Associate Professor, Faculty of Social Sciences
Patrick's complete cv can be downloaded here in pdf format.
1) Hausman type tests for nonparametric likelihood https://www.nottingham.ac.uk/research/groups/grangercentre/publication/1503.aspx
2) Nonparametric density estimation and testing
3) Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns
4) Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends
5) The role of information in nonstationary regression
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