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Tremayne, Andrew R.

Co-Author Distance
Author ID: tremayne.andrew-r Recent zbMATH articles by "Tremayne, Andrew R."
Published as: Tremayne, A. R.; Tremayne, Andrew; Tremayne, Andrew R.
Documents Indexed: 24 Publications since 1976, including 1 Book
Co-Authors: 16 Co-Authors with 24 Joint Publications
190 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
6 Jung, Robert C.
6 Poskitt, Donald Stephen
3 Godfrey, Leslie George
3 McCabe, Brendan P. M.
2 Marriott, John M.
2 Martin, Vance L.
2 Naylor, J. C.
1 Bera, Anil K.
1 Burke, Simon P.
1 Dancer, Diane
1 DeSilva, Sirilath J.
1 Dungey, Mardi
1 Geweke, John F.
1 Hadri, Kaddour
1 Hendry, David F.
1 Martin, Gael M.
1 McAleer, Michael
1 Ronning, Gerd
1 Tang, Chrismin
all top 5

Serials

5 Journal of Time Series Analysis
3 The Annals of Statistics
2 Biometrika
2 Computational Statistics and Data Analysis
2 The Econometrics Journal
1 International Economic Review
1 The Review of Economic Studies
1 Econometric Reviews
1 Journal of the Royal Statistical Society. Series B
1 Statistical Papers
1 Studies in Nonlinear Dynamics and Econometrics
1 Journal of Applied Statistics
1 Statistical Modelling
1 AStA. Advances in Statistical Analysis

Fields

23 Statistics (62-XX)
3 Numerical analysis (65-XX)
3 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Probability theory and stochastic processes (60-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

