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 1 596
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 0 0 0 14
Calculating the Variance of Seasonally Adjusted Series 0 1 1 4 0 2 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 0 0 0 125
Foreign direct investment, other capital flows, and current account deficits: what causes what? 0 1 2 1,309 0 1 7 3,771
Foreing Direct Investment: What Causes What? 0 0 0 0 0 0 0 1,038
Group Interaction in Research and the Use of General Nesting Spatial Models 0 0 0 135 0 0 1 318
QML Estimation of the Spatial Weight Matrix in the MR-SAR Model 0 0 1 66 0 2 9 250
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series 0 0 3 17 1 6 14 101
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 0 0 0 11
Signal Extraction in Nonstationary Series 0 0 0 4 0 0 0 104
Testing for breaks in the weighting matrix 0 0 0 32 0 0 2 71
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 0 0 1 1 12 24
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 1 3 4 164
Total Working Papers 0 2 7 1,777 3 15 52 7,020


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 2 30 0 0 3 118
AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION 0 0 0 3 0 3 4 29
Additive Outlier Detection Via Extreme‐Value Theory 0 0 0 82 0 1 3 418
Bootstrap Inference in Spatial Econometrics: the J-test 0 0 0 81 0 0 0 387
Bootstrapping the HEGY seasonal unit root tests 0 0 1 77 0 0 1 268
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 0 0 0 78
Improving the J Test in the SARAR Model by Likelihood-based Estimation 0 0 0 9 0 0 1 90
Is inflation stationary? 0 0 1 259 0 1 3 741
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 0 41 0 0 2 137
On the Power of GLS‐Type Unit Root Tests 0 0 0 0 0 1 4 7
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 0 1 1 530
Ordering the dispersion of ordinary least squares under near-integration 0 0 0 6 0 0 1 38
Relationships between economic growth, foreign direct investment and trade: evidence from China 0 0 4 1,037 1 1 10 2,430
Spatial effects in a common trend model of US city-level CPI 0 0 0 10 0 1 1 61
Testing for a Common Factor in a Spatial Autoregression Model 0 0 0 134 0 0 4 296
Testing for a structural break in the weight matrix of the spatial error or spatial lag model 0 0 0 5 1 1 2 40
Testing for breaks in the weighting matrix 0 0 0 8 1 1 1 77
The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test 0 0 0 19 0 0 0 62
Unemployment in the British Metropolitan Labour Areas 0 0 1 95 0 0 1 428
Unit root tests in the presence of uncertainty about the non-stochastic trend 2 2 3 128 2 2 5 313
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 0 0 0 222
Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil 1 1 1 122 1 1 4 293
Total Journal Articles 3 3 13 2,177 6 14 51 7,105


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 2 33 1 2 4 115
Total Chapters 0 0 2 33 1 2 4 115


Statistics updated 2025-05-12