Patrick Marsh

Available identifiers

Publication	Date of Publication	Type
Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends	2020-05-27	Paper
Nonparametric series density estimation and testing	2019-09-11	Paper
The role of information in nonstationary regression	2019-05-15	Paper
https://portal.mardi4nfdi.de/entity/Q5177474	2015-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q5410389	2014-04-16	Paper
The available information for invariant tests of a unit root	2012-05-14	Paper
Saddlepoint and estimated saddlepoint approximations for optimal unit root tests	2011-11-22	Paper
Some geometry for the maximal invariant in time series regressions	2011-06-27	Paper
A two-sample nonparametric likelihood ratio test	2011-01-13	Paper
THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS	2009-12-15	Paper
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	2009-09-30	Paper
Goodness of fit tests via exponential series density estimation	2009-05-29	Paper
Conditional Information in Projections of Gaussian Vectors	2009-04-23	Paper
Constructing Optimal tests on a Lagged dependent variable	2008-06-18	Paper
A note on the geometry and power of unit root tests	2008-02-07	Paper
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS	2005-10-18	Paper
Edgeworth expansions in Gaussian autoregression	2002-06-27	Paper

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