21 Publications have been cited 246 times in 205 Documents Cited by ▼ Year ▼
Useful models for time series of counts or simply wrong ones? Zbl 1443.62269
Jung, Robert C.; Tremayne, A. R.
41
2011
Estimation in conditional first order autoregression with discrete support. Zbl 1083.62089
Jung, Robert C.; Ronning, Gerd; Tremayne, A. R.
39
2005
Testing a time series for difference stationarity. Zbl 0838.62082
McCabe, B. P. M.; Tremayne, A. R.
21
1995
Binomial thinning models for integer time series. Zbl 07257128
Jung, Robert C.; Tremayne, A. R.
20
2006
Testing for serial dependencies in time series models of counts. Zbl 1022.62080
Jung, Robert C.; Tremayne, A. R.
19
2003
Diagnostic tests for multiple time series models. Zbl 0487.62074
Poskitt, D. S.; Tremayne, A. R.
18
1982
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models. Zbl 1429.62667
Godfrey, L. G.; Tremayne, A. R.
14
2005
Convolution-closed models for count time series with applications. Zbl 1290.62078
Jung, Robert C.; Tremayne, A. R.
13
2011
An approach to testing linear time series models. Zbl 0479.62069
Poskitt, D. S.; Tremayne, A. R.
11
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.
9
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.
9
1988
Testing the specification of a fitted autoregressive-moving average model. Zbl 0433.62058
Poskitt, D. S.; Tremayne, A. R.
9
1980
Efficient method of moments estimators for integer time series models. Zbl 1311.62150
Martin, Vance L.; Tremayne, Andrew R.; Jung, Robert C.
7
2014
Elements of modern asymptotic theory with statistical applications. Zbl 0859.62004
McCabe, Brendan; Tremayne, Andrew
5
1993
Testing misspecification in vector time series models with exogenous variables. Zbl 0553.62078
Poskitt, D. S.; Tremayne, A. R.
2
1984
Some aspects of the performance of diagnostic checks in bivariate time series models. Zbl 0596.62087
Poskitt, D. S.; Tremayne, A. R.
2
1986
Determining a portfolio of linear time series models. Zbl 0604.62085
Poskitt, D. S.; Tremayne, A. R.
2
1987
Estimating systems of dynamic reduced form equations with vector autoregressive errors. Zbl 0335.62071
Hendry, David F.; Tremayne, Andrew R.
2
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.
1
2009
A threshold mixed count time series model: estimation and application. Zbl 07675524
Dungey, Mardi; Martin, Vance L.; Tang, Chrismin; Tremayne, Andrew
1
2020
Exploring economic time series: a Bayesian graphical approach. Zbl 1059.91080
Marriott, J. M.; Naylor, J. C.; Tremayne, A. R.
1
2003
A threshold mixed count time series model: estimation and application. Zbl 07675524
Dungey, Mardi; Martin, Vance L.; Tang, Chrismin; Tremayne, Andrew
1
2020
Efficient method of moments estimators for integer time series models. Zbl 1311.62150
Martin, Vance L.; Tremayne, Andrew R.; Jung, Robert C.
7
2014
Useful models for time series of counts or simply wrong ones? Zbl 1443.62269
Jung, Robert C.; Tremayne, A. R.
41
2011
Convolution-closed models for count time series with applications. Zbl 1290.62078
Jung, Robert C.; Tremayne, A. R.
13
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.
1
2009
Binomial thinning models for integer time series. Zbl 07257128
Jung, Robert C.; Tremayne, A. R.
20
2006
Estimation in conditional first order autoregression with discrete support. Zbl 1083.62089
Jung, Robert C.; Ronning, Gerd; Tremayne, A. R.
39
2005
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models. Zbl 1429.62667
Godfrey, L. G.; Tremayne, A. R.
14
2005
Testing for serial dependencies in time series models of counts. Zbl 1022.62080
Jung, Robert C.; Tremayne, A. R.
19
2003
Exploring economic time series: a Bayesian graphical approach. Zbl 1059.91080
Marriott, J. M.; Naylor, J. C.; Tremayne, A. R.
1
2003
Testing a time series for difference stationarity. Zbl 0838.62082
McCabe, B. P. M.; Tremayne, A. R.
21
1995
Elements of modern asymptotic theory with statistical applications. Zbl 0859.62004
McCabe, Brendan; Tremayne, Andrew
5
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.
9
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.
9
1988
Determining a portfolio of linear time series models. Zbl 0604.62085
Poskitt, D. S.; Tremayne, A. R.
2
1987
Some aspects of the performance of diagnostic checks in bivariate time series models. Zbl 0596.62087
Poskitt, D. S.; Tremayne, A. R.
2
1986
Testing misspecification in vector time series models with exogenous variables. Zbl 0553.62078
Poskitt, D. S.; Tremayne, A. R.
2
1984
Diagnostic tests for multiple time series models. Zbl 0487.62074
Poskitt, D. S.; Tremayne, A. R.
18
1982
An approach to testing linear time series models. Zbl 0479.62069
Poskitt, D. S.; Tremayne, A. R.
11
1981
Testing the specification of a fitted autoregressive-moving average model. Zbl 0433.62058
Poskitt, D. S.; Tremayne, A. R.
9
1980
Estimating systems of dynamic reduced form equations with vector autoregressive errors. Zbl 0335.62071
Hendry, David F.; Tremayne, Andrew R.
2
1976
all cited Publications top 5 cited Publications
all top 5

