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Efficient probabilistic forecasts for counts
McCabe, Brendan P. M.; Martin, Gael M.; Harris, David - In: Journal of the Royal Statistical Society Series B 73 (2011) 2, pp. 253-272
Persistent link: https://www.econbiz.de/10009210412
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Assessing Persistence In Discrete Nonstationary Time-Series Models
McCabe, B. P. M.; Martin, G. M.; Tremayne, A. R. - In: Journal of Time Series Analysis 26 (2005) 2, pp. 305-317
The aim of this paper is to examine the application of measures of persistence in a range of time-series models nested in the framework of Cramer (1961). This framework is a generalization of the Wold (1938) decomposition for stationary time-series which, in addition to accommodating the...
Persistent link: https://www.econbiz.de/10005315164
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SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
Harris, David; McCabe, Brendan; Leybourne, Stephen - In: Econometric Theory 19 (2003) 05, pp. 829-864
Persistent link: https://www.econbiz.de/10005250078
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Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence
Harris, David; Leybourne, Stephen; McCabe, Brendan - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 395-409
Persistent link: https://www.econbiz.de/10008223084
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TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David; Leybourne, Stephen; Mccabe, Brendan - In: Econometric theory 23 (2007) 2, pp. 355-363
Persistent link: https://www.econbiz.de/10007614042
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SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10006967469
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Stochastic cointegration: estimation and inference
Harris, David; Mccabe, Brendan; Leybourne, Stephen - In: Journal of econometrics 111 (2002) 2, pp. 363-384
Persistent link: https://www.econbiz.de/10006766555
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A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
Mccabe, Brendan; Leybourne, Stephen; Harris, David - In: Econometric theory 22 (2006) 3, pp. 429-456
Persistent link: https://www.econbiz.de/10006955205
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MODIFIED KPSS TESTS FOR NEAR INTEGRATION
Harris, David; Leybourne, Stephen; McCabe, Brendan - In: Econometric Theory 23 (2007) 02, pp. 355-363
Persistent link: https://www.econbiz.de/10005104600