Items where Author is "Patterson, Professor Kerry"

Hassani, H., Leonenko, N. and Patterson, K. (2012) The sample autocorrelation function and the detection of long-memory processes. Physica A: Statistical Mechanics and its Applications, 391 (24). pp. 6367-6379. ISSN 0378-4371 doi: 10.1016/j.physa.2012.07.062

Patterson, K. D. and Mills, T. C., eds. (2009) Palgrave handbook of econometrics. Volume 1. Econometric theory. Palgrave Macmillan, pp1128. ISBN 9781403941558

Mills, T.C. and Patterson, K., eds. (2009) Palgrave handbook of econometrics: volume 2 applied econometrics. Palgrave Macmillan. ISBN 9781403917997

Patterson, K. D. (2009) A primer for unit root testing. Palgrave Texts in Econometrics. Palgrave, pp302. ISBN 9781403902047

Patterson, K. D. (2007) Bias reduction through first-order mean correction, bootstrapping and recursive mean adjustment. Journal of Applied Statistics, 34 (1). pp. 23-45. ISSN 1360-0532

Heravi, S. and Patterson, K. (2005) Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the long-memory parameter for real exchange rates. The Manchester School, 73 (2). pp. 165-213. ISSN 1467-9957 doi: 10.1111/j.1467-9957.2005.00441.x

Patterson, K. D. and Heravi, S. M. (2004) Rebasing, common cycles, and some practical implications of modelling data revisions. Journal of Official Statistics, 20 (4). pp. 631-644. ISSN 0282-423X

Patterson, K. D. and Heravi, S. M. (2004) Revisions to official data on U.S. GNP: a multivariate assessment of different vintages. Journal of Official Statistics, 20 (4). pp. 573-602. ISSN 0282-423X