The following pages link to Peter Burridge (Q205398):
Displayed 10 items.
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Unit root tests in the presence of uncertainty about the non-stochastic trend (Q1971787) (← links)
- Ordering the dispersion of ordinary least squares under near-integration (Q2643736) (← links)
- AN INTEGRAL INEQUALITY ON <i>C</i>([0,1]) AND DISPERSION OF OLS UNDER NEAR-INTEGRATION (Q2