Peter Burridge

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Affiliations

• University of York / Department of Economics and Related Studies
  • EDIRC entry
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Research profile

author of:

• Signal Extraction In Nonstationary Series (RePEc:ags:uwarer:269177)
  by Burridge, Peter & Wallis, Kenneth F.
• Unobserved-Components Models For Seasonal Adjustment Filters (RePEc:ags:uwarer:269187)
  by Burridge, Peter & Wallis, Kenneth F.
• Calculating The Variance Of Seasonally Adjusted Series (RePEc:ags:uwarer:269194)
  by Burridge, Peter & Wallis, Kenneth F.
• Forecasting And Signal Extraction In Autoregressive-Moving Average Models (RePEc:ags:uwarer:269240)
  by Burridge, Peter & Wallis, Kenneth F.
• On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation (RePEc:bes:jnlbes:v:19:y:2001:i:3:p:374-79)
  by Burridge, Peter & Taylor, A M Robert
• Unobserved-Components Models for Seasonal Adjustment Filters (RePEc:bes:jnlbes:v:2:y:1984:i:4:p:350-59)
  by Burridge, Peter & Wallis, Kenneth F
• Additive Outlier Detection Via Extreme‐Value Theory (RePEc:bla:jtsera:v:27:y:2006:i:5:p:685-701)
  by Peter Burridge & A. M. Robert Taylor
• Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations (RePEc:bla:jtsera:v:29:y:2008:i:4:p:695-718)
  by Peter Burridge & Daniela Hristova
• On the Power of GLS‐Type Unit Root Tests (RePEc:bla:obuest:v:62:y:2000:i:5:p:633-645)
  by Peter Burridge & A. M. Robert Taylor
• Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series (RePEc:cty:dpaper:04/08)
  by Burridge, P. & Gjorstrup, F. & Robert Taylor, A. M.
• The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test (RePEc:cup:etheor:v:12:y:1996:i:04:p:705-723_00)
  by Burridge, Peter & Guerre, Emmanuel
• An Integral Inequality On C([0,1]) And Dispersion Of Ols Under Near-Integration (RePEc:cup:etheor:v:17:y:2001:i:02:p:471-474_17)
  by Bailey, Ralph W. & Burridge, Peter & Nandeibam, Shasikanta
• 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 (RePEc:cup:etheor:v:25:y:2009:i:03:p:653-654_09)
  by Burridge, Peter
• Bootstrapping the HEGY Seasonal Unit Root Tests (RePEc:ecm:nasm04:125)
  by Robert Taylor & Peter Burridge
• On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (RePEc:eee:econom:v:104:y:2001:i:1:p:91-117)
  by Burridge, Peter & Taylor, A. M. Robert
• Bootstrapping the HEGY seasonal unit root tests (RePEc:eee:econom:v:123:y:2004:i:1:p:67-87)
  by Burridge, Peter & Robert Taylor, A. M.
• Unit root tests in the presence of uncertainty about the non-stochastic trend (RePEc:eee:econom:v:95:y:2000:i:1:p:71-96)
  by Ayat, Leila & Burridge, Peter
• Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil (RePEc:eee:pacfin:v:8:y:2000:i:2:p:249-275)
  by Ho, Lan-Chih & Burridge, Peter & Cadle, John & Theobald, Michael
• Spatial effects in a common trend model of US city-level CPI (RePEc:eee:regeco:v:54:y:2015:i:c:p:87-98)
  by Burridge, Peter & Iacone, Fabrizio & Lazarová, Štěpána
• Testing for breaks in the weighting matrix (RePEc:eee:regeco:v:68:y:2018:i:c:p:115-129)
  by Angulo, Ana & Burridge, Peter & Mur, Jesús
• Ordering the dispersion of ordinary least squares under near-integration (RePEc:eee:stapro:v:77:y:2007:i:6:p:594-597)
  by Bailey, Ralph W. & Burridge, Peter
• Group Interaction in Research and the Use of General Nesting Spatial Models (RePEc:eme:aecozz:s0731-905320160000037016)
  by Peter Burridge & J. Paul Elhorst & Katarina Zigova
• Foreing Direct Investment: What Causes What? (RePEc:fth:birmif:94-07)
  by Fry, M.J. & Claessens, C.A. & Burridge, P. & Blanchet, M.C.
• Group Interaction in Research and the Use of General Nesting Spatial Models (RePEc:knz:dpteco:1419)
  by Peter Burridge & J. Paul Elhorst & Katarina Zigova
• Unemployment in the British Metropolitan Labour Areas (RePEc:oup:oxecpp:v:33:y:1981:i:2:p:274-97)
  by Burridge, Peter & Gordon, Ian Richard
• A research agenda on general-to-specific spatial model search (RePEc:ris:invreg:0032)
  by Burridge, Peter
• Testing for a Common Factor in a Spatial Autoregression Model (RePEc:sae:envira:v:13:y:1981:i:7:p:795-800)
  by P Burridge
• Relationships between economic growth, foreign direct investment and trade: evidence from China (RePEc:taf:applec:v:34:y:2002:i:11:p:1433-1440)
  by Xiaohui Liu & Peter Burridge & P. J. N. Sinclair
• Is inflation stationary? (RePEc:taf:applec:v:37:y:2005:i:8:p:901-903)
  by Wojciech Charemza & Daniela Hristova & Peter Burridge
• Testing for a structural break in the weight matrix of the spatial error or spatial lag model (RePEc:taf:specan:v:12:y:2017:i:2-3:p:161-181)
  by Ana Angulo & Peter Burridge & Jesus Mur
• Bootstrap Inference in Spatial Econometrics: the J-test (RePEc:taf:specan:v:5:y:2010:i:1:p:93-119)
  by Peter Burridge & Bernard Fingleton
• Improving the J Test in the SARAR Model by Likelihood-based Estimation (RePEc:taf:specan:v:7:y:2012:i:1:p:75-107)
  by Peter Burridge
• Foreign direct investment, other capital flows, and current account deficits : what causes what? (RePEc:wbk:wbrwps:1527)
  by Fry, Maxwell J. & Claessens,Constantijn A. & Burridge, Peter & Blanchet, Marie-Christine
• Signal Extraction in Nonstationary Series (RePEc:wrk:warwec:234)
  by Burridge, Peter & Wallis, Kenneth F
• Unobserved-Components Models for Seasonal Adjustment Filters (RePEc:wrk:warwec:244)
  by Burridge, Peter & Wallis, Kenneth F
• Calculating the Variance of Seasonally Adjusted Series (RePEc:wrk:warwec:251)
  by Burridge, Peter & Wallis, Kenneth F
• Forecasting and Signals Extraction in Autoregressive-moving Average Models (RePEc:wrk:warwec:274)
  by Burridge, Peter & Wallis, Kenneth F
• QML Estimation of the Spatial Weight Matrix in the MR-SAR Model (RePEc:yor:yorken:15/24)
  by Saruta Benjanuvatra & Peter Burridge
• Testing for breaks in the weighting matrix (RePEc:zar:wpaper:dt2017-01)
  by Ana Angulo & Peter Burridge & Jes�s Mur