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 3 3 306
A Two-Sample Non-Parametric Likelihood Ratio Test 0 0 0 261 1 3 5 985
Constructing Optimal Tests on a Lagged Dependent Variable 0 0 1 59 2 5 7 288
Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters 0 0 0 61 1 3 3 202
Edgeworth Expansions in Gaussian Autoregression 0 0 0 57 1 3 3 246
Exact Inference for the Unit Root Hypothesis 0 0 0 98 1 3 3 274
Goodness of Fit Tests via Exponential Series Density Estimation 0 0 0 62 1 3 3 305
Nonparametric Likelihood Ratio Tests 0 0 0 169 1 3 4 527
Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns 0 11 51 51 1 1 7 7
Nonparametric density estimation and testing 1 1 2 32 2 2 7 20
Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends 0 0 19 19 0 0 5 5
Saddlepoint Approximations for Optimal Unit Root Tests 0 0 0 21 1 3 4 76
Saddlepoint Approximations in Non-Stationary Time Series 0 1 1 95 1 4 4 474
Some Geometry for the Maximal Invariant in Linear Regression 0 0 0 189 1 3 6 585
The Available Information for Invariant Tests of a Unit Root 0 0 0 69 1 3 3 203
The role of information in nonstationary regression 0 1 24 24 0 1 7 7
Total Working Papers 1 14 98 1,352 16 43 74 4,510


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 18 0 1 3 41
A two-sample nonparametric likelihood ratio test 0 0 0 0 0 0 1 3
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 41
Constructing Optimal tests on a Lagged dependent variable 0 0 1 8 0 2 4 41
Correction to: Nonparametric series density estimation and testing 0 0 1 1 0 1 5 5
Edgeworth expansions in Gaussian autoregression 0 0 1 4 0 0 1 16
Goodness of fit tests via exponential series density estimation 0 0 0 11 0 0 0 42
Nonparametric series density estimation and testing 0 0 1 1 0 0 2 2
SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS 0 0 0 2 0 0 0 21
SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS 0 0 0 13 0 0 0 34
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT 0 0 0 4 0 1 4 30
THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS 1 1 1 17 1 1 1 77
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS 0 0 0 16 0 0 0 59
Total Journal Articles 1 1 5 104 1 6 21 412


Statistics updated 2019-09-09