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A Review of Non‐Parametric Econometrics
Marsh, Patrick - In: The econometrics journal 16 (2013) 2, pp. B1
Persistent link: https://www.econbiz.de/10010136622
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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
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TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
Marsh, Patrick - In: Econometric theory 20 (2004) 5, pp. 963-988
Persistent link: https://www.econbiz.de/10006962811