Details about Peter Burridge

Access statistics for papers by Peter Burridge.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pbu15

Working Papers

2017

1. Testing for breaks in the weighting matrix
   Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza View citations (3)
   See also Journal Article Testing for breaks in the weighting matrix, Regional Science and Urban Economics, Elsevier (2018) View citations (1) (2018)

2015

2. QML Estimation of the Spatial Weight Matrix in the MR-SAR Model
   Discussion Papers, Department of Economics, University of York View citations (5)

2014

3. Group Interaction in Research and the Use of General Nesting Spatial Models
   Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz View citations (4)
   See also Chapter Group Interaction in Research and the Use of General Nesting Spatial Models, Advances in Econometrics, Emerald Group Publishing Limited (2016) View citations (9) (2016)

2004

4. Bootstrapping the HEGY Seasonal Unit Root Tests
   Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (14)
   See also Journal Article Bootstrapping the HEGY seasonal unit root tests, Journal of Econometrics, Elsevier (2004) View citations (16) (2004)
5. Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series
   Working Papers, Department of Economics, City University London

1995

6. Foreign direct investment, other capital flows, and current account deficits: what causes what?
   Policy Research Working Paper Series, The World Bank View citations (21)

1994

7. Foreing Direct Investment: What Causes What?
   Working Papers, University of Birmingham - International Financial Group View citations (1)

1986

8. FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS
   Economic Research Papers, University of Warwick - Department of Economics
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1986)

1984

9. CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES
   Economic Research Papers, University of Warwick - Department of Economics View citations (2)
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1984) View citations (6)

1983

10. SIGNAL EXTRACTION IN NONSTATIONARY SERIES
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1983)
11. UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1983) View citations (4)
    See also Journal Article Unobserved-Components Models for Seasonal Adjustment Filters, Journal of Business & Economic Statistics, American Statistical Association (1984) View citations (23) (1984)

Journal Articles

2018

1. Testing for breaks in the weighting matrix
   Regional Science and Urban Economics, 2018, 68, (C), 115-129 View citations (1)
   See also Working Paper Testing for breaks in the weighting matrix, Documentos de Trabajo (2017) View citations (3) (2017)

2017

2. Testing for a structural break in the weight matrix of the spatial error or spatial lag model
   Spatial Economic Analysis, 2017, 12, (2-3), 161-181 View citations (4)

2015

3. Spatial effects in a common trend model of US city-level CPI
   Regional Science and Urban Economics, 2015, 54, (C), 87-98

2012

4. Improving the J Test in the SARAR Model by Likelihood-based Estimation
   Spatial Economic Analysis, 2012, 7, (1), 75-107 View citations (23)

2011

5. A research agenda on general-to-specific spatial model search
   INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, 2011, (21), 71-90 View citations (5)

2010

6. Bootstrap Inference in Spatial Econometrics: the J-test
   Spatial Economic Analysis, 2010, 5, (1), 93-119 View citations (39)

2009

7. 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, (3), 653-654

2008

8. Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations
   Journal of Time Series Analysis, 2008, 29, (4), 695-718 View citations (3)

2007

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

2006

10. Additive Outlier Detection Via Extreme‐Value Theory
    Journal of Time Series Analysis, 2006, 27, (5), 685-701 View citations (19)

2005

11. Is inflation stationary?
    Applied Economics, 2005, 37, (8), 901-903 View citations (34)

2004

12. Bootstrapping the HEGY seasonal unit root tests
    Journal of Econometrics, 2004, 123, (1), 67-87 View citations (16)
    See also Working Paper Bootstrapping the HEGY Seasonal Unit Root Tests, Econometric Society 2004 North American Summer Meetings (2004) View citations (14) (2004)

2002

13. Relationships between economic growth, foreign direct investment and trade: evidence from China
    Applied Economics, 2002, 34, (11), 1433-1440 View citations (163)

2001

14. AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION
    Econometric Theory, 2001, 17, (2), 471-474 View citations (1)
15. On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
    Journal of Econometrics, 2001, 104, (1), 91-117 View citations (32)
16. 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 (34)

2000

17. On the Power of GLS‐Type Unit Root Tests
    Oxford Bulletin of Economics and Statistics, 2000, 62, (5), 633-645 View citations (2)
18. Unit root tests in the presence of uncertainty about the non-stochastic trend
    Journal of Econometrics, 2000, 95, (1), 71-96 View citations (42)
19. 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 (26)

1996

20. The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test
    Econometric Theory, 1996, 12, (4), 705-723 View citations (20)

1984

21. Unobserved-Components Models for Seasonal Adjustment Filters
    Journal of Business & Economic Statistics, 1984, 2, (4), 350-59 View citations (23)
    See also Working Paper UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS, Economic Research Papers (1983) (1983)

1981

22. Testing for a Common Factor in a Spatial Autoregression Model
    Environment and Planning A, 1981, 13, (7), 795-800 View citations (63)
23. Unemployment in the British Metropolitan Labour Areas
    Oxford Economic Papers, 1981, 33, (2), 274-97 View citations (38)

Chapters

2016

1. Group Interaction in Research and the Use of General Nesting Spatial Models
   A chapter in Spatial Econometrics: Qualitative and Limited Dependent Variables, 2016, vol. 37, pp 223-258 View citations (9)
   See also Working Paper Group Interaction in Research and the Use of General Nesting Spatial Models, Department of Economics, University of Konstanz (2014) View citations (4) (2014)