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 1 2 14 340
A Two-Sample Non-Parametric Likelihood Ratio Test 0 0 0 269 0 0 9 1,036
Constructing Optimal Tests on a Lagged Dependent Variable 0 0 0 59 0 1 10 310
Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters 0 0 0 62 0 0 10 227
Edgeworth Expansions in Gaussian Autoregression 0 0 0 60 0 1 6 266
Exact Inference for the Unit Root Hypothesis 0 0 0 100 0 1 5 293
Goodness of Fit Tests via Exponential Series Density Estimation 0 0 0 62 0 0 4 322
Nonparametric Likelihood Ratio Tests 0 0 0 173 0 0 7 547
Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns 0 0 0 55 0 1 9 33
Nonparametric density estimation and testing 0 0 0 34 0 2 12 47
Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends 0 0 0 20 0 2 7 29
Saddlepoint Approximations for Optimal Unit Root Tests 0 0 0 24 0 1 11 105
Saddlepoint Approximations in Non-Stationary Time Series 0 0 0 98 0 1 8 507
Some Geometry for the Maximal Invariant in Linear Regression 0 0 0 196 2 2 13 626
The Available Information for Invariant Tests of a Unit Root 0 0 0 71 0 2 13 232
The role of information in nonstationary regression 0 0 0 24 0 0 13 28
Total Working Papers 0 0 0 1,392 3 16 151 4,948

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 0 0 5 58
A two-sample nonparametric likelihood ratio test 0 0 0 1 0 1 6 13
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 1 12 55
Constructing Optimal tests on a Lagged dependent variable 0 0 0 8 0 0 5 51
Correction to: Nonparametric series density estimation and testing 0 0 0 1 0 1 6 14
Edgeworth expansions in Gaussian autoregression 0 0 0 5 0 0 6 32
Goodness of fit tests via exponential series density estimation 0 0 0 13 0 0 5 51
Nonparametric series density estimation and testing 0 0 0 1 0 0 6 9
SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS 0 0 0 2 0 0 5 33
SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS 0 0 0 14 0 2 8 52
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT 0 0 0 5 0 1 9 52
THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS 0 0 0 19 0 1 5 92
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS 0 0 0 16 0 0 2 68
Total Journal Articles 0 0 0 113 0 7 80 580

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Statistics updated 2026-08-07