Useful models for time series of counts or simply wrong ones? Zbl 1443.62269
Jung, Robert C.; Tremayne, A. R. |
|
2011
|
Estimation in conditional first order autoregression with discrete support. Zbl 1083.62089
Jung, Robert C.; Ronning, Gerd; Tremayne, A. R. |
|
2005
|
Testing a time series for difference stationarity. Zbl 0838.62082
McCabe, B. P. M.; Tremayne, A. R. |
|
1995
|
Binomial thinning models for integer time series. Zbl 07257128
Jung, Robert C.; Tremayne, A. R. |
|
2006
|
Testing for serial dependencies in time series models of counts. Zbl 1022.62080
Jung, Robert C.; Tremayne, A. R. |
|
2003
|
Diagnostic tests for multiple time series models. Zbl 0487.62074
Poskitt, D. S.; Tremayne, A. R. |
|
1982
|
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models. Zbl 1429.62667
Godfrey, L. G.; Tremayne, A. R. |
|
2005
|
Convolution-closed models for count time series with applications. Zbl 1290.62078
Jung, Robert C.; Tremayne, A. R. |
|
2011
|
An approach to testing linear time series models. Zbl 0479.62069
Poskitt, D. S.; Tremayne, A. R. |
|
1981
|
Testing AR(1) against MA(1) disturbances in the linear regression model: An alternative procedure. Zbl 0694.62041
Burke, S. P.; Godfrey, L. G.; Tremayne, A. R. |
|
1990
|
Checks of model adequacy for univariate time series models and their application to econometric relationships (with comments by A. K. Bera and P. Newbold, M. McAleer, J. Geweke and reply). Zbl 0718.62201
Godfrey, L. G.; Tremayne, A. R. |
|
1988
|
Testing the specification of a fitted autoregressive-moving average model. Zbl 0433.62058
Poskitt, D. S.; Tremayne, A. R. |
|
1980
|
Efficient method of moments estimators for integer time series models. Zbl 1311.62150
Martin, Vance L.; Tremayne, Andrew R.; Jung, Robert C. |
|
2014
|
Elements of modern asymptotic theory with statistical applications. Zbl 0859.62004
McCabe, Brendan; Tremayne, Andrew |
|
1993
|
Testing misspecification in vector time series models with exogenous variables. Zbl 0553.62078
Poskitt, D. S.; Tremayne, A. R. |
|
1984
|
Some aspects of the performance of diagnostic checks in bivariate time series models. Zbl 0596.62087
Poskitt, D. S.; Tremayne, A. R. |
|
1986
|
Determining a portfolio of linear time series models. Zbl 0604.62085
Poskitt, D. S.; Tremayne, A. R. |
|
1987
|
Estimating systems of dynamic reduced form equations with vector autoregressive errors. Zbl 0335.62071
Hendry, David F.; Tremayne, Andrew R. |
|
1976
|
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application. Zbl 1284.62532
de Silva, S.; Hadri, K.; Tremayne, A. R. |
|
2009
|
A threshold mixed count time series model: estimation and application. Zbl 07675524
Dungey, Mardi; Martin, Vance L.; Tang, Chrismin; Tremayne, Andrew |
|
2020
|
Exploring economic time series: a Bayesian graphical approach. Zbl 1059.91080
Marriott, J. M.; Naylor, J. C.; Tremayne, A. R. |
|
2003
|
A threshold mixed count time series model: estimation and application. Zbl 07675524
Dungey, Mardi; Martin, Vance L.; Tang, Chrismin; Tremayne, Andrew |
|
2020
|
Efficient method of moments estimators for integer time series models. Zbl 1311.62150
Martin, Vance L.; Tremayne, Andrew R.; Jung, Robert C. |
|
2014
|
Useful models for time series of counts or simply wrong ones? Zbl 1443.62269
Jung, Robert C.; Tremayne, A. R. |
|
2011
|
Convolution-closed models for count time series with applications. Zbl 1290.62078
Jung, Robert C.; Tremayne, A. R. |
|
2011
|
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application. Zbl 1284.62532
de Silva, S.; Hadri, K.; Tremayne, A. R. |
|
2009
|
Binomial thinning models for integer time series. Zbl 07257128
Jung, Robert C.; Tremayne, A. R. |
|
2006
|
Estimation in conditional first order autoregression with discrete support. Zbl 1083.62089
Jung, Robert C.; Ronning, Gerd; Tremayne, A. R. |
|
2005
|
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models. Zbl 1429.62667
Godfrey, L. G.; Tremayne, A. R. |
|
2005
|
Testing for serial dependencies in time series models of counts. Zbl 1022.62080
Jung, Robert C.; Tremayne, A. R. |
|
2003
|
Exploring economic time series: a Bayesian graphical approach. Zbl 1059.91080
Marriott, J. M.; Naylor, J. C.; Tremayne, A. R. |
|
2003
|
Testing a time series for difference stationarity. Zbl 0838.62082
McCabe, B. P. M.; Tremayne, A. R. |
|
1995
|
Elements of modern asymptotic theory with statistical applications. Zbl 0859.62004
McCabe, Brendan; Tremayne, Andrew |
|
1993
|
Testing AR(1) against MA(1) disturbances in the linear regression model: An alternative procedure. Zbl 0694.62041
Burke, S. P.; Godfrey, L. G.; Tremayne, A. R. |
|
1990
|
Checks of model adequacy for univariate time series models and their application to econometric relationships (with comments by A. K. Bera and P. Newbold, M. McAleer, J. Geweke and reply). Zbl 0718.62201
Godfrey, L. G.; Tremayne, A. R. |
|
1988
|
Determining a portfolio of linear time series models. Zbl 0604.62085
Poskitt, D. S.; Tremayne, A. R. |
|
1987
|
Some aspects of the performance of diagnostic checks in bivariate time series models. Zbl 0596.62087
Poskitt, D. S.; Tremayne, A. R. |
|
1986
|
Testing misspecification in vector time series models with exogenous variables. Zbl 0553.62078
Poskitt, D. S.; Tremayne, A. R. |
|
1984
|
Diagnostic tests for multiple time series models. Zbl 0487.62074
Poskitt, D. S.; Tremayne, A. R. |
|
1982
|
An approach to testing linear time series models. Zbl 0479.62069
Poskitt, D. S.; Tremayne, A. R. |
|
1981
|
Testing the specification of a fitted autoregressive-moving average model. Zbl 0433.62058
Poskitt, D. S.; Tremayne, A. R. |
|
1980
|
Estimating systems of dynamic reduced form equations with vector autoregressive errors. Zbl 0335.62071
Hendry, David F.; Tremayne, Andrew R. |
|
1976
|