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~accessRights:"free"
~isPartOf:"Discussion papers in economics"
~language:"eng"
~person:"Marsh, Patrick W. N."
~subject:"Estimation theory"
~subject:"Zinsstruktur"
~type:"book"
~type_genre:"Arbeitspapier"
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Estimation theory
Zinsstruktur
Schätztheorie
5
Einheitswurzeltest
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Unit root test
3
Statistical test
2
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2
Time series analysis
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Marsh, Patrick W. N.
Spencer, Peter D.
9
Chen, Jia
6
Coroneo, Laura
5
Li, Degui
4
Realdon, Marco
4
Bravo, Francesco
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Iacone, Fabrizio
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ECONIS (ZBW)
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Saddlepoint approximations for optimal unit root tests
Marsh, Patrick W. N.
-
2009
Persistent link: https://www.econbiz.de/10003908647
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2
Constructing optimal tests on a lagged dependent variable
Marsh, Patrick W. N.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376025
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3
Data driven likelihood ratio tests for goodness-to-fit with estimated parameters
Marsh, Patrick W. N.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376024
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4
Goodness of fit tests via exponential series density estimation
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050823
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5
A two-sample non-parametric likelihood ratio test
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050834
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