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Transformations for multivariate statistics
Marsh, Patrick W. N. - In: Econometric theory 20 (2004) 5, pp. 963-987
Persistent link: https://www.econbiz.de/10002265264
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The properties of Kullback-Leibler divergence for the unit root hypothesis
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 6, pp. 1662-1681
Persistent link: https://www.econbiz.de/10003904433
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Saddlepoint and estimated saddlepoint approximations for optimal unit root tests
Marsh, Patrick W. N. - In: Econometric theory 27 (2011) 5, pp. 1026-1047
Persistent link: https://www.econbiz.de/10009379758
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Commentaries on "Unit root testing in practice : dealing with uncertainty over the trend and inital condition," by David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 3, pp. 637-657
Persistent link: https://www.econbiz.de/10003864153
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The available information for invariant tests of a unit root
Marsh, Patrick W. N. - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10003549590
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Saddlepoint approximations for noncentral quadratic forms
Marsh, Patrick W. N. - In: Econometric theory 14 (1998) 5, pp. 539-559
Persistent link: https://www.econbiz.de/10001381103
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS
Marsh, Patrick - In: Econometric theory 25 (2009) 6, pp. 1662-1681
Persistent link: https://www.econbiz.de/10008325214
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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
Marsh, Patrick - In: Econometric theory 25 (2009) 3, pp. 637-642
Persistent link: https://www.econbiz.de/10008257723
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SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS
Marsh, Patrick - In: Econometric theory 27 (2011) 5, pp. 1026-1048
Persistent link: https://www.econbiz.de/10009287895