Andy Tremayne

The University of Sydney - Discipline of Econometrics and Business Statistics

Associate Professor

Room No 482

Sydney NSW 2006

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

23

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Assessing Persistence in Discrete Nonstationary Time-Series Models

Number of pages: 13 Posted: 18 Feb 2005
Brendan P.M. McCabe, G. M. Martin and Andy Tremayne
University of Liverpool - Management School (ULMS), Monash University and The University of Sydney - Discipline of Econometrics and Business Statistics
Downloads 12 (695,550)
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Abstract:

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Cramer representation, stochastic unit root model, stochastic integration, impulse response, variance ratio

2.

Testing for Serial Dependence in Time Series Models of Counts

Number of pages: 20 Posted: 03 Jun 2003
Robert Jung and Andy Tremayne
University of Hohenheim - Institute of Economics and The University of Sydney - Discipline of Econometrics and Business Statistics
Downloads 11 (703,359)
Citation 1
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Abstract:

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