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 7 10 606
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 0 1 6 20
Calculating the Variance of Seasonally Adjusted Series 0 0 0 4 3 3 9 432
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 0 4 8 18
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 1 1 3 128
Foreign direct investment, other capital flows, and current account deficits: what causes what? 0 0 4 1,313 5 9 21 3,792
Foreing Direct Investment: What Causes What? 0 0 0 0 1 2 8 1,046
Group Interaction in Research and the Use of General Nesting Spatial Models 0 0 0 135 3 4 11 329
QML Estimation of the Spatial Weight Matrix in the MR-SAR Model 0 0 1 67 3 6 14 264
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series 0 0 0 17 1 2 12 113
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 3 4 11 82
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 1 1 0 2 11 35
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 0 4 168
Total Working Papers 0 0 6 1,783 22 46 144 7,164


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 1 3 14 132
AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION 0 0 0 3 1 1 5 34
Additive Outlier Detection Via Extreme‐Value Theory 0 0 2 84 0 2 9 427
Bootstrap Inference in Spatial Econometrics: the J-test 0 0 1 82 3 8 12 399
Bootstrapping the HEGY seasonal unit root tests 0 1 1 78 2 3 21 289
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 2 3 5 47
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations 0 0 0 21 0 0 4 82
Improving the J Test in the SARAR Model by Likelihood-based Estimation 0 0 0 9 4 5 8 98
Is inflation stationary? 0 0 0 259 0 1 9 750
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 1 1 42 2 5 15 152
On the Power of GLS‐Type Unit Root Tests 0 0 1 1 7 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 1 4 9 539
Ordering the dispersion of ordinary least squares under near-integration 0 0 0 6 1 1 3 41
Relationships between economic growth, foreign direct investment and trade: evidence from China 0 0 0 1,037 2 3 15 2,445
Spatial effects in a common trend model of US city-level CPI 0 0 0 10 5 7 15 76
Testing for a Common Factor in a Spatial Autoregression Model 0 1 2 136 3 7 16 312
Testing for a structural break in the weight matrix of the spatial error or spatial lag model 0 0 0 5 3 5 8 48
Testing for breaks in the weighting matrix 0 0 0 8 0 2 7 84
The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test 0 0 0 19 3 5 9 71
Unemployment in the British Metropolitan Labour Areas 0 0 0 95 2 3 9 437
Unit root tests in the presence of uncertainty about the non-stochastic trend 0 0 0 128 6 6 15 328
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 3 3 9 231
Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil 0 0 0 122 0 1 6 299
Total Journal Articles 0 3 9 2,186 51 85 234 7,339


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 4 16 131
Total Chapters 0 0 0 33 2 4 16 131


Statistics updated 2026-05-06