Patrick Marsh

Names

Contact

Affiliations

• University of Nottingham → School of Economics
  • website
  • location: Nottingham, United Kingdom

Research profile

author of:

• Nonparametric density estimation and testing
  by Patrick Marsh
• Saddlepoint Approximations for Optimal Unit Root Tests
  by Patrick Marsh
• Some Geometry for the Maximal Invariant in Linear Regression
  by Patrick Marsh
• Goodness of fit tests via exponential series density estimation
  by Marsh, Patrick
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
  by Marsh, Patrick
• A Measure of Distance for the Unit Root Hypothesis
  by Patrick Marsh
• Nonparametric Likelihood Ratio Tests
  by Patrick Marsh
• Saddlepoint Approximations in Non-Stationary Time Series
  by Patrick Marsh
• Goodness of Fit Tests via Exponential Series Density Estimation
  by Patrick Marsh
• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS
  by Marsh, Patrick
• THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS
  by Marsh, Patrick
• Exact Inference for the Unit Root Hypothesis
  by Giovanni Forchini & Patrick Marsh
• A Two-Sample Non-Parametric Likelihood Ratio Test
  by Patrick Marsh
• The Available Information for Invariant Tests of a Unit Root
  by Patrick Marsh
• Edgeworth Expansions in Gaussian Autoregression
  by Patrick Marsh
• Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters
  by Patrick Marsh
• 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
  by Marsh, Patrick
• Constructing Optimal tests on a Lagged dependent variable
  by Patrick Marsh
• A two-sample nonparametric likelihood ratio test
  by Patrick Marsh
• A Review of Non‐Parametric Econometrics
  by Patrick Marsh
• THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
  by Marsh, Patrick
• Edgeworth expansions in Gaussian autoregression
  by Marsh, Patrick
• Constructing Optimal Tests on a Lagged Dependent Variable
  by Patrick Marsh
• Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends
  by Patrick Marsh
• Correction to: Nonparametric series density estimation and testing
  by Patrick Marsh
• The role of information in nonstationary regression
  by Patrick Marsh
• Nonparametric series density estimation and testing
  by Patrick Marsh
• Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns
  by Patrick Marsh
• SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS
  by Marsh, Patrick W. N.