3
H index
0
i10 index
21
Citations
Patrick Marsh : Citation Profile
University of Nottingham | RESEARCH PRODUCTION: 12 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1998 - 2019). 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:
| Cites to:
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Main data
Where Patrick Marsh has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 6 |
| Statistical Methods & Applications | 2 |
Recent works citing Patrick Marsh (2024 and 2023)
| Year | Title of citing document |
|---|
Works by Patrick Marsh:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Constructing Optimal tests on a Lagged dependent variable In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 2006 | Constructing Optimal Tests on a Lagged Dependent Variable.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1998 | SADDLEPOINT APPROXIMATIONS FOR NONCENTRAL QUADRATIC FORMS In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2004 | TRANSFORMATIONS FOR MULTIVARIATE STATISTICS In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 2007 | THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 4 |
| The Available Information for Invariant Tests of a Unit Root.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
| 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 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2009 | THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2011 | SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2007 | Goodness of fit tests via exponential series density estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| Goodness of Fit Tests via Exponential Series Density Estimation.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2001 | Edgeworth expansions in Gaussian autoregression In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | Edgeworth Expansions in Gaussian Autoregression.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Nonparametric density estimation and testing In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The role of information in nonstationary regression In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Nonparametric series density estimation and testing In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2019 | Correction to: Nonparametric series density estimation and testing In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 0 |
| 2010 | A two-sample nonparametric likelihood ratio test In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 1 |
| A Two-Sample Non-Parametric Likelihood Ratio Test.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2000 | Exact Inference for the Unit Root Hypothesis In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Nonparametric Likelihood Ratio Tests In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Saddlepoint Approximations in Non-Stationary Time Series In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| Some Geometry for the Maximal Invariant in Linear Regression In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 | |
| 2002 | A Measure of Distance for the Unit Root Hypothesis In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Data Driven Likelihood Ratio Tests for Goodness-of-Fit with Estimated Parameters In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| Saddlepoint Approximations for Optimal Unit Root Tests In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team