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Patrick Marsh

Associate Professor, Faculty of Social Sciences

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PATRICK W MARSH, 2011. Saddlepoint and estimated saddlepoint approximations for optimal unit root tests Econometric Theory. 27(6), 1026-1047
PATRICK W MARSH, 2010. A two-sample nonparametric likelihood ratio test Journal of Nonparametric Statistics. 22(8), 1053-1065
PATRICK W MARSH, 2010. Some geometry for the maximal invariant in time series regressions Advances and Applications in Statistical Science. 1(2), 105-124
PATRICK W MARSH, 2009. Unit root testing in practice dealing with uncertainty over the trend and initial condition, comment. Econometric Theory. 25(3), 637-643

PATRICK W MARSH, 2011. Saddlepoint and estimated saddlepoint approximations for optimal unit root tests Econometric Theory. 27(6), 1026-1047
PATRICK W MARSH, 2010. A two-sample nonparametric likelihood ratio test Journal of Nonparametric Statistics. 22(8), 1053-1065
PATRICK W MARSH, 2010. Some geometry for the maximal invariant in time series regressions Advances and Applications in Statistical Science. 1(2), 105-124
PATRICK W MARSH, 2009. Unit root testing in practice dealing with uncertainty over the trend and initial condition, comment. Econometric Theory. 25(3), 637-643
PATRICK W MARSH, 2009. The properties of Kullback-Leibler divergence for the unit root hypothesis Econometric Theory. 25(6), 1662-1681
PATRICK W MARSH, 2008. Conditional information in projections of Gaussian vectors Communications in Statistics - Theory and Methods. 38(3), 332-339

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