Peter Burridge

发表

Prediction theory for autoregressivemoving average processes

Kenneth F. Wallis, K. Wallis, P. Burridge, 1998 .

Unit root tests in the presence of uncertainty about the non-stochastic trend

P. Burridge, L. Ayat, Leila Ayat, 2000 .

On the Cliff‐Ord Test for Spatial Correlation

P. Burridge, Peter Burridge, 1980 .

A Very Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

P. Burridge, Peter Burridge, 1991 .

Additive Outlier Detection Via Extreme‐Value Theory

P. Burridge, A. Robert Taylor, Peter Burridge, 2006 .

Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems

P. Burridge, Peter Burridge, A. Hall, 1987 .

Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil

P. Burridge, Peter Burridge, M. Theobald, 2000 .

PC-NAIVE: An Interactive Program for Monte Carlo Experimentation in Econometrics, Version 6.01.

David F. Hendry, Adrian J. Neale, Neil R. Ericsson, 1993 .

On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity

A. M. Robert Taylor, P. Burridge, A. M. R. Taylor, 2001 .

Unobserved-Components Models For Seasonal Adjustment Filters

Kenneth F. Wallis, K. Wallis, P. Burridge, 1984 .

Testing for a Common Factor in a Spatial Autoregression Model

P. Burridge, Peter Burridge, 1981 .

Unemployment in the British Metropolitan Labour Areas

Ian R. Gordon, P. Burridge, Ian Richard Gordon, 1981 .