Patrick Marsh : Citation Profile


Are you Patrick Marsh?

University of Nottingham

3

H index

0

i10 index

21

Citations

RESEARCH PRODUCTION:

13

Articles

16

Papers

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 1
   Journals where Patrick Marsh has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 14 (40 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2702
   Updated: 2024-01-16    RAS profile: 2020-11-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Marsh.

Is cited by:

Harvey, David (5)

Leybourne, Stephen (5)

Taylor, Robert (4)

LINTON, OLIVER (3)

Whitehouse, Emily (1)

van Garderen, Kees Jan (1)

Schluter, Christian (1)

Goncalves, Silvia (1)

Ghoshray, Atanu (1)

Forchini, Giovanni (1)

Loperfido, Nicola (1)

Cites to:

Phillips, Peter (18)

Dufour, Jean-Marie (7)

Ploberger, Werner (6)

Perron, Pierre (6)

King, Maxwell (5)

Whiteman, Charles (4)

Kiviet, Jan (4)

Stock, James (4)

DeJong, David (4)

Elliott, Graham (4)

Hillier, Grant (3)

Main data


Where Patrick Marsh has published?


Journals with more than one article published# docs
Econometric Theory6
Statistical Methods & Applications2

Recent works citing Patrick Marsh (2024 and 2023)


YearTitle of citing document

Works by Patrick Marsh:


YearTitleTypeCited
2007Constructing Optimal tests on a Lagged dependent variable In: Journal of Time Series Analysis.
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article6
2006Constructing Optimal Tests on a Lagged Dependent Variable.(2006) In: Discussion Papers.
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This paper has nother version. Agregated cites: 6
paper
1998SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS In: Econometric Theory.
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article2
2004TRANSFORMATIONS FOR MULTIVARIATE STATISTICS In: Econometric Theory.
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article5
2007THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT In: Econometric Theory.
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article4
The Available Information for Invariant Tests of a Unit Root.() In: Discussion Papers.
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This paper has nother version. Agregated cites: 4
paper
2009COMMENTARIES 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 In: Econometric Theory.
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article0
2009THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS In: Econometric Theory.
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article1
2011SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS In: Econometric Theory.
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article0
2007Goodness of fit tests via exponential series density estimation In: Computational Statistics & Data Analysis.
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article0
Goodness of Fit Tests via Exponential Series Density Estimation.() In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2001Edgeworth expansions in Gaussian autoregression In: Statistics & Probability Letters.
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article0
2000Edgeworth Expansions in Gaussian Autoregression.(2000) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2016Nonparametric density estimation and testing In: Discussion Papers.
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paper0
2019Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns In: Discussion Papers.
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paper0
2019Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends In: Discussion Papers.
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paper0
2019The role of information in nonstationary regression In: Discussion Papers.
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paper0
2019Nonparametric series density estimation and testing In: Statistical Methods & Applications.
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article0
2019Correction to: Nonparametric series density estimation and testing In: Statistical Methods & Applications.
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article0
2010A two-sample nonparametric likelihood ratio test In: Journal of Nonparametric Statistics.
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article1
A Two-Sample Non-Parametric Likelihood Ratio Test.() In: Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2013A Review of Non?Parametric Econometrics In: Econometrics Journal.
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article0
2000Exact Inference for the Unit Root Hypothesis In: Discussion Papers.
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paper0
2000Nonparametric Likelihood Ratio Tests In: Discussion Papers.
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paper0
2000Saddlepoint Approximations in Non-Stationary Time Series In: Discussion Papers.
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paper0
Some Geometry for the Maximal Invariant in Linear Regression In: Discussion Papers.
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paper1
2002A Measure of Distance for the Unit Root Hypothesis In: Discussion Papers.
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paper1
2006Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters In: Discussion Papers.
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paper0
Saddlepoint Approximations for Optimal Unit Root Tests In: Discussion Papers.
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paper0

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