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Details about Peter Burridge

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Postal address:Department of Economics and Related Studies University of York Heslington York YO105DD
Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

Access statistics for papers by Peter Burridge.

Last updated 2019-01-16. Update your information in the RePEc Author Service.

Short-id: pbu15


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Working Papers

2017

  1. Testing for breaks in the weighting matrix
    Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza Downloads View citations (2)
    See also Journal Article in Regional Science and Urban Economics (2018)

2015

  1. QML Estimation of the Spatial Weight Matrix in the MR-SAR Model
    Discussion Papers, Department of Economics, University of York Downloads View citations (1)

2014

  1. 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 Downloads View citations (2)
    See also Chapter (2016)

2004

  1. Bootstrapping the HEGY Seasonal Unit Root Tests
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads View citations (11)
    See also Journal Article in Journal of Econometrics (2004)
  2. Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series
    Working Papers, Department of Economics, City University London Downloads

1995

  1. Foreign direct investment, other capital flows, and current account deficits: what causes what?
    Policy Research Working Paper Series, The World Bank Downloads View citations (8)

1994

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

1986

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

1984

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

1983

  1. SIGNAL EXTRACTION IN NONSTATIONARY SERIES
    Economic Research Papers, University of Warwick - Department of Economics Downloads
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1983) Downloads
  2. UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS
    Economic Research Papers, University of Warwick - Department of Economics Downloads
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1983) Downloads View citations (4)

    See also Journal Article in Journal of Business & Economic Statistics (1984)

Journal Articles

2018

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

2017

  1. 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 Downloads View citations (1)

2015

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

2012

  1. Improving the J Test in the SARAR Model by Likelihood-based Estimation
    Spatial Economic Analysis, 2012, 7, (1), 75-107 Downloads View citations (21)

2011

  1. A research agenda on general-to-specific spatial model search
    INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, 2011, (21), 71-90 Downloads View citations (1)

2010

  1. Bootstrap Inference in Spatial Econometrics: the J-test
    Spatial Economic Analysis, 2010, 5, (1), 93-119 Downloads View citations (30)

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 Downloads

2008

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

2007

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

2006

  1. Additive Outlier Detection Via Extreme‐Value Theory
    Journal of Time Series Analysis, 2006, 27, (5), 685-701 Downloads View citations (14)

2005

  1. Is inflation stationary?
    Applied Economics, 2005, 37, (8), 901-903 Downloads View citations (31)

2004

  1. Bootstrapping the HEGY seasonal unit root tests
    Journal of Econometrics, 2004, 123, (1), 67-87 Downloads View citations (14)
    See also Working Paper (2004)

2002

  1. Relationships between economic growth, foreign direct investment and trade: evidence from China
    Applied Economics, 2002, 34, (11), 1433-1440 Downloads View citations (102)

2001

  1. AN INTEGRAL INEQUALITY ON C([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION
    Econometric Theory, 2001, 17, (02), 471-474 Downloads View citations (1)
  2. On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
    Journal of Econometrics, 2001, 104, (1), 91-117 Downloads View citations (28)
  3. 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 (27)

2000

  1. On the Power of GLS-Type Unit Root Tests
    Oxford Bulletin of Economics and Statistics, 2000, 62, (5), 633-45 Downloads View citations (3)
  2. Unit root tests in the presence of uncertainty about the non-stochastic trend
    Journal of Econometrics, 2000, 95, (1), 71-96 Downloads View citations (34)
  3. 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 Downloads View citations (26)

1997

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

1996

  1. The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test
    Econometric Theory, 1996, 12, (04), 705-723 Downloads View citations (17)

1984

  1. Unobserved-Components Models for Seasonal Adjustment Filters
    Journal of Business & Economic Statistics, 1984, 2, (4), 350-59 View citations (19)
    See also Working Paper (1983)

1981

  1. Testing for a Common Factor in a Spatial Autoregression Model
    Environment and Planning A, 1981, 13, (7), 795-800 Downloads View citations (34)
    Also in Environment and Planning A, 1981, 13, (7), 795-800 (1981) Downloads View citations (50)
  2. Unemployment in the British Metropolitan Labour Areas
    Oxford Economic Papers, 1981, 33, (2), 274-97 Downloads View citations (28)

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 Downloads View citations (3)
    See also Working Paper (2014)
 
Page updated 2019-08-19