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 3 3 599
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 4 5 5 19
Calculating the Variance of Seasonally Adjusted Series 0 0 1 4 5 6 8 429
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 4 4 4 14
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 0 1 2 127
Foreign direct investment, other capital flows, and current account deficits: what causes what? 0 1 5 1,313 4 6 13 3,783
Foreing Direct Investment: What Causes What? 0 0 0 0 2 4 6 1,044
Group Interaction in Research and the Use of General Nesting Spatial Models 0 0 0 135 6 7 7 325
QML Estimation of the Spatial Weight Matrix in the MR-SAR Model 0 0 1 67 3 7 10 258
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series 0 0 0 17 1 5 16 111
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 2 5 6 17
Signal Extraction in Nonstationary Series 0 0 0 4 6 9 9 113
Testing for breaks in the weighting matrix 0 0 0 32 1 4 7 78
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 1 1 3 7 10 33
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 1 3 7 168
Total Working Papers 0 1 8 1,783 42 76 113 7,118


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 2 6 11 129
AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION 0 0 0 3 3 3 7 33
Additive Outlier Detection Via Extreme‐Value Theory 0 0 2 84 5 5 8 425
Bootstrap Inference in Spatial Econometrics: the J-test 0 0 1 82 2 2 4 391
Bootstrapping the HEGY seasonal unit root tests 0 0 0 77 7 12 18 286
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 2 2 44
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations 0 0 0 21 2 3 4 82
Improving the J Test in the SARAR Model by Likelihood-based Estimation 0 0 0 9 0 0 3 93
Is inflation stationary? 0 0 0 259 3 6 9 749
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 0 41 2 6 10 147
On the Power of GLS‐Type Unit Root Tests 0 0 1 1 1 2 5 11
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 3 5 6 535
Ordering the dispersion of ordinary least squares under near-integration 0 0 0 6 1 2 2 40
Relationships between economic growth, foreign direct investment and trade: evidence from China 0 0 0 1,037 6 9 13 2,442
Spatial effects in a common trend model of US city-level CPI 0 0 0 10 4 6 9 69
Testing for a Common Factor in a Spatial Autoregression Model 0 1 1 135 3 7 9 305
Testing for a structural break in the weight matrix of the spatial error or spatial lag model 0 0 0 5 0 2 4 43
Testing for breaks in the weighting matrix 0 0 0 8 0 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 4 66
Unemployment in the British Metropolitan Labour Areas 0 0 0 95 2 3 6 434
Unit root tests in the presence of uncertainty about the non-stochastic trend 0 0 2 128 5 8 11 322
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 2 4 6 228
Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil 0 0 1 122 1 4 6 298
Total Journal Articles 0 1 9 2,183 57 102 163 7,254


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 4 7 14 127
Total Chapters 0 0 0 33 4 7 14 127


Statistics updated 2026-02-12