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 1 303
A Two-Sample Non-Parametric Likelihood Ratio Test 0 0 1 261 0 1 3 982
Constructing Optimal Tests on a Lagged Dependent Variable 0 1 1 59 0 1 5 283
Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters 0 0 0 61 0 0 0 199
Edgeworth Expansions in Gaussian Autoregression 0 0 0 57 0 0 1 243
Exact Inference for the Unit Root Hypothesis 0 0 0 98 0 0 0 271
Goodness of Fit Tests via Exponential Series Density Estimation 0 0 0 62 0 0 1 302
Nonparametric Likelihood Ratio Tests 0 0 0 169 0 0 1 524
Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns 5 40 40 40 0 6 6 6
Nonparametric density estimation and testing 0 0 1 31 0 1 6 18
Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends 0 19 19 19 1 5 5 5
Saddlepoint Approximations for Optimal Unit Root Tests 0 0 0 21 0 0 1 73
Saddlepoint Approximations in Non-Stationary Time Series 0 0 0 94 0 0 0 470
Some Geometry for the Maximal Invariant in Linear Regression 0 0 0 189 0 0 3 582
The Available Information for Invariant Tests of a Unit Root 0 0 0 69 0 0 1 200
The role of information in nonstationary regression 4 23 23 23 1 6 6 6
Total Working Papers 9 83 85 1,338 2 20 40 4,467


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 0 3 40
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 1 2 39
Correction to: Nonparametric series density estimation and testing 1 1 1 1 3 4 4 4
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 1 1 1 1 2 2 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 0 3 29
THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS 0 0 0 16 0 0 0 76
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS 0 0 0 16 0 0 0 59
Total Journal Articles 2 2 4 103 5 7 16 406


Statistics updated 2019-06-03