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~person:"McCabe, Brendan Peter Martin"
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McCabe, Brendan Peter Martin
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
258
Phillips, Peter C. B.
237
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215
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Persistence and nonstationary models
McCabe, Brendan Peter Martin
;
Martin, Gael M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001854477
Saved in:
12
Model selection, estimation and forecasting in INAR(p) models : a likelihood-based Markov Chain approach
Bu, Ruijun
;
McCabe, Brendan Peter Martin
- In:
International journal of forecasting
24
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003661278
Saved in:
13
Testing for long memory
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10003894122
Saved in:
14
Modified KPSS tests for near integration
Harris, David
;
Leybourne, Stephen James
;
McCabe, …
- In:
Econometric theory
23
(
2007
)
2
,
pp. 355-363
Persistent link: https://www.econbiz.de/10003429743
Saved in:
15
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
Saved in:
16
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
Saved in:
17
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
Saved in:
18
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
Saved in:
19
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
Saved in:
20
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
Saved in:
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