Brendan P.M. McCabe

University of Liverpool - Management School (ULMS)

Chatham Street

Liverpool, L69 7ZH

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS

500

SSRN CITATIONS
Rank 38,396

SSRN RANKINGS

Top 38,396

in Total Papers Citations

5

CROSSREF CITATIONS

15

Scholarly Papers (10)

1.

Testing for Long Memory

Number of pages: 30 Posted: 10 Oct 2006
David Harris, Brendan P.M. McCabe and Stephen J. Leybourne
University of Melbourne - Department of Economics, University of Liverpool - Management School (ULMS) and University of Nottingham
Downloads 224 (167,480)
Citation 2

Abstract:

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Short memory, long memory, fractional processes, asymptotic normality

2.

A Residual-Based Test for Stochastic Cointegration

Number of pages: 22 Posted: 14 Jun 2006
Brendan P.M. McCabe, Stephen J. Leybourne and David Harris
University of Liverpool - Management School (ULMS), University of Nottingham and University of Melbourne - Department of Economics
Downloads 126 (273,649)

Abstract:

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3.

Modified KPSS Tests for Near Integration

Number of pages: 7 Posted: 10 Oct 2006
David Harris, Stephen J. Leybourne and Brendan P.M. McCabe
University of Melbourne - Department of Economics, University of Nottingham and University of Liverpool - Management School (ULMS)
Downloads 88 (348,800)
Citation 1

Abstract:

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Unit root test, stationarity test, near integration

4.

The Effect of Regression Design on Optimal Tests for Finding Break Positions

Number of pages: 27 Posted: 10 Nov 2016 Last Revised: 01 Feb 2017
Brendan P.M. McCabe and Yao Rao
University of Liverpool - Management School (ULMS) and The University of Liverpool
Downloads 34 (541,149)
Citation 1

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Structural Change, CUSUM Test, Bayes Rules, Multiple Decision Theory, Regression

5.

Analysis of Low Count Time Series Data by Poisson Autoregression

Number of pages: 22 Posted: 28 Aug 2004
R. K. Freeland and Brendan P.M. McCabe
University of Waterloo - Department of Statistics and Actuarial Science and University of Liverpool - Management School (ULMS)
Downloads 13 (677,767)
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6.

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 (685,412)
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Cramer representation, stochastic unit root model, stochastic integration, impulse response, variance ratio

7.

Score Statistics for Testing Serial Dependence in Count Data

Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 315-329, 2013
Number of pages: 15 Posted: 26 Apr 2013
Jiajing Sun and Brendan P.M. McCabe
University of Liverpool and University of Liverpool - Management School (ULMS)
Downloads 1 (776,594)
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Time series of counts, INAR model, Poisson autoregressive models, score test, Monte‐Carlo, size and power properties, random coefficient thinning, binomial thinning, beta‐binomial thinning, hypergeometric thinning

8.

Testing for Parameter Constancy in Non‐Gaussian Time Series

Journal of Time Series Analysis, Vol. 34, Issue 1, pp. 17-29, 2013
Number of pages: 13 Posted: 23 Dec 2012
Lu Han and Brendan P.M. McCabe
University of Liverpool and University of Liverpool - Management School (ULMS)
Downloads 1 (776,594)
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Non‐Gaussian Time Series, Discrete Valued Count Time Series, sup‐Test, CUSUM Test

9.

Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes

Journal of Time Series Analysis, Vol. 29, Issue 6, pp. 973-994, November 2008
Number of pages: 22 Posted: 27 Oct 2008
Ruijun Bu, Brendan P.M. McCabe and Kaddour Hadri
University of Liverpool - Management School (ULMS), University of Liverpool - Management School (ULMS) and Durham Business School
Downloads 1 (776,594)
Citation 1
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10.

Panel Stationarity Tests for Purchasing Power Parity with Cross-Sectional Dependence

Journal of Business and Economic Statistics, Vol. 23, 2005
Posted: 14 Jun 2006
David Harris, Stephen J. Leybourne and Brendan P.M. McCabe
University of Melbourne - Department of Economics, University of Nottingham and University of Liverpool - Management School (ULMS)

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