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 5 5 12 338
A Two-Sample Non-Parametric Likelihood Ratio Test 0 0 0 269 3 6 9 1,036
Constructing Optimal Tests on a Lagged Dependent Variable 0 0 0 59 3 4 10 309
Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters 0 0 0 62 1 3 10 227
Edgeworth Expansions in Gaussian Autoregression 0 0 0 60 1 3 6 265
Exact Inference for the Unit Root Hypothesis 0 0 0 100 0 0 4 292
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 1 1 7 547
Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns 0 0 0 55 2 2 8 32
Nonparametric density estimation and testing 0 0 0 34 1 3 10 45
Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends 0 0 0 20 1 2 5 27
Saddlepoint Approximations for Optimal Unit Root Tests 0 0 0 24 2 3 10 104
Saddlepoint Approximations in Non-Stationary Time Series 0 0 0 98 1 1 7 506
Some Geometry for the Maximal Invariant in Linear Regression 0 0 0 196 1 1 12 624
The Available Information for Invariant Tests of a Unit Root 0 0 0 71 1 3 12 230
The role of information in nonstationary regression 0 0 0 24 4 5 13 28
Total Working Papers 0 0 0 1,392 27 42 139 4,932

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 5 58
A two-sample nonparametric likelihood ratio test 0 0 0 1 1 1 5 12
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 6 7 11 54
Constructing Optimal tests on a Lagged dependent variable 0 0 0 8 0 0 6 51
Correction to: Nonparametric series density estimation and testing 0 0 0 1 0 1 5 13
Edgeworth expansions in Gaussian autoregression 0 0 0 5 1 1 7 32
Goodness of fit tests via exponential series density estimation 0 0 0 13 2 2 5 51
Nonparametric series density estimation and testing 0 0 0 1 2 3 6 9
SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS 0 0 0 2 2 2 5 33
SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS 0 0 0 14 2 3 6 50
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT 0 0 0 5 1 1 8 51
THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS 0 0 0 19 1 2 5 91
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS 0 0 0 16 1 1 3 68
Total Journal Articles 0 0 0 113 20 25 77 573

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Statistics updated 2026-05-06