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Patrick Marsh

Associate Professor, Faculty of Social Sciences

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Biography

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Recent Publications

1) Hausman type tests for nonparametric likelihood /research/groups/grangercentre/publication/1503.aspx

2) Nonparametric density estimation and testing

/research/groups/grangercentre/publication/1603.aspx

3) Nonparametric conditional density specification testing and quantile estimation; with application to S&P500 returns

/research/groups/grangercentre/publication/1902.aspx

4) Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends

/research/groups/grangercentre/publication/1903.aspx

5) The role of information in nonstationary regression

/research/groups/grangercentre/publication/1904.aspx

  • PATRICK MARSH, 2019. The role of information in nonstationary regression Statistics: A Journal of Theoretical and Applied Statistics.
  • PATRICK MARSH, 2018. Statistical Methods & Applications: Journal of the Italian Statistical Society. 28(1), 77-99
  • PATRICK MARSH, 2014. Advances and Applications in Statistics. 42(1), 15-32
  • PATRICK MARSH, 2013. The Econometrics Journal. 16(2), B1-B3
  • PATRICK MARSH, 2013. Advances and Applications in Statistics. 36(2), 105-118
  • MARSH, P., 2011. Econometric Theory. 27(5), 1026-1047
  • MARSH, P., 2010. Journal of Nonparametric Statistics. 22(8), 1053-1065
  • PATRICK W MARSH, 2010. Some geometry for the maximal invariant in time series regressions Advances and Applications in Statistical Science. 1(2), 105-124
  • MARSH, P., 2009. Econometric Theory. 25(3), 637-643
  • MARSH, P., 2009. Econometric Theory. 25(6), 1662-1681
  • PATRICK W MARSH, 2008. Communications in Statistics - Theory and Methods. 38(3), 332-339

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