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Peter Burridge

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Personal Details

First Name: Peter
Middle Name:
Last Name: Burridge
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RePEc Short-ID: pbu15

Email:
Homepage:
Postal Address: Department of Economics and Related Studies University of York Heslington York YO105DD
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Affiliation

Department of Economics and Related Studies
University of York
Location: York, United Kingdom
Homepage: http://www.york.ac.uk/economics/
Email:
Phone: (0)1904 323776
Fax: (0)1904 323759
Postal: York YO10 5DD
Handle: RePEc:edi:deyoruk (more details at EDIRC)

Works

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Working papers

  1. Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society.
  2. Burridge, P. & Gjorstrup, F. & Robert Taylor, A. M., 2004. "Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series," Working Papers 04/08, Department of Economics, City University London.
  3. Burridge, P. & Taylor, A.M.R., 1999. "On Regression-Based Tests for Seasonal Unit Roots in the Presence of Periodic Heteroscedasticity," Discussion Papers 99-10, Department of Economics, University of Birmingham.
  4. Bailey, R.W. & Burridge, P. & Nandeibam, S., 1998. "An Integral Inequality on C([0,1]) with Application to the Ornstein-Uhlenbeck Process," Discussion Papers 98-01, Department of Economics, University of Birmingham.
  5. Ayat, L. & Burridge, P., 1996. "Unit Root Tests in the presence of Uncertainty about the Non-Stochastic Trends," Discussion Papers 96-28, Department of Economics, University of Birmingham.
  6. Burridge, P. & Guerre, E., 1995. "The Limit Distribution and Level Crossings of Random Walk, and a Simple Unit Root Test," Discussion Papers 95-19, Department of Economics, University of Birmingham.
  7. Boero, K.L.A.G. & Burridge, P. & Sheldon, M., 1995. "Agreement and Disagreement Between Unit Root Tests," Discussion Papers 95-30, Department of Economics, University of Birmingham.
  8. Fry, Maxwell J. & Claessens,Constantijn A. & Burridge, Peter & Blanchet, Marie-Christine, 1995. "Foreign direct investment, other capital flows, and current account deficits : what causes what?," Policy Research Working Paper Series 1527, The World Bank.
  9. Fry, M.J. & Claessens, C.A. & Burridge, P. & Blanchet, M.C., 1994. "Foreing Direct Investment: What Causes What?," Papers 94-07, University of Birmingham - International Financial Group.
  10. Burridge, P., 1991. "A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Discussion Papers 91-24, Department of Economics, University of Birmingham.
  11. Boero, G. & Burridge, P., 1991. "A Simple Non-Parametric Test for a Unit Root," Discussion Papers 91-26, Department of Economics, University of Birmingham.
  12. Burridge, Peter & Wallis, Kenneth F, 1986. "Forecasting and Signals Extraction in Autoregressive-moving Average Models," The Warwick Economics Research Paper Series (TWERPS) 274, University of Warwick, Department of Economics.
  13. Burridge, Peter & Wallis, Kenneth F, 1984. "Calculating the Variance of Seasonally Adjusted Series," The Warwick Economics Research Paper Series (TWERPS) 251, University of Warwick, Department of Economics.
  14. Burridge, Peter & Wallis, Kenneth F, 1983. "Signal Extraction in Nonstationary Series," The Warwick Economics Research Paper Series (TWERPS) 234, University of Warwick, Department of Economics.
  15. Burridge, Peter & Wallis, Kenneth F, 1983. "Unobserved-Components Models for Seasonal Adjustment Filters," The Warwick Economics Research Paper Series (TWERPS) 244, University of Warwick, Department of Economics.

Articles

  1. Peter Burridge, 2012. "Improving the J Test in the SARAR Model by Likelihood-based Estimation," Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 75-107, March.
  2. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," Investigaciones Regionales, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
  3. Peter Burridge & Bernard Fingleton, 2010. "Bootstrap Inference in Spatial Econometrics: the J-test," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(1), pages 93-119.
  4. Burridge, Peter, 2009. "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, Cambridge University Press, vol. 25(03), pages 653-654, June.
  5. Peter Burridge & Daniela Hristova, 2008. "Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 695-718, 07.
  6. Bailey, Ralph W. & Burridge, Peter, 2007. "Ordering the dispersion of ordinary least squares under near-integration," Statistics & Probability Letters, Elsevier, vol. 77(6), pages 594-597, March.
  7. Peter Burridge & A. M. Robert Taylor, 2006. "Additive Outlier Detection Via Extreme-Value Theory," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 685-701, 09.
  8. Wojciech Charemza & Daniela Hristova & Peter Burridge, 2005. "Is inflation stationary?," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 901-903.
  9. Burridge, Peter & Robert Taylor, A. M., 2004. "Bootstrapping the HEGY seasonal unit root tests," Journal of Econometrics, Elsevier, vol. 123(1), pages 67-87, November.
  10. Xiaohui Liu & Peter Burridge & P. J. N. Sinclair, 2002. "Relationships between economic growth, foreign direct investment and trade: evidence from China," Applied Economics, Taylor & Francis Journals, vol. 34(11), pages 1433-1440.
  11. Burridge, Peter & Taylor, A. M. Robert, 2001. "On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity," Journal of Econometrics, Elsevier, vol. 104(1), pages 91-117, August.
  12. Bailey, Ralph W. & Burridge, Peter & Nandeibam, Shasikanta, 2001. "An Integral Inequality On C([0,1]) And Dispersion Of Ols Under Near-Integration," Econometric Theory, Cambridge University Press, vol. 17(02), pages 471-474, April.
  13. Burridge, Peter & Taylor, A M Robert, 2001. "On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 374-79, July.
  14. Ayat, Leila & Burridge, Peter, 2000. "Unit root tests in the presence of uncertainty about the non-stochastic trend," Journal of Econometrics, Elsevier, vol. 95(1), pages 71-96, March.
  15. Ho, Lan-Chih & Burridge, Peter & Cadle, John & Theobald, Michael, 2000. "Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 249-275, May.
  16. Burridge, Peter & Taylor, A M Robert, 2000. " On the Power of GLS-Type Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(5), pages 633-45, December.
  17. Burridge, Peter, 1997. "Occasional Optimality of T( – 1)," Econometric Theory, Cambridge University Press, vol. 13(04), pages 606-608, August.
  18. Burridge, Peter & Guerre, Emmanuel, 1996. "The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test," Econometric Theory, Cambridge University Press, vol. 12(04), pages 705-723, October.
  19. Burridge, Peter & Wallis, Kenneth F, 1984. "Unobserved-Components Models for Seasonal Adjustment Filters," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 350-59, October.
  20. Burridge, Peter & Gordon, Ian Richard, 1981. "Unemployment in the British Metropolitan Labour Areas," Oxford Economic Papers, Oxford University Press, vol. 33(2), pages 274-97, July.
  21. P Burridge, 1981. "Testing for a common factor in a spatial autoregression model," Environment and Planning A, Pion Ltd, London, vol. 13(7), pages 795-800, July.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2004-08-16. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2004-08-16. Author is listed

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