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Andrew R. Tremayne

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Personal Details

First Name: Andrew
Middle Name: R.
Last Name: Tremayne
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RePEc Short-ID: ptr191

Email: [This author has chosen not to make the email address public]
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Affiliation

Management School
University of Liverpool
Location: Liverpool, United Kingdom
Homepage: http://www.liv.ac.uk/management/
Email:
Phone: 0151 795 3108
Fax: 0151 795 3004
Postal: Chatham Street, Liverpool, L69 7ZH
Handle: RePEc:edi:mslivuk (more details at EDIRC)

Works

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Working papers

  1. Juan de Dios Tena & A. R. Tremayne, 2006. "Modelling Monetary Transmission In Uk Manufacturing Industry," Statistics and Econometrics Working Papers ws062911, Universidad Carlos III, Departamento de Estadística y Econometría.
  2. Tsung Ping Chung & Peter Dolton & Andrew Tremayne, 2004. "The Determinants Of Teacher Supply: Time Series Evidence For The UK, 1962-2001," Royal Economic Society Annual Conference 2004 66, Royal Economic Society.
  3. B.P.M. McCabe & G.M. Martin & A.R. Tremayne, 2003. "Persistence and Nonstationary Models," Monash Econometrics and Business Statistics Working Papers 16/03, Monash University, Department of Econometrics and Business Statistics.
  4. Jung, Robert & Tremayne, Andrew R., 2001. "Testing serial dependence in time series models of counts against some INARMA alternatives," Tübinger Diskussionsbeiträge 204, University of Tübingen, School of Business and Economics.
  5. Robert C. Jung & Andrew R. Tremayne, 2000. "Testing Serial Dependence in Time Series Models of Counts," Econometric Society World Congress 2000 Contributed Papers 1563, Econometric Society, revised 22 Mar 2001.
  6. McCabe,B.P.M. & Tremayne,A.R., 1995. "Testing a Time-Series for Difference Stationarity," Cambridge Working Papers in Economics 9420, Faculty of Economics, University of Cambridge.
  7. T. Hitiris & A.R. Tremayne, . "The Dollar-Pound Exchange Rate in the 1920's: An Empirical Investigation," Discussion Papers 94/8, Department of Economics, University of York.

Articles

  1. Robert Jung & A. Tremayne, 2011. "Useful models for time series of counts or simply wrong ones?," AStA Advances in Statistical Analysis, Springer, vol. 95(1), pages 59-91, March.
  2. Robert C. Jung & A. R. Tremayne, 2011. "Convolution‐closed models for count time series with applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 268-280, 05.
  3. Naylor, J.C. & Tremayne, A.R. & Marriott, J.M., 2010. "Exploratory data analysis and model criticism with posterior plots," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2707-2720, November.
  4. S. de Silva & K. Hadri & A. R. Tremayne, 2009. "Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 340-366, 07.
  5. Tena, Juan de Dios & Tremayne, A.R., 2009. "Modelling monetary transmission in UK manufacturing industry," Economic Modelling, Elsevier, vol. 26(5), pages 1053-1066, September.
  6. Jung, Robert C. & Tremayne, A.R., 2006. "Coherent forecasting in integer time series models," International Journal of Forecasting, Elsevier, vol. 22(2), pages 223-238.
  7. B. P. M. McCabe & G. M. Martin & A. R. Tremayne, 2005. "Assessing Persistence In Discrete Nonstationary Time-Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(2), pages 305-317, 03.
  8. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
  9. Diane Dancer & Andrew Tremayne, 2005. "R-squared and prediction in regression with ordered quantitative response," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(5), pages 483-493.
  10. Robert Jung & Gerd Ronning & A. Tremayne, 2005. "Estimation in conditional first order autoregression with discrete support," Statistical Papers, Springer, vol. 46(2), pages 195-224, April.
  11. A Stewart Fotheringham & Phil Rees & Tony Champion & Stamatis Kalogirou & Andy R Tremayne, 2004. "The development of a migration model for England and Wales: overview and modelling out-migration," Environment and Planning A, Pion Ltd, London, vol. 36(9), pages 1633-1672, September.
  12. Robert C. Jung & A. R. Tremayne, 2003. "Testing for serial dependence in time series models of counts," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(1), pages 65-84, 01.
  13. J. M. Marriott & J. C. Naylor & A. R. Tremayne, 2003. "Exploring economic time series: a Bayesian graphical approach," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 124-145, 06.
  14. Leybourne, S J & McCabe, B P M & Tremayne, A R, 1996. "Can Economic Time Series Be Differenced to Stationarity?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 435-46, October.
  15. Davies, N & Tremayne, A R, 1994. "Review of STATGRAPHICS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(3), pages 335-41, July-Sept.
  16. Burke, S P & Godfrey, L G & Tremayne, A R, 1990. "Testing AR(1) against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure," Review of Economic Studies, Wiley Blackwell, vol. 57(1), pages 135-45, January.
  17. Tremayne, A. R., 1986. "Prediction Error Variances under Heteroscedasticity," Econometric Theory, Cambridge University Press, vol. 2(03), pages 452-454, December.
  18. Poskitt, D. S. & Tremayne, A. R., 1986. "The selection and use of linear and bilinear time series models," International Journal of Forecasting, Elsevier, vol. 2(1), pages 101-114.
  19. Hendry, David F & Tremayne, Andrew R, 1976. "Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 463-71, June.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2006-06-03. Author is listed
  2. NEP-ECM: Econometrics (1) 2003-09-28. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2003-09-28. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2006-06-03. Author is listed
  5. NEP-MON: Monetary Economics (1) 2006-06-03. Author is listed

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