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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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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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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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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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Saddlepoint approximations in non-stationary time series
Marsh, Patrick - 2000
Persistent link: https://www.econbiz.de/10001541340
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Edgeworth expansions in Gaussian autoregression
Marsh, Patrick - 2000
Persistent link: https://www.econbiz.de/10001541342
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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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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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Constructing optimal tests on a lagged dependent variable
Marsh, Patrick W. N. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376025