3
H index
0
i10 index
21
Citations
University of Nottingham | 3 H index 0 i10 index 21 Citations RESEARCH PRODUCTION: 12 Articles 16 Papers RESEARCH ACTIVITY: 21 years (1998 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma2702 |
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: |
Journals with more than one article published | # docs |
---|---|
Econometric Theory | 6 |
Statistical Methods & Applications | 2 |
Year | Title of citing document |
---|
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