| A consistent test for a unit root SJ Leybourne, BPM McCabe Journal of Business & Economic Statistics 12 (2), 157-166, 1994 | 398 | 1994 |
| Forecasting discrete valued low count time series RK Freeland, BPM McCabe International Journal of Forecasting 20 (3), 427-434, 2004 | 211 | 2004 |
| Analysis of low count time series data by Poisson autoregression RK Freeland, BPM McCabe Journal of time series analysis 25 (5), 701-722, 2004 | 191 | 2004 |
| Can economic time series be differenced to stationarity? SJ Leybourne, BPM McCabe, AR Tremayne Journal of Business & Economic Statistics 14 (4), 435-446, 1996 | 178 | 1996 |
| A test for heteroscedasticity based on ordinary least squares residuals MJ Harrison, BPM McCabe Journal of the American Statistical Association 74 (366a), 494-499, 1979 | 152 | 1979 |
| Bayesian predictions of low count time series BPM McCabe, GM Martin International Journal of Forecasting 21 (2), 315-330, 2005 | 126 | 2005 |
| Panel stationarity tests for purchasing power parity with cross-sectional dependence D Harris, S Leybourne, B McCabe Journal of Business & Economic Statistics 23 (4), 395-409, 2005 | 111 | 2005 |
| Testing a time series for difference stationarity BPM McCabe, AR Tremayne The Annals of Statistics, 1015-1028, 1995 | 97 | 1995 |
| Asymptotic properties of CLS estimators in the Poisson AR (1) model RK Freeland, B McCabe Statistics & probability letters 73 (2), 147-153, 2005 | 95 | 2005 |
| Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes R Bu, B McCabe, K Hadri Journal of time series analysis 29 (6), 973-994, 2008 | 86 | 2008 |
| A Simple Test for Cointegration. SJ Leybourne, BPM McCabe Oxford Bulletin of Economics & Statistics 56 (1), 1994 | 83 | 1994 |
| Randomized unit root processes for modelling and forecasting financial time series: theory and applications SJ Leybourne, BPM McCabe, TC Mills Journal of Forecasting 15 (3), 253-270, 1996 | 78 | 1996 |
| Efficient probabilistic forecasts for counts BPM McCabe, GM Martin, D Harris Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2011 | 72 | 2011 |
| Model selection, estimation and forecasting in INAR (p) models: A likelihood-based Markov chain approach R Bu, B McCabe International journal of forecasting 24 (1), 151-162, 2008 | 70 | 2008 |
| Testing the constancy of regression relationships over time using least squares residuals BPM McCabe, MJ Harrison Journal of the Royal Statistical Society Series C: Applied Statistics 29 (2 …, 1980 | 69 | 1980 |
| On the distribution of some test statistics for coefficient constancy SJ Leybourne, BPM McCabe Biometrika 76 (1), 169-177, 1989 | 55 | 1989 |
| Testing for long memory D Harris, B McCabe, S Leybourne Econometric Theory 24 (1), 143-175, 2008 | 54 | 2008 |
| Stochastic cointegration: estimation and inference D Harris, B McCabe, S Leybourne Journal of Econometrics 111 (2), 363-384, 2002 | 54 | 2002 |
| The independence of tests for structural change in regression models GDA Phillips, BP McCabe Economics Letters 12 (3-4), 283-287, 1983 | 51 | 1983 |
| Elements of modern asymptotic theory with statistical applications B McCabe, A Tremayne Manchester University Press, 1993 | 50 | 1993 |
