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 0 198 0 0 0 596
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 0 0 0 14
Calculating the Variance of Seasonally Adjusted Series 0 0 1 4 0 0 2 423
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 0 0 0 10
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 1 1 1 126
Foreign direct investment, other capital flows, and current account deficits: what causes what? 2 2 4 1,312 2 3 9 3,777
Foreing Direct Investment: What Causes What? 0 0 0 0 2 2 2 1,040
Group Interaction in Research and the Use of General Nesting Spatial Models 0 0 0 135 0 0 0 318
QML Estimation of the Spatial Weight Matrix in the MR-SAR Model 0 0 1 67 0 0 4 251
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series 0 0 2 17 1 1 15 106
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 1 1 1 12
Signal Extraction in Nonstationary Series 0 0 0 4 0 0 0 104
Testing for breaks in the weighting matrix 0 0 0 32 2 2 4 74
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 1 1 1 1 7 26
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 1 1 5 165
Total Working Papers 2 2 9 1,782 11 12 50 7,042


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 1 1 31 2 5 6 123
AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION 0 0 0 3 1 1 4 30
Additive Outlier Detection Via Extreme‐Value Theory 0 1 2 84 0 1 4 420
Bootstrap Inference in Spatial Econometrics: the J-test 1 1 1 82 2 2 2 389
Bootstrapping the HEGY seasonal unit root tests 0 0 0 77 3 4 6 274
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 42
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations 0 0 0 21 1 1 1 79
Improving the J Test in the SARAR Model by Likelihood-based Estimation 0 0 0 9 0 2 4 93
Is inflation stationary? 0 0 0 259 1 2 4 743
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 0 41 1 3 5 141
On the Power of GLS‐Type Unit Root Tests 0 1 1 1 0 1 4 9
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 0 0 1 530
Ordering the dispersion of ordinary least squares under near-integration 0 0 0 6 0 0 0 38
Relationships between economic growth, foreign direct investment and trade: evidence from China 0 0 1 1,037 0 0 6 2,433
Spatial effects in a common trend model of US city-level CPI 0 0 0 10 1 1 3 63
Testing for a Common Factor in a Spatial Autoregression Model 0 0 0 134 2 2 6 298
Testing for a structural break in the weight matrix of the spatial error or spatial lag model 0 0 0 5 0 0 3 41
Testing for breaks in the weighting matrix 0 0 0 8 0 0 3 79
The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test 0 0 0 19 1 1 2 64
Unemployment in the British Metropolitan Labour Areas 0 0 0 95 2 3 3 431
Unit root tests in the presence of uncertainty about the non-stochastic trend 0 0 3 128 0 1 5 314
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 1 1 2 224
Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil 0 0 1 122 1 1 3 294
Total Journal Articles 1 4 10 2,182 19 32 77 7,152


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 0 1 33 2 2 8 120
Total Chapters 0 0 1 33 2 2 8 120


Statistics updated 2025-11-08