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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

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

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

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

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

Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends

Marsh, Patrick - In: Journal of Time Series Analysis (2019)

Persistent link: https://www.econbiz.de/10012094982

A Measure of Distance for the Unit Root Hypothesis

Marsh, Patrick - Department of Economics and Related Studies, University …

This paper proposes and analyses a measure of distance for the unit root hypothesis tested against stochastic stationarity. It applies over a family of distributions, for any sample size, for any specification of deterministic components and under additional autocorrelation, here parameterised...

Persistent link: https://www.econbiz.de/10005523940

Exact Inference for the Unit Root Hypothesis

Forchini, Giovanni; Marsh, Patrick - Department of Economics and Related Studies, University …

Persistent link: https://www.econbiz.de/10005523942

THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT

Marsh, Patrick - In: Econometric Theory 23 (2007) 04, pp. 686-710

Persistent link: https://www.econbiz.de/10005411617

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) 03, pp. 637-643

Persistent link: https://www.econbiz.de/10004972602