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Can economic time series be differenced to stationarity?

Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446

Persistent link: https://www.econbiz.de/10001209345

A simple test for parameter constancy in a nonlinear time series regression model

Leybourne, Stephen James - In: Economics letters 38 (1992) 2, pp. 157-162

Persistent link: https://www.econbiz.de/10001122957

Modified stationarity tests with data-dependent model-selection rules

Leybourne, Stephen James; McCabe, Brendan Peter Martin - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 2, pp. 264-270

Persistent link: https://www.econbiz.de/10001410705

A consistent test for a unit root

Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 157-166

Persistent link: https://www.econbiz.de/10001167122

Bayesian predictions of low time series

McCabe, Brendan Peter Martin; Martin, Gael M. - In: International journal of forecasting 21 (2005) 2, pp. 315-330

Persistent link: https://www.econbiz.de/10002687880

Persistence and nonstationary models

McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2003

Persistent link: https://www.econbiz.de/10001854477

Testing for dependence in non-Gaussian time series data

McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2004

Persistent link: https://www.econbiz.de/10002121951

Forecasting discrete valued low count time series

Freeland, R. K.; McCabe, Brendan Peter Martin - In: International journal of forecasting 20 (2004) 3, pp. 427-434

Persistent link: https://www.econbiz.de/10002169191

Model Averaging of Integer-Valued Autoregressive Model With Covariates

Sun, Jiajing; Sun, Yuying; Zhang, Xinyu; McCabe, Brendan - 2021

This article considers model averaging in the class of the integer-valued autoregressive (INAR) processes. The INAR process is a class of structural models that can be used to model dependent count data in fields such as medicine, economics, finance and marketing. It specifies the data...

Persistent link: https://www.econbiz.de/10013227421

A quasi-locally most powerful test for correlation in the conditional variance of positive data

McCabe, Brendan Peter Martin; Martin, Gael M.; … - 2010

Persistent link: https://www.econbiz.de/10008661679