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Finite sample bias of the least squares estimator in an AR(p) model : estimation, inference, simulation and examples
Patterson, Kerry D. - 1999
Persistent link: https://www.econbiz.de/10001423304
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Consumption: innovation persistence and the excess smoothness debate
Patterson, Kerry D. - In: Applied economics 28 (1996) 10, pp. 1245-1255
Persistent link: https://www.econbiz.de/10001207650
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An error correction system for integrated consumption and portfolio allocation decisions
Patterson, Kerry D. - In: Economics letters 35 (1991) 1, pp. 111-116
Persistent link: https://www.econbiz.de/10001098969
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Modelling the data measurement process for the index of production
Patterson, Kerry D. - In: Journal of the Royal Statistical Society 165 (2002) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10001706840
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Exploiting information in vintages of time-series data
Patterson, Kerry D. - In: International journal of forecasting 19 (2003) 2, pp. 177-197
Persistent link: https://www.econbiz.de/10001764882
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Vintage of data to use when there are multiple vintages of data? : Cointegration, weak exogeneity and common factors
Patterson, Kerry D. - 2000
Persistent link: https://www.econbiz.de/10001475366
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Which vintage of data to use when there are multiple vintages of data? : Cointegration, weak exogeneity and common factors
Patterson, Kerry D. - In: Economics letters 69 (2000) 2, pp. 115-121
Persistent link: https://www.econbiz.de/10001521604
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A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption
Patterson, Kerry D. - In: Economics letters 46 (1994) 3, pp. 215-222
Persistent link: https://www.econbiz.de/10001172370
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An integrated model of the data measurement and data generation processes with an application to consumers' expenditure
Patterson, Kerry D. - In: The economic journal : the journal of the Royal … 105 (1995) 428, pp. 54-76
Persistent link: https://www.econbiz.de/10001174304
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Forecasting the final vintage of real personal disposable income : a state space approach
Patterson, Kerry D. - In: International journal of forecasting 11 (1995) 3, pp. 395-405
Persistent link: https://www.econbiz.de/10001203017