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 2 328
A Two-Sample Non-Parametric Likelihood Ratio Test 0 0 0 269 0 1 3 1,028
Constructing Optimal Tests on a Lagged Dependent Variable 0 0 0 59 0 3 5 303
Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters 0 0 0 62 2 6 7 223
Edgeworth Expansions in Gaussian Autoregression 0 0 0 60 1 1 3 261
Exact Inference for the Unit Root Hypothesis 0 0 0 100 1 2 4 290
Goodness of Fit Tests via Exponential Series Density Estimation 0 0 0 62 1 2 3 321
Nonparametric Likelihood Ratio Tests 0 0 0 173 2 4 4 544
Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns 0 0 0 55 2 4 4 28
Nonparametric density estimation and testing 0 0 0 34 2 2 4 39
Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends 0 0 0 20 0 1 3 24
Saddlepoint Approximations for Optimal Unit Root Tests 0 0 0 24 4 6 7 100
Saddlepoint Approximations in Non-Stationary Time Series 0 0 0 98 2 3 3 502
Some Geometry for the Maximal Invariant in Linear Regression 0 0 0 196 3 7 9 620
The Available Information for Invariant Tests of a Unit Root 0 0 0 71 3 5 8 225
The role of information in nonstationary regression 0 0 0 24 4 4 4 19
Total Working Papers 0 0 0 1,392 27 52 73 4,855

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 2 4 56
A two-sample nonparametric likelihood ratio test 0 0 0 1 1 1 1 8
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 1 2 2 45
Constructing Optimal tests on a Lagged dependent variable 0 0 0 8 1 1 2 47
Correction to: Nonparametric series density estimation and testing 0 0 0 1 1 2 2 10
Edgeworth expansions in Gaussian autoregression 0 0 0 5 1 4 5 30
Goodness of fit tests via exponential series density estimation 0 0 0 13 0 1 2 48
Nonparametric series density estimation and testing 0 0 0 1 2 2 4 6
SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS 0 0 0 2 1 2 2 30
SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS 0 0 0 14 1 2 3 46
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT 0 0 0 5 1 4 6 47
THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS 0 0 0 19 1 2 3 89
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS 0 0 0 16 0 1 3 67
Total Journal Articles 0 0 0 113 11 26 39 529

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Statistics updated 2026-01-09