Access Statistics for Peter Burridge

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Non-Parametric Test for a Unit Root 0 0 0 0 1 4 10 799
A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix 0 0 0 1 10 19 59 956
Agreement and Disagreement Between Unit Root Tests 0 0 0 0 0 4 19 552
An Integral Inequality on C([0,1]) with Application to the Ornstein-Uhlenbeck Process 0 0 0 0 1 10 35 781
Bootstrapping the HEGY Seasonal Unit Root Tests 4 5 27 147 4 10 62 383
Calculating the Variance of Seasonally Adjusted Series 0 0 0 0 12 25 86 185
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 0 2 6 15 48
Foreign direct investment, other capital flows, and current account deficits: what causes what? 5 14 57 1,033 21 54 180 2,813
Foreing Direct Investment: What Causes What? 0 0 0 0 2 4 15 966
On Regression-Based Tests for Seasonal Unit Roots in the Presence of Periodic Heteroscedasticity 0 0 0 0 2 2 10 313
Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series 1 2 9 25 1 3 20 87
Signal Extraction in Nonstationary Series 0 0 0 0 2 5 17 53
The Limit Distribution and Level Crossings of Random Walk, and a Simple Unit Root Test 0 0 0 0 1 3 17 262
Unit Root Tests in the presence of Uncertainty about the Non-Stochastic Trends 0 0 0 3 3 5 21 547
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 1 1 1 22 41
Total Working Papers 10 21 93 1,210 63 155 588 8,786

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION 0 0 1 1 0 2 4 4
Additive Outlier Detection Via Extreme-Value Theory 0 3 14 53 3 22 116 279
Bootstrapping the HEGY seasonal unit root tests 0 0 5 39 0 0 16 111
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 0 0 0 0 0 1 1 1
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations 0 1 6 8 1 2 13 18
Is inflation stationary? 2 2 32 125 3 8 70 264
Occasional Optimality of T( ? 1) 0 0 0 0 0 1 1 1
Occasional Optimality of T( ? 1) 0 0 0 0 1 2 3 3
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 0 25 1 1 1 61
On the Power of GLS-Type Unit Root Tests 0 0 2 32 0 1 5 115
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 6 19 60 399
Ordering the dispersion of ordinary least squares under near-integration 0 0 1 1 1 3 4 4
Prediction theory for autoregressivemoving average processes 2 3 20 39 2 5 37 86
Relationships between Economic Growth, Foreign Direct Investment and Trade: Evidence from China 40 50 125 585 102 122 285 1,192
Testing for a common factor in a spatial autoregression model 1 2 18 18 2 3 26 26
The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test 0 1 2 2 0 2 8 8
Unemployment in the British Metropolitan Labour Areas 0 1 4 47 1 4 15 324
Unit root tests in the presence of uncertainty about the non-stochastic trend 0 1 12 39 1 2 30 103
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 1 2 9 169
Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil 0 1 17 79 1 3 28 149
Total Journal Articles 45 65 259 1,093 126 205 732 3,317

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Statistics updated 2009-11-04