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Panel stationarity tests for purchasing power parity with cross-sectional dependence

Harris, David; Leybourne, Stephen James; McCabe, … - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 395-409

Persistent link: https://www.econbiz.de/10003193432

A residual-based test for stochastic cointegration

McCabe, Brendan Peter Martin; Leybourne, Stephen James; … - In: Econometric theory 22 (2006) 3, pp. 429-456

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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

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Approximate Bayesian computation in state space models

Martin, Gael M.; McCabe, Brendan Peter Martin; … - 2014

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Data-driven particle filters for Particle Markov Chain Monte Carlo

Leung, Patrick; Forbes, Catherine Scipione; Martin, Gael M. - 2016

Persistent link: https://www.econbiz.de/10011781784

Is MORE LESS? : the role of data augmentation in testing for structural breaks

Rao, Yao; McCabe, Brendan Peter Martin - In: Economics letters 155 (2017), pp. 131-134

Persistent link: https://www.econbiz.de/10011821631

Approximate Bayesian forecasting

Frazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M. - 2018

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Approximate Bayesian forecasting

Frazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M. - In: International journal of forecasting 35 (2019) 2, pp. 521-539

Persistent link: https://www.econbiz.de/10012300696

Distributions you can count on ... but what’s the point?

McCabe, Brendan Peter Martin; Skeels, Christopher L. - In: Econometrics : open access journal 8 (2020) 1/9, pp. 1-36

The Poisson regression model remains an important tool in the econometric analysis of count data. In a pioneering contribution to the econometric analysis of such models, Lung-Fei Lee presented a specification test for a Poisson model against a broad class of discrete distributions sometimes...

Persistent link: https://www.econbiz.de/10012265393

Semiparametric independence testing for time series of counts and the role of the support

Harris, David; McCabe, Brendan Peter Martin - In: Econometric theory 35 (2019) 6, pp. 1111-1145

Persistent link: https://www.econbiz.de/10012149280