Kerry D. Patterson

Available identifiers

Publication	Date of Publication	Type
Multivariate singular spectrum analysis for forecasting revisions to real-time data	2020-09-30	Paper
Unit root tests in time series. Volume 1. Key concepts and problems	2016-06-28	Paper
Unit root tests in time series. Volume 2. Extensions and developments	2015-01-06	Paper
The Lagrange multiplier test for autocorrelation in the presence of linear restrictions	2013-10-24	Paper
Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment	2007-09-13	Paper
The impact of fat-tailed distributions on some leading unit roots tests	2007-09-11	Paper
Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors	2000-10-26	Paper
Bias reduction in autoregressive models	2000-08-21	Paper
A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption	1997-02-27	Paper
A state space model for reducing the uncertainty associated with preliminary vintages of data with an application to aggregate consumption	1995-01-12	Paper

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