Em P Andy Tremayne
BSc(Econ) MSc

Professor of Econometrics (part-time)
Economics

Part of
School of Management
Faculty of Humanities and Social Sciences

Contact

A.Tremayne@liverpool.ac.uk

Publications

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2020

Maximum-Likelihood Estimation in a Special Integer Autoregressive Model

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
: Journal article

2014

Efficient Methods of Moments Estimators for Integer Time Series Models

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
: Journal article

2011

Convolution-closed models for count time series with applications

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
: Journal article

Useful Models for Time Series of Counts or Simply Wrong Ones?

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.

: Journal article

2010

Exploratory Data Analysis and Model Criticism with Posterior Plots

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.

: Journal article

2009

Modelling monetary transmission in UK manufacturing industry

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
: Journal article

Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

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. Econometrics Journal, 12(2), 340-366. doi:10.1111/j.1368-423x.2009.00287.x

DOI: 10.1111/j.1368-423x.2009.00287.x
: Journal article

2005

Assessing Persistence In Discrete Nonstationary Time‐Series Models

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
: Journal article