Details about Peter Burridge

Access statistics for papers by Peter Burridge.

Last updated 2009-10-07. Update your information in the RePEc Author Service.

Short-id: pbu15

Working Papers

2004

1. Bootstrapping the HEGY Seasonal Unit Root Tests
   Econometric Society 2004 North American Summer Meetings, Econometric Society View citations
   See also Journal Article in Journal of Econometrics (2004)
2. Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series
   City University Economics Discussion Papers, Department of Economics, City University, London

1999

3. On Regression-Based Tests for Seasonal Unit Roots in the Presence of Periodic Heteroscedasticity
   Discussion Papers, Department of Economics, University of Birmingham
   See also Journal Article in Journal of Econometrics (2001)

1998

4. An Integral Inequality on C([0,1]) with Application to the Ornstein-Uhlenbeck Process
   Discussion Papers, Department of Economics, University of Birmingham

1996

5. Unit Root Tests in the presence of Uncertainty about the Non-Stochastic Trends
   Discussion Papers, Department of Economics, University of Birmingham
   See also Journal Article in Journal of Econometrics (2000)

1995

6. Agreement and Disagreement Between Unit Root Tests
   Discussion Papers, Department of Economics, University of Birmingham
7. Foreign direct investment, other capital flows, and current account deficits: what causes what?
   Policy Research Working Paper Series, The World Bank View citations
8. The Limit Distribution and Level Crossings of Random Walk, and a Simple Unit Root Test
   Discussion Papers, Department of Economics, University of Birmingham

1994

9. Foreing Direct Investment: What Causes What?
   Working Papers, University of Birmingham - International Financial Group View citations

1991

10. A Simple Non-Parametric Test for a Unit Root
    Discussion Papers, Department of Economics, University of Birmingham View citations
11. A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
    Discussion Papers, Department of Economics, University of Birmingham

1986

12. Forecasting and Signals Extraction in Autoregressive-moving Average Models
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

1984

13. Calculating the Variance of Seasonally Adjusted Series
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations

1983

14. Signal Extraction in Nonstationary Series
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
15. Unobserved-Components Models for Seasonal Adjustment Filters
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations
    See also Journal Article in Journal of Business & Economic Statistics (1984)

Journal Articles

2009

1. 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
   Econometric Theory, 2009, 25, (03), 653-654

2008

2. Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations
   Journal of Time Series Analysis, 2008, 29, (4), 695-718

2007

3. Ordering the dispersion of ordinary least squares under near-integration
   Statistics & Probability Letters, 2007, 77, (6), 594-597

2006

4. Additive Outlier Detection Via Extreme-Value Theory
   Journal of Time Series Analysis, 2006, 27, (5), 685-701 View citations

2005

5. Is inflation stationary?
   Applied Economics, 2005, 37, (8), 901-903 View citations

2004

6. Bootstrapping the HEGY seasonal unit root tests
   Journal of Econometrics, 2004, 123, (1), 67-87 View citations
   See also Working Paper (2004)

2002

7. Relationships between Economic Growth, Foreign Direct Investment and Trade: Evidence from China
   Applied Economics, 2002, 34, (11), 1433-40 View citations

2001

8. AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION
   Econometric Theory, 2001, 17, (02), 471-474
9. On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
   Journal of Econometrics, 2001, 104, (1), 91-117 View citations
   See also Working Paper (1999)
10. On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation
    Journal of Business & Economic Statistics, 2001, 19, (3), 374-79 View citations

2000

11. On the Power of GLS-Type Unit Root Tests
    Oxford Bulletin of Economics and Statistics, 2000, 62, (5), 633-45 View citations
12. Unit root tests in the presence of uncertainty about the non-stochastic trend
    Journal of Econometrics, 2000, 95, (1), 71-96 View citations
    See also Working Paper (1996)
13. Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil
    Pacific-Basin Finance Journal, 2000, 8, (2), 249-275 View citations

1997

14. Occasional Optimality of T( ? 1)
    Econometric Theory, 1997, 13, (04), 606-608
    Also in Econometric Theory, 1996, 12, (03), 585-585 (1996)

1996

15. The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test
    Econometric Theory, 1996, 12, (04), 705-723

1988

16. Prediction theory for autoregressivemoving average processes
    Econometric Reviews, 1988, 7, (1), 65-95 View citations

1984

17. Unobserved-Components Models for Seasonal Adjustment Filters
    Journal of Business & Economic Statistics, 1984, 2, (4), 350-59 View citations
    See also Working Paper (1983)

1981

18. Testing for a common factor in a spatial autoregression model
    Environment and Planning A, 1981, 13, (7), 795-800 View citations
19. Unemployment in the British Metropolitan Labour Areas
    Oxford Economic Papers, 1981, 33, (2), 274-97 View citations