Cited by 302 Authors

28 Weiß, Christian H.
11 Wang, Dehui
10 Tremayne, Andrew R.
7 Bourguignon, Marcelo
6 Zhu, Fukang
5 Jung, Robert C.
5 Lee, Sangyeol
5 McCabe, Brendan P. M.
5 Poskitt, Donald Stephen
5 Schweer, Sebastian
5 Yang, Kai
4 Godfrey, Leslie George
4 Jentsch, Carsten
4 Karlis, Dimitris
4 Vasconcellos, Klaus Leite Pinto
3 Aleksandrov, Boris
3 Kim, Heeyoung
3 King, Maxwell Leslie
3 Li, Han
3 Martin, Vance L.
3 Mohammadpour, Mehrnaz
3 Nagakura, Daisuke
3 Nastić, Aleksandar S.
3 Pedeli, Xanthi
3 Ristić, Miroslav M.
3 Silva, Maria Eduarda
3 Trapani, Lorenzo
3 Zhang, Haixiang
2 Alencar, Airlane Pereira
2 Aries, Nawel
2 Barreto-Souza, Wagner
2 Bentarzi, Mohamed
2 Bera, Anil K.
2 Chen, Cathy W. S.
2 Distaso, Walter
2 Dong, Xiaogang
2 Feld, Martin H. J. M.
2 Gonçalves, Esmeralda
2 Hallin, Marc
2 Homburg, Annika
2 Jowaheer, Vandna
2 Kang, Jiwon
2 Khan, Naushad Mamode
2 Larsson, Rolf
2 Li, Qi
2 McAleer, Michael
2 Mendes Lopes, Nazaré
2 Newbold, Paul
2 Orme, Chris D.
2 Pereira, Isabel M. S.
2 Puig, Pedro
2 Puri, Madan Lal
2 Salau, M. O.
2 Scotto, Manuel González
2 Shamma, Nisreen
2 Silvapulle, Paramsothy
2 Sunecher, Yuvraj
2 Taylor, A. M. Robert
2 Veraart, Almut E. D.
2 Westerlund, Joakim
1 Abadir, Karim M.
1 Agiakloglou, Christos
1 Ahlgren, Niklas
1 Ahn, Sung Ki
1 Aknouche, Abdelhakim
1 Alba, Anna
1 Alwan, Layth C.
1 Andersson, Jonas
1 Angelini, Giovanni
1 Antonio, Katrien
1 Araújo, Maria Ivanilde
1 Arbués, Ignacio
1 Awale, Manik
1 Backus, David K.
1 Baillie, Richard T.
1 Bakouch, Hassan S.
1 Baltagi, Badi H.
1 Bamdadi, Rana
1 Barndorff-Nielsen, Ole Eiler
1 Basu, Ayanendranath
1 Begum, Nelufa
1 Belsley, David A.
1 Beran, Jan
1 Bhamani, Feroz
1 Bhansali, Rajendra J.
1 Bilias, Yannis
1 Bisaglia, Luisa
1 Biswas, Atanu
1 Bole, Velimir
1 Borges, Patrick
1 Boswijk, H. Peter
1 Bravo, Francesco
1 Brüggemann, Ralf
1 Brunner, Edgar
1 Canale, Antonio
1 Catani, Paul
1 Cavaliere, Giuseppe
1 Chakraborty, Soumya
1 Charemza, Wojciech W.
1 Chen, Gemai
...and 202 more Authors
all top 5

Cited in 56 Serials

26 Journal of Time Series Analysis
15 Journal of Econometrics
14 Computational Statistics and Data Analysis
14 Statistical Papers
11 Communications in Statistics. Simulation and Computation
10 Communications in Statistics. Theory and Methods
10 Journal of Statistical Computation and Simulation
7 Journal of Multivariate Analysis
7 Statistics & Probability Letters
7 Journal of Applied Statistics
6 Journal of Statistical Planning and Inference
5 Econometric Reviews
5 Journal of Time Series Econometrics
4 Metrika
4 Statistical Modelling
4 AStA. Advances in Statistical Analysis
3 Scandinavian Journal of Statistics
3 Economics Letters
3 Test
3 Studies in Nonlinear Dynamics and Econometrics
3 Australian & New Zealand Journal of Statistics
3 Econometric Theory
3 Brazilian Journal of Probability and Statistics
2 Bernoulli
2 Statistical Methodology
1 The American Statistician
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 International Journal of Control
1 Journal of Mathematical Analysis and Applications
1 Problems of Information Transmission
1 Applied Mathematics and Computation
1 Journal of the American Statistical Association
1 Mathematics and Computers in Simulation
1 Statistica Neerlandica
1 Statistics
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Mathematical and Computer Modelling
1 Trabajos de Estadistica
1 Computational Statistics
1 Applied Mathematical Modelling
1 The Econometrics Journal
1 Communications in Nonlinear Science and Numerical Simulation
1 Applied Stochastic Models in Business and Industry
1 Hacettepe Journal of Mathematics and Statistics
1 Statistical Methods and Applications
1 Journal of Forecasting
1 Journal of the Korean Statistical Society
1 Journal of Statistical Theory and Practice
1 European Journal of Pure and Applied Mathematics
1 Journal of Business and Economic Statistics
1 Bayesian Analysis
1 Journal of Applied Mathematics, Statistics and Informatics
1 Statistical Theory and Related Fields
all top 5

Cited in 12 Fields

202 Statistics (62-XX)
23 Probability theory and stochastic processes (60-XX)
16 Numerical analysis (65-XX)
10 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Computer science (68-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Combinatorics (05-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Astronomy and astrophysics (85-XX)
1 Systems theory; control (93-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year