests (RePEc:bla:jtsera:v:2:y:1981:i:4:p:263-277)
  by D. S. Poskitt & A. R. Tremayne
• Convolution‐closed models for count time series with applications (RePEc:bla:jtsera:v:32:y:2011:i:3:p:268-280)
  by Robert C. Jung & A. R. Tremayne
• Efficient Method Of Moments Estimators For Integer Time Series Models (RePEc:bla:jtsera:v:35:y:2014:i:6:p:491-516)
  by Vance L. Martin & Andrew R. Tremayne & Robert C. Jung
• Some Aspects Of The Performance Of Diagnostic Checks In Bivariate Time Series Models (RePEc:bla:jtsera:v:7:y:1986:i:3:p:217-233)
  by D. S. Poskitt & A. R. Tremayne
• A threshold mixed count time series model: estimation and application (RePEc:bpj:sndecm:v:24:y:2020:i:2:p:18:n:7)
  by Dungey Mardi & Martin Vance L. & Tang Chrismin & Tremayne Andrew
• Testing a Time-Series for Difference Stationarity (RePEc:cam:camdae:9420)
  by McCabe,B.P.M. & Tremayne,A.R.
• Modelling monetary transmission in UK manufacturing industry (RePEc:cte:wsrepe:ws062911)
  by Tena Horrillo, Juan de Dios & Tremayne, A. R.
• F versus t tests for unit roots: a comment (RePEc:ebl:ecbull:eb-04c40002)
  by Paulo M. M. Rodrigues & Andrew Tremayne
• The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001 (RePEc:ecj:ac2004:66)
  by Tsung Ping Chung & Peter Dolton & Andrew Tremayne
• Testing Serial Dependence in Time Series Models of Counts (RePEc:ecm:wc2000:1563)
  by Robert C. Jung & Andrew R. Tremayne
• Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (RePEc:ect:emjrnl:v:12:y:2009:i:2:p:340-366)
  by S. de Silva & K. Hadri & A. R. Tremayne
• Exploring economic time series: a Bayesian graphical approach (RePEc:ect:emjrnl:v:6:y:2003:i:1:p:124-145)
  by J. M. Marriott & J. C. Naylor & A. R. Tremayne
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (RePEc:eee:csdana:v:49:y:2005:i:2:p:377-395)
  by Godfrey, L.G. & Tremayne, A.R.
• Exploratory data analysis and model criticism with posterior plots (RePEc:eee:csdana:v:54:y:2010:i:11:p:2707-2720)
  by Naylor, J.C. & Tremayne, A.R. & Marriott, J.M.
• Modelling monetary transmission in UK manufacturing industry (RePEc:eee:ecmode:v:26:y:2009:i:5:p:1053-1066)
  by Tena, Juan de Dios & Tremayne, A.R.
• Coherent forecasting in integer time series models (RePEc:eee:intfor:v:22:y:2006:i:2:p:223-238)
  by Jung, Robert C. & Tremayne, A.R.
• The selection and use of linear and bilinear time series models (RePEc:eee:intfor:v:2:y:1986:i:1:p:101-114)
  by Poskitt, D. S. & Tremayne, A. R.
• Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors (RePEc:ier:iecrev:v:17:y:1976:i:2:p:463-71)
  by Hendry, David F & Tremayne, Andrew R
• Review of STATGRAPHICS (RePEc:jae:japmet:v:9:y:1994:i:3:p:335-41)
  by Davies, N & Tremayne, A R
• Persistence and Nonstationary Models (RePEc:msh:ebswps:2003-16)
  by B.P.M. McCabe & G.M. Martin & A.R. Tremayne
• Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure (RePEc:oup:restud:v:57:y:1990:i:1:p:135-145.)
  by S. P. Burke & L. G. Godfrey & A. R. Tremayne
• The Development of a Migration Model for England and Wales: Overview and Modelling Out-Migration (RePEc:sae:envira:v:36:y:2004:i:9:p:1633-1672)
  by A Stewart Fotheringham & Phil Rees & Tony Champion & Stamatis Kalogirou & Andy R Tremayne
• Useful models for time series of counts or simply wrong ones? (RePEc:spr:alstar:v:95:y:2011:i:1:p:59-91)
  by Robert Jung & A. Tremayne
• Estimation in conditional first order autoregression with discrete support (RePEc:spr:stpapr:v:46:y:2005:i:2:p:195-224)
  by Robert Jung & Gerd Ronning & A. Tremayne
• R-squared and prediction in regression with ordered quantitative response (RePEc:taf:japsta:v:32:y:2005:i:5:p:483-493)
  by Diane Dancer & Andrew Tremayne
• The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation (RePEc:yor:yorken:94/8)
  by T. Hitiris & A.R. Tremayne
• Testing serial dependence in time series models of counts against some INARMA alternatives (RePEc:zbw:tuedps:204)
  by Jung, Robert & Tremayne, Andrew R.