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
Bootstrapping the HEGY Seasonal Unit Root Tests 0 0 2 193 6 7 12 576
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 0 0 0 1 1
Calculating the Variance of Seasonally Adjusted Series 0 0 0 2 0 0 1 413
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 0 0 3 4 4
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 2 1 3 5 118
Foreign direct investment, other capital flows, and current account deficits: what causes what? 1 2 8 1,280 2 6 28 3,665
Foreing Direct Investment: What Causes What? 0 0 0 0 0 2 6 1,027
Group Interaction in Research and the Use of General Nesting Spatial Models 0 0 4 122 0 2 18 275
QML Estimation of the Spatial Weight Matrix in the MR-SAR Model 0 0 1 53 2 12 42 158
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series 1 1 1 6 2 4 9 51
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 0 0 1 1 1
Signal Extraction in Nonstationary Series 0 0 0 1 0 2 3 95
Testing for breaks in the weighting matrix 0 0 2 25 1 2 8 35
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 0 0 2 3 4 4
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 1 4 0 0 4 138
Total Working Papers 2 3 19 1,688 16 47 146 6,561


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A research agenda on general-to-specific spatial model search 0 0 1 21 0 1 6 89
AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION 0 0 0 3 0 0 0 19
Additive Outlier Detection Via Extreme‐Value Theory 0 0 1 74 0 1 2 395
Bootstrap Inference in Spatial Econometrics: the J-test 0 0 1 78 0 0 1 367
Bootstrapping the HEGY seasonal unit root tests 0 1 1 76 0 1 1 253
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 10 0 0 0 41
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations 0 0 0 21 1 1 1 75
Improving the J Test in the SARAR Model by Likelihood-based Estimation 0 0 0 9 1 1 3 68
Is inflation stationary? 0 0 2 249 1 2 13 671
Occasional Optimality of T( – 1) 0 0 0 2 0 0 0 14
Occasional Optimality of T( – 1) 0 0 0 0 0 0 0 17
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 2 37 0 0 3 125
On the Power of GLS-Type Unit Root Tests 0 0 0 37 0 0 0 137
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 1 1 2 524
Ordering the dispersion of ordinary least squares under near-integration 0 0 0 5 0 0 1 33
Relationships between economic growth, foreign direct investment and trade: evidence from China 0 2 17 998 2 7 50 2,271
Spatial effects in a common trend model of US city-level CPI 0 0 1 9 1 3 9 49
Testing for a Common Factor in a Spatial Autoregression Model 0 0 2 5 0 0 5 23
Testing for a common factor in a spatial autoregression model 0 0 3 114 0 0 6 229
Testing for a structural break in the weight matrix of the spatial error or spatial lag model 0 2 3 4 0 11 14 16
Testing for breaks in the weighting matrix 0 1 3 3 1 3 15 35
The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test 0 0 1 16 0 0 2 49
Unemployment in the British Metropolitan Labour Areas 0 1 3 78 0 2 9 399
Unit root tests in the presence of uncertainty about the non-stochastic trend 0 3 5 116 0 5 12 285
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 0 0 0 217
Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil 0 1 1 111 1 3 6 251
Total Journal Articles 0 11 47 2,076 9 42 161 6,652


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Group Interaction in Research and the Use of General Nesting Spatial Models 0 1 2 5 3 8 20 32
Total Chapters 0 1 2 5 3 8 20 32


Statistics updated 2019-09-09