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Information about:
Peter Burridge

Personal Details | Affiliation | Works
This is information that was supplied by Peter Burridge in registering through RePEc. If you are Peter Burridge , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Peter
Middle Name:
Last Name: Burridge
Suffix:

RePEc Short-ID: pbu15

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

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Peter Burridge & Frida Gjorstrup & A.M. Robert Taylor, 2004. "Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series," City University Economics Discussion Papers 04/08, Department of Economics, City University, London. [Downloadable!]

  2. Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society. [Downloadable!]
    Published as:

  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.
    Published as:

  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.
    Published as:

  6. 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.

  7. Fry, Maxwell J. & Claessens, Stijn & 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. [Downloadable!]

  8. Burridge, P. & Guerre, E., 1995. "The Limit Distribution of Level Crossings of a Random Walk, and a Simple Unit Root Test," Papers 9533, Institut National de la Statistique et des Etudes Economiques-.

  9. 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.

  10. 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.

  11. 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.

  12. Boero, G. & Burridge, P., 1991. "A Simple Non-Parametric Test for a Unit Root," Discussion Papers 91-26, Department of Economics, University of Birmingham.

  13. 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.

  14. 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.

  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.
    Published as:

  16. 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.

Articles

  1. Peter Burridge & A. M. Robert Taylor, 2006. "Additive Outlier Detection Via Extreme-Value Theory," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(5), pages 685-701, 09. [Downloadable!] (restricted)

  2. Wojciech W. Charemza & Daniela Hristova & Peter Burridge, 2005. "Is inflation stationary?," Applied Economics, Taylor and Francis Journals, vol. 37(8), pages 901-903, May. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. Liu, Xiaohui & Burridge, Peter & Sinclair, P J N, 2002. "Relationships between Economic Growth, Foreign Direct Investment and Trade: Evidence from China," Applied Economics, Taylor and Francis Journals, vol. 34(11), pages 1433-40, July. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)
    Other versions:

  6. 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, March. [Downloadable!]

  7. 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.

  8. 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. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)
    Other versions:

  10. 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. [Downloadable!] (restricted)

  11. 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.
    Other versions:

  12. 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. [Downloadable!] (restricted)

  13. RePEc:cup:etheor:v:12:y:1996:i:4:p:705-23 is not listed on IDEAS

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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This page was last updated on 2008-8-17.

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