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The effect of futures trading on cash market volatility : evidence from the London Stock Exchange
Robinson, Gary - In: Review of futures markets 13 (1994) 2, pp. 429-451
Persistent link: https://www.econbiz.de/10001169317
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Unit root tests in time series
Patterson, Kerry D. - 2011
Persistent link: https://www.econbiz.de/10009521320
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An introduction to applied econometrics : a time series approach
Patterson, Kerry D. - 2000
Persistent link: https://www.econbiz.de/10001591632
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Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D.; Sowell, Fallaw - 1994
Persistent link: https://www.econbiz.de/10000897124
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Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D. - 1994
Persistent link: https://www.econbiz.de/10000897126
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The stationarity of data revisions : a study of some national income aggregates
Patterson, Kerry D.; Heravi, Saeed M.; Ash, J. C. K - 1989 - Preliminary draft
Persistent link: https://www.econbiz.de/10000766105
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Carmichael's arctan trend : precursor of smooth transition functions
Mills, Terence C.; Patterson, Kerry D. - 2013
Persistent link: https://www.econbiz.de/10010201211
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Optimal linear filtering, smoothing and trend extraction for the m-th differences of a unit root process : a singular spectrum analysis approach
Thomakos, Dimitrios D.; Hassani, Hossein; Patterson, … - 2013
Persistent link: https://www.econbiz.de/10010201220
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Log-periodogram estimation of the long-memory parameter : a review and evaluation of competing estimators
Heravi, Saeed M.; Patterson, Kerry D. - 2013
Persistent link: https://www.econbiz.de/10010201225
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Carmichael's Arctan trend : precursor of smooth transition functions
Mills, Terence C.; Patterson, Kerry D. - In: Journal of the history of economic thought 37 (2015) 4, pp. 537-557
Persistent link: https://www.econbiz.de/10011454395