Number of items: 8.
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: https://doi.org/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: https://doi.org/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
This list was generated on Thu Nov 21 13:51:14 2024 UTC.