Access Statistics for Patrick Marsh

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Measure of Distance for the Unit Root Hypothesis 0 0 0 85 0 0 0 326
A Two-Sample Non-Parametric Likelihood Ratio Test 0 0 0 269 0 1 2 1,026
Constructing Optimal Tests on a Lagged Dependent Variable 0 0 0 59 0 0 0 298
Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters 0 0 0 62 0 0 1 216
Edgeworth Expansions in Gaussian Autoregression 0 0 2 60 0 0 2 258
Exact Inference for the Unit Root Hypothesis 0 0 2 100 0 0 2 286
Goodness of Fit Tests via Exponential Series Density Estimation 0 0 0 62 0 0 1 318
Nonparametric Likelihood Ratio Tests 0 0 1 173 0 0 1 540
Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns 0 0 1 55 0 0 2 24
Nonparametric density estimation and testing 0 0 0 34 0 0 1 35
Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends 0 0 0 20 0 0 1 21
Saddlepoint Approximations for Optimal Unit Root Tests 0 0 0 24 0 1 1 94
Saddlepoint Approximations in Non-Stationary Time Series 0 0 0 98 0 0 0 499
Some Geometry for the Maximal Invariant in Linear Regression 0 0 0 196 0 0 0 611
The Available Information for Invariant Tests of a Unit Root 0 0 0 71 0 0 0 217
The role of information in nonstationary regression 0 0 0 24 0 0 1 15
Total Working Papers 0 0 6 1,392 0 2 15 4,784

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Review of Non‐Parametric Econometrics 0 0 0 19 1 1 1 53
A two-sample nonparametric likelihood ratio test 0 0 1 1 0 0 1 7
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor 0 0 0 9 0 0 0 43
Constructing Optimal tests on a Lagged dependent variable 0 0 0 8 0 0 0 45
Correction to: Nonparametric series density estimation and testing 0 0 0 1 0 0 0 8
Edgeworth expansions in Gaussian autoregression 0 0 0 5 0 0 0 25
Goodness of fit tests via exponential series density estimation 0 0 0 13 0 0 0 46
Nonparametric series density estimation and testing 0 0 0 1 0 1 1 3
SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS 0 0 0 2 0 0 0 28
SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS 0 0 0 14 1 1 1 44
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT 0 0 0 5 1 3 3 43
THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS 0 0 0 19 0 0 0 86
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS 0 0 0 16 1 1 1 65
Total Journal Articles 0 0 1 113 4 7 8 496

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Statistics updated 2025-03-03