Staff Profile:

Name:

Professor Kerry Patterson

Job Title:

Professor

Responsibilities:

Director, Economics Analysis Research Group, Quantitative Group Director; Timetable Officer; Promotions Committee (Professors).

Areas of Interest:

Time series econometrics; the econometrics of nonstationary processes; national income and accounts data, construction and revision. Macroeconomic forecasting models, construction and evaluation.

Research groups / Centres:

• Economic Analysis Research Group (EARG)

Publications:

Y

Jump to: 2012 | 2009 | 2007 | 2005 | 2004

Number of items: 8.

2012

• 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

2009

• 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

2007

• 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

2005

• 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

2004

• 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 Wed May 22 20:21:05 2013 BST.

Affiliations:

Editor: Palgrave-MacMillan Texts in Econometrics; Editor: Palgrave-MacMillan Handbooks of Econometrics.