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Patrick Marsh

Associate Professor, Faculty of Social Sciences

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Biography

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

Recent 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

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