Edit Profile (opens in new tab) Marsh, Patrick Author ID: marsh.patrick Published as: Marsh, Patrick Documents Indexed: 18 Publications since 2001 Co-Authors 18 single-authored all top 5 Serials 5 Econometric Theory 2 Journal of Time Series Analysis 2 Advances and Applications in Statistics 1 Statistics & Probability Letters 1 Statistics 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Journal of Nonparametric Statistics 1 Far East Journal of Theoretical Statistics 1 The Econometrics Journal 1 Statistical Methods and Applications 1 Advances and Applications in Statistical Sciences Fields 18 Statistics (62-XX) 6 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Differential geometry (53-XX) Publications by Year all cited Publications top 5 cited Publications 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 1237.62121Marsh, Patrick 9 2007 Transformations for multivariate statistics. Zbl 1071.62049Marsh, Patrick 5 2004 Constructing optimal tests on a lagged dependent variable. Zbl 1150.62049Marsh, Patrick 3 2007 The properties of Kullback-Leibler divergence for the unit root hypothesis. Zbl 1179.62124Marsh, Patrick 3 2009 Saddlepoint and estimated saddlepoint approximations for optimal unit root tests. Zbl 1226.62083Marsh, Patrick 2 2011 Goodness of fit tests via exponential series density estimation. Zbl 1161.62361Marsh, Patrick 2 2007 Approximation for the conditional distribution of the MLE with application to autoregression. Zbl 1307.62035Marsh, Patrick 1 2014 Edgeworth expansions in Gaussian autoregression. Zbl 0988.62009Marsh, 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 1277.62213Marsh, Patrick 1 2009 A two-sample nonparametric likelihood ratio test. Zbl 1294.62097Marsh, Patrick 1 2010 Approximation for the conditional distribution of the MLE with application to autoregression. Zbl 1307.62035Marsh, Patrick 1 2014 Saddlepoint and estimated saddlepoint approximations for optimal unit root tests. Zbl 1226.62083Marsh, Patrick 2 2011 A two-sample nonparametric likelihood ratio test. Zbl 1294.62097Marsh, Patrick 1 2010 The properties of Kullback-Leibler divergence for the unit root hypothesis. Zbl 1179.62124Marsh, 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 1277.62213Marsh, Patrick 1 2009 The available information for invariant tests of a unit root. Zbl 1237.62121Marsh, Patrick 9 2007 Constructing optimal tests on a lagged dependent variable. Zbl 1150.62049Marsh, Patrick 3 2007 Goodness of fit tests via exponential series density estimation. Zbl 1161.62361Marsh, Patrick 2 2007 Transformations for multivariate statistics. Zbl 1071.62049Marsh, Patrick 5 2004 Edgeworth expansions in Gaussian autoregression. Zbl 0988.62009Marsh, Patrick 1 2001 all cited Publications top 5 cited Publications all top 5 Cited by 23 Authors 8 Marsh, Patrick 3 Taylor, A. M. Robert 2 Harvey, David I. 2 Leybourne, Stephen J. 1 Baringhaus, Ludwig 1 Battey, Heather S. 1 Bizzarri, Michal 1 Forchini, Giovanni 1 Gonçalves, Sílvia 1 Inchenko, O. V. 1 Kolbe, Dashiell 1 Lávička, Miroslav 1 Linton, Oliver Bruce 1 Loperfido, Nicola M. R. 1 Martellosio, Federico 1 Meddahi, Nour 1 Provost, Serge B. 1 Schluter, Christian 1 Sheng, Susan 1 Smeekes, Stephan 1 van Garderen, Kees Jan 1 Wang, Liqiong 1 Wu, Ximing all top 5 Cited in 13 Serials 8 Econometric Theory 3 Journal of Econometrics 2 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Statistics 1 Communications in Statistics. Theory and Methods 1 Statistical Papers 1 Journal of Nonparametric Statistics 1 Journal of Interdisciplinary Mathematics 1 South East Asian Journal of Mathematics and Mathematical Sciences 1 Statistical Methods and Applications 1 Chebyshevskiĭ Sbornik 1 Journal of Time Series Econometrics all top 5 Cited in 7 Fields 21 Statistics (62-XX) 4 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 Algebraic geometry (14-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Group theory and generalizations (20-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year