Pat Marsh

Search results

• 2011

  A Two-sample Nonparametric Likelihood Ratio Test

  Marsh, P., 2011, In: Journal of Nonparametric Statistics. 22, 8, p. 1053-1065 13 p.

  Research output: Contribution to journal › Article › peer-review
• 2010

  Some geometry for the maximal invariant in time series regressions

  Marsh, P., 2010, In: Advances and Applications in Statistical Sciences. 1, p. 105-124 20 p.

  Research output: Contribution to journal › Article › peer-review
• 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

  Marsh, P., Jun 2009, In: Econometric Theory. 25, 3, p. 637-643 7 p.

  Research output: Contribution to journal › Article › peer-review

• Conditional information in projections of Gaussian vectors

  Marsh, P., Jan 2009, In: Communications in Statistics, Theory and Methods. 38, 3, p. 332-339 8 p.

  Research output: Contribution to journal › Article › peer-review

• The properties of Kullback-Leibler divergence for the unit root hypothesis

  Marsh, P., Dec 2009, In: Econometric Theory. 25, 6, p. 1662-1681 20 p.

  Research output: Contribution to journal › Article › peer-review
• 2007

  Constructing Optimal tests on a Lagged dependent variable

  Marsh, P., Feb 2007, In: Journal of Time Series Analysis. 28, 5, p. 723-743 20 p.

  Research output: Contribution to journal › Article › peer-review

• Goodness of fit tests via exponential series density estimation

  Marsh, P., Feb 2007, In: Computational Statistics & Data Analysis. 51, 5, p. 2428-2441 13 p.

  Research output: Contribution to journal › Article › peer-review

• The available information for invariant tests of a unit root

  Marsh, P., Aug 2007, In: Econometric Theory. 23, 4, p. 686-710 25 p.

  Research output: Contribution to journal › Article › peer-review
• 2004

  Transformations for multivariate statistics

  Marsh, P., Oct 2004, In: Econometric Theory. 20, 5, p. 963-987 25 p.

  Research output: Contribution to journal › Article › peer-review

  File
• 2001

  Edgeworth expansions in Gaussian autoregression

  Marsh, P., 1 Oct 2001, In: Statistics & Probability Letters. 54, 3, p. 233-241 9 p.

  Research output: Contribution to journal › Article › peer-review