Patrick Marsh

Contact

• workRoom B42 Sir Clive Granger
  University Park
  Nottingham
  NG7 2RD
  UK
• work0115 84 667144
• Patrick.Marsh@nottingham.ac.uk
• https://ideas.repec.org/f/pma2702.html

Biography

Patrick's complete cv can be downloaded here in pdf format.

Recent Publications

• PATRICK MARSH, 2019. Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends Journal of Time Series Analysis.
• PATRICK MARSH, 2019. The role of information in nonstationary regression Statistics: A Journal of Theoretical and Applied Statistics.
• PATRICK MARSH, 2018. Nonparametric series density estimation and testing Statistical Methods & Applications: Journal of the Italian Statistical Society. 28(1), 77-99
• PATRICK MARSH, 2014. Approximation for the conditional distribution of the mle with application to autoregression Advances and Applications in Statistics. 42(1), 15-32

• View all publications

1) Hausman type tests for nonparametric likelihood https://www.nottingham.ac.uk/research/groups/grangercentre/publication/1503.aspx

2) Nonparametric density estimation and testing

https://www.nottingham.ac.uk/research/groups/grangercentre/publication/1603.aspx

3) Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns

https://www.nottingham.ac.uk/research/groups/grangercentre/publication/1902.aspx

4) Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends

https://www.nottingham.ac.uk/research/groups/grangercentre/publication/1903.aspx

5) The role of information in nonstationary regression

https://www.nottingham.ac.uk/research/groups/grangercentre/publication/1904.aspx

• PATRICK MARSH, 2019. Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends Journal of Time Series Analysis.
• PATRICK MARSH, 2019. The role of information in nonstationary regression Statistics: A Journal of Theoretical and Applied Statistics.
• PATRICK MARSH, 2018. Nonparametric series density estimation and testing Statistical Methods & Applications: Journal of the Italian Statistical Society. 28(1), 77-99
• PATRICK MARSH, 2014. Approximation for the conditional distribution of the mle with application to autoregression Advances and Applications in Statistics. 42(1), 15-32
• PATRICK MARSH, 2013. A Review of Non-Parametric Econometrics The Econometrics Journal. 16(2), B1-B3
• PATRICK MARSH, 2013. Saddlepoint Approximation for the estimator on a lagged dependent variable Advances and Applications in Statistics. 36(2), 105-118
• MARSH, P., 2011. Saddlepoint and estimated saddlepoint approximations for optimal unit root tests Econometric Theory. 27(5), 1026-1047
• MARSH, P., 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
• MARSH, P., 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 Econometric Theory. 25(3), 637-643
• MARSH, P., 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