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Brendan McCabe

Global rank #4709 94%

Institution: University of Liverpool

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1975

Most Recent: 2019

RePEc ID: pmc192 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.51 0.00 2.01
All Time 0.00 3.69 11.73 0.00 21.62

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 20.53

Publications (20)

Year Article Journal Tier Authors
2019 Approximate Bayesian forecasting International Journal of Forecasting B 4
2019 SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT Econometric Theory B 2
2017 Is MORE LESS? The role of data augmentation in testing for structural breaks Economics Letters C 2
2013 Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models International Journal of Forecasting B 4
2008 TESTING FOR LONG MEMORY Econometric Theory B 3
2008 Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach International Journal of Forecasting B 2
2007 MODIFIED KPSS TESTS FOR NEAR INTEGRATION Econometric Theory B 3
2006 A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION Econometric Theory B 3
2005 Bayesian predictions of low count time series International Journal of Forecasting B 2
2004 Forecasting discrete valued low count time series International Journal of Forecasting B 2
2003 SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE Econometric Theory B 3
2002 Stochastic cointegration: estimation and inference Journal of Econometrics A 3
1998 ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT Econometric Theory B 2
1994 A Simple Test for Cointegration. Oxford Bulletin of Economics and Statistics B 2
1992 A simple test for parameter constancy in a nonlinear time series regression model Economics Letters C 2
1989 Misspecification tests in econometrics based on ranks Journal of Econometrics A 1
1988 A Multiple Decision Theory Analysis of Structural Stability in Regression Econometric Theory B 1
1987 Testing regression models for random effects outliers under elliptical symmetry Economics Letters C 1
1983 The independence of tests for structural change in regression models Economics Letters C 2
1975 Tests for the Severity of Multicollinearity in Regression Analysis: A Comment. Review of Economics and Statistics A 2