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 2 10 606
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 0 0 6 20
Calculating the Variance of Seasonally Adjusted Series 0 0 0 4 1 4 10 433
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 1 2 9 19
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 0 1 3 128
Foreign direct investment, other capital flows, and current account deficits: what causes what? 0 0 3 1,313 2 10 21 3,794
Foreing Direct Investment: What Causes What? 0 0 0 0 0 1 8 1,046
Group Interaction in Research and the Use of General Nesting Spatial Models 0 0 0 135 0 4 11 329
QML Estimation of the Spatial Weight Matrix in the MR-SAR Model 1 1 1 68 2 7 15 266
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series 0 0 0 17 2 3 14 115
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 0 0 6 17
Signal Extraction in Nonstationary Series 0 0 0 4 0 1 10 114
Testing for breaks in the weighting matrix 0 0 0 32 2 6 12 84
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 0 1 0 2 10 35
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 0 4 168
Total Working Papers 1 1 4 1,784 10 43 149 7,174


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 31 0 1 14 132
AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION 0 0 0 3 1 2 6 35
Additive Outlier Detection Via Extreme‐Value Theory 0 0 1 84 0 1 8 427
Bootstrap Inference in Spatial Econometrics: the J-test 0 0 1 82 0 4 12 399
Bootstrapping the HEGY seasonal unit root tests 0 0 1 78 0 2 20 289
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 2 5 47
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations 0 0 0 21 2 2 6 84
Improving the J Test in the SARAR Model by Likelihood-based Estimation 0 0 0 9 1 5 9 99
Is inflation stationary? 0 0 0 259 0 0 9 750
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 1 42 0 2 14 152
On the Power of GLS‐Type Unit Root Tests 0 0 1 1 0 7 11 18
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 0 2 9 539
Ordering the dispersion of ordinary least squares under near-integration 0 0 0 6 0 1 3 41
Relationships between economic growth, foreign direct investment and trade: evidence from China 0 0 0 1,037 1 3 14 2,446
Spatial effects in a common trend model of US city-level CPI 0 0 0 10 0 6 14 76
Testing for a Common Factor in a Spatial Autoregression Model 1 2 3 137 2 8 18 314
Testing for a structural break in the weight matrix of the spatial error or spatial lag model 0 0 0 5 2 6 10 50
Testing for breaks in the weighting matrix 0 0 0 8 0 1 7 84
The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test 0 0 0 19 0 5 9 71
Unemployment in the British Metropolitan Labour Areas 0 0 0 95 1 4 10 438
Unit root tests in the presence of uncertainty about the non-stochastic trend 0 0 0 128 1 7 16 329
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 0 3 9 231
Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil 0 0 0 122 0 0 6 299
Total Journal Articles 1 2 9 2,187 11 74 239 7,350


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 0 33 1 5 16 132
Total Chapters 0 0 0 33 1 5 16 132


Statistics updated 2026-06-04