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 1 13 340
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 1 1 11 311
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 0 6 266
Exact Inference for the Unit Root Hypothesis 0 0 0 100 0 0 5 293
Goodness of Fit Tests via Exponential Series Density Estimation 0 0 0 62 0 0 3 322
Nonparametric Likelihood Ratio Tests 0 0 0 173 1 1 8 548
Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns 0 0 0 55 0 0 9 33
Nonparametric density estimation and testing 0 0 0 34 0 0 10 47
Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends 0 0 0 20 1 1 7 30
Saddlepoint Approximations for Optimal Unit Root Tests 0 0 0 24 2 2 13 107
Saddlepoint Approximations in Non-Stationary Time Series 0 0 0 98 0 0 8 507
Some Geometry for the Maximal Invariant in Linear Regression 0 0 0 196 0 2 13 626
The Available Information for Invariant Tests of a Unit Root 0 0 0 71 0 0 12 232
The role of information in nonstationary regression 0 0 0 24 1 1 14 29
Total Working Papers 0 0 0 1,392 6 9 151 4,954

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 1 5 59
A two-sample nonparametric likelihood ratio test 0 0 0 1 0 0 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 13 56
Constructing Optimal tests on a Lagged dependent variable 0 0 0 8 1 1 6 52
Correction to: Nonparametric series density estimation and testing 0 0 0 1 0 0 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 2 2 6 53
Nonparametric series density estimation and testing 0 0 0 1 0 0 5 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 2 2 10 54
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT 0 0 0 5 0 0 9 52
THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS 0 0 0 19 0 0 5 92
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS 0 0 0 16 0 0 2 68
Total Journal Articles 0 0 0 113 5 7 84 587

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11