An Introduction to Applied Econometrics: A Time Series Approach

By K. Patterson. 2000

379 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/67b1bea1e8a387b9531f79b4f93f417c064e39cf

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Citations in the corpus

An overview of global gold market and gold price forecasting (2010, background): “As Kerry Patterson notes, random walk theory remembers the shock forever and it has infinite memory (Patterson, 2000).”
TESTS FOR NONLINEAR COINTEGRATION (2009, methodology): “In the linear cointegrating regression for the money demand equation (see, e.g., Hoffman and Rasche, 1991; Hoffman, Rasche and Tieslau, 1995; Lütkepohl, Teräsvirta and Wolters, 1999; Stock and Watson, 1993; and Ch. 10 of Patterson, 2000), model (16) without the nonlinear term has been used.”
Stock market performance and economic growth Empirical Evidence from Kenya using Causality Test Approach (2011, background): “Spurious regression is cited in [55], to exist where the test statistics show a significant relationship between variables in the regression model even though no such relationship exists between them.”
International Migration with Heterogeneous Agents: Theory and Evidence for Germany, 1967-2009 (2006, unknown): “β5 ln(ei,t−1) + β6∆ ln ( wft wit ) + β7∆ ln(wit) + β8∆ ln(eft) + β9∆ ln(eit) + β10∆si,t−1 + η′zit + μi + εit, (16)See Patterson (2000) for a detailed discussion.”
Information and Efficiency: Goal Arrival in Soccer Betting (2014, background): “Patterson (2000) contains critical values for the joint test involving γ0,c,m and γ1,c,m for a particular contract and match, but not the joint test including the lagged difference term, nor a panel variant of the test.”