Photo of Em P Andy Tremayne

Em P Andy Tremayne BSc(Econ) MSc

Professor of Econometrics (part-time) Economics

Publications

2020

Maximum-Likelihood Estimation in a Special Integer Autoregressive Model (Journal article)

Jung, R. C., & Tremayne, A. R. (2020). Maximum-Likelihood Estimation in a Special Integer Autoregressive Model. Econometrics, 8(2). doi:10.3390/econometrics8020024

DOI: 10.3390/econometrics8020024

2014

Efficient Methods of Moments Estimators for Integer Time Series Models (Journal article)

Martin, V. L., Tremayne, A. R., & Jung, R. C. (2014). Efficient Methods of Moments Estimators for Integer Time Series Models. Journal of Time Series Analysis, 35(6), 491-516. doi:10.1111/jtsa.12078

DOI: 10.1111/jtsa.12078

2011

Convolution-closed models for count time series with applications (Journal article)

Jung, R. C., & Tremayne, A. R. (2011). Convolution-closed models for count time series with applications. Journal of Time Series Analysis, 32(3), 268-280. doi:10.1111/j.1467-9892.2010.00697.x

DOI: 10.1111/j.1467-9892.2010.00697.x

Useful Models for Time Series of Counts or Simply Wrong Ones? (Journal article)

Jung, R. C., & Tremayne, A. R. (2011). Useful Models for Time Series of Counts or Simply Wrong Ones?. Advances in Statistical Analysis, 95, 59-91.

2010

Exploratory Data Analysis and Model Criticism with Posterior Plots (Journal article)

Naylor, J. C., Tremayne, A. R., & Marriott, J. M. (2010). Exploratory Data Analysis and Model Criticism with Posterior Plots. Computational Statistics and Data Analysis, 54, 2721-2735.

2009

Modelling monetary transmission in UK manufacturing industry (Journal article)

Tena, J. D. D., & Tremayne, A. R. (2009). Modelling monetary transmission in UK manufacturing industry. Economic Modelling, 26(5), 1053-1066. doi:10.1016/j.econmod.2009.04.003

DOI: 10.1016/j.econmod.2009.04.003

Panel Unit Root tests in the Presence of Cross-sectional Dependence: Finite Sample Performance and an Application (Journal article)

de Silva, S., Hadri, K., & Tremayne, A. R. (2009). Panel Unit Root tests in the Presence of Cross-sectional Dependence: Finite Sample Performance and an Application. The Econometrics Journal, 12, 340-366.

2005

Assessing Persistence In Discrete Nonstationary Time-Series Models (Journal article)

McCabe, B. P. M., Martin, G. M., & Tremayne, A. R. (2005). Assessing Persistence In Discrete Nonstationary Time-Series Models. Journal of Time Series Analysis, 26(2), 305-317. doi:10.1111/j.1467-9892.2005.00402.x

DOI: 10.1111/j.1467-9892.2005.00402.x