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A generalization of the Burridge-Guerre nonparametric root test
García, Ana; Sansó, Andreu - In: Econometric theory 22 (2006) 4, pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
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Improving the J test in the SARAR model by likelihood-based estimation
Burridge, Peter - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 1, pp. 75-107
Persistent link: https://www.econbiz.de/10009564236
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Spatial effects in a common trend model of US city-level CPI
Burridge, Peter; Iacone, Fabrizio; Lazarová, Stěpána - In: Regional science & urban economics 54 (2015), pp. 87-98
Persistent link: https://www.econbiz.de/10011479810
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QML estimation of the spatial weight matrix in the MR-SAR model
Benjanuvatra, Saruta; Burridge, Peter - 2015
Persistent link: https://www.econbiz.de/10011411643
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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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Ordering the dispersion of OLS under near-integration
Bailey, Ralph W.; Burridge, Peter - 2003
Persistent link: https://www.econbiz.de/10001775654
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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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Testing for a structural break in the weight matrix of the spatial error or spatial lag model
Angulo, Ana M.; Burridge, Peter; Mur, Jésus - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 2/3, pp. 161-181
Persistent link: https://www.econbiz.de/10011669334
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Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila - 1996
Persistent link: https://www.econbiz.de/10013442487