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 2 3 3 599
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 1 1 1 15
Calculating the Variance of Seasonally Adjusted Series 0 0 1 4 1 1 3 424
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 2 2 127
Foreign direct investment, other capital flows, and current account deficits: what causes what? 0 3 5 1,313 1 4 10 3,779
Foreing Direct Investment: What Causes What? 0 0 0 0 0 4 4 1,042
Group Interaction in Research and the Use of General Nesting Spatial Models 0 0 0 135 1 1 1 319
QML Estimation of the Spatial Weight Matrix in the MR-SAR Model 0 0 1 67 3 4 7 255
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series 0 0 1 17 1 5 16 110
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 2 4 4 15
Signal Extraction in Nonstationary Series 0 0 0 4 2 3 3 107
Testing for breaks in the weighting matrix 0 0 0 32 0 5 6 77
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 1 1 2 5 7 30
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 3 6 167
Total Working Papers 0 3 9 1,783 17 45 73 7,076


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 3 6 9 127
AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION 0 0 0 3 0 1 4 30
Additive Outlier Detection Via Extreme‐Value Theory 0 0 2 84 0 0 4 420
Bootstrap Inference in Spatial Econometrics: the J-test 0 1 1 82 0 2 2 389
Bootstrapping the HEGY seasonal unit root tests 0 0 0 77 3 8 11 279
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 2 2 80
Improving the J Test in the SARAR Model by Likelihood-based Estimation 0 0 0 9 0 0 4 93
Is inflation stationary? 0 0 0 259 1 4 6 746
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 0 41 1 5 8 145
On the Power of GLS‐Type Unit Root Tests 0 0 1 1 1 1 5 10
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 1 2 3 532
Ordering the dispersion of ordinary least squares under near-integration 0 0 0 6 1 1 1 39
Relationships between economic growth, foreign direct investment and trade: evidence from China 0 0 0 1,037 1 3 8 2,436
Spatial effects in a common trend model of US city-level CPI 0 0 0 10 2 3 5 65
Testing for a Common Factor in a Spatial Autoregression Model 1 1 1 135 3 6 8 302
Testing for a structural break in the weight matrix of the spatial error or spatial lag model 0 0 0 5 0 2 5 43
Testing for breaks in the weighting matrix 0 0 0 8 1 3 6 82
The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test 0 0 0 19 1 2 3 65
Unemployment in the British Metropolitan Labour Areas 0 0 0 95 1 3 4 432
Unit root tests in the presence of uncertainty about the non-stochastic trend 0 0 2 128 0 3 6 317
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 1 3 4 226
Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil 0 0 1 122 1 4 5 297
Total Journal Articles 1 2 9 2,183 23 64 113 7,197


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 2 5 10 123
Total Chapters 0 0 0 33 2 5 10 123


Statistics updated 2026-01-09