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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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2
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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3
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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4
A measure of distance for the unit root hypothesis
Marsh, Patrick W. N.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002689039
Saved in:
5
Exact inference for the unit root hypothesis
Forchini, Giovanni
;
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541333
Saved in:
6
Nonparametric likelihood ration tests
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541339
Saved in:
7
Saddlepoint approximations in non-stationary time series
Marsh, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001541340
Saved in:
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