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Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila; Burridge, Peter - In: Journal of econometrics 95 (2000) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10001432518
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter; Guerre, Emmanuel - 1995
Persistent link: https://www.econbiz.de/10000912860
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter; Guerre, Emmanuel - 1995 - Rev
Persistent link: https://www.econbiz.de/10000931591
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An integral inequality on C ([0,1]) with application to the Ornstein-Uhlenbeck process
Bailey, Ralph W.; Burridge, Peter; Nandeibam, Shasikanta - 1998
Persistent link: https://www.econbiz.de/10001366917
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The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter - In: Econometric theory 12 (1996) 4, pp. 705-723
Persistent link: https://www.econbiz.de/10001210203
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On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation
Burridge, Peter; Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 374-379
Persistent link: https://www.econbiz.de/10001603262
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On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter; Taylor, Robert - In: Journal of econometrics 104 (2001) 1, pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
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On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter; Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001415834
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Prediction theory for autoregressive-moving average processes
Burridge, Peter - In: Econometric reviews 7 (1988) 1, pp. 65-95
Persistent link: https://www.econbiz.de/10001054260
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Forecasting and signal extraction in autoregressive-moving average models
Burridge, Peter; Wallis, Kenneth F. - 1986
Persistent link: https://www.econbiz.de/10000574230