×
Author ID: marsh.patrick Recent zbMATH articles by "Marsh, Patrick"
Published as: Marsh, Patrick
Documents Indexed: 18 Publications since 2001

Co-Authors

18 single-authored

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 28 times in 23 Documents Cited by Year
The available information for invariant tests of a unit root. Zbl 1237.62121
Marsh, Patrick
9
2007
Transformations for multivariate statistics. Zbl 1071.62049
Marsh, Patrick
5
2004
Constructing optimal tests on a lagged dependent variable. Zbl 1150.62049
Marsh, Patrick
3
2007
The properties of Kullback-Leibler divergence for the unit root hypothesis. Zbl 1179.62124
Marsh, Patrick
3
2009
Saddlepoint and estimated saddlepoint approximations for optimal unit root tests. Zbl 1226.62083
Marsh, Patrick
2
2011
Goodness of fit tests via exponential series density estimation. Zbl 1161.62361
Marsh, Patrick
2
2007
Approximation for the conditional distribution of the MLE with application to autoregression. Zbl 1307.62035
Marsh, Patrick
1
2014
Edgeworth expansions in Gaussian autoregression. Zbl 0988.62009
Marsh, Patrick
1
2001
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. Zbl 1277.62213
Marsh, Patrick
1
2009
A two-sample nonparametric likelihood ratio test. Zbl 1294.62097
Marsh, Patrick
1
2010
Approximation for the conditional distribution of the MLE with application to autoregression. Zbl 1307.62035
Marsh, Patrick
1
2014
Saddlepoint and estimated saddlepoint approximations for optimal unit root tests. Zbl 1226.62083
Marsh, Patrick
2
2011
A two-sample nonparametric likelihood ratio test. Zbl 1294.62097
Marsh, Patrick
1
2010
The properties of Kullback-Leibler divergence for the unit root hypothesis. Zbl 1179.62124
Marsh, Patrick
3
2009
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. Zbl 1277.62213
Marsh, Patrick
1
2009
The available information for invariant tests of a unit root. Zbl 1237.62121
Marsh, Patrick
9
2007
Constructing optimal tests on a lagged dependent variable. Zbl 1150.62049
Marsh, Patrick
3
2007
Goodness of fit tests via exponential series density estimation. Zbl 1161.62361
Marsh, Patrick
2
2007
Transformations for multivariate statistics. Zbl 1071.62049
Marsh, Patrick
5
2004
Edgeworth expansions in Gaussian autoregression. Zbl 0988.62009
Marsh, Patrick
1
2001

Citations by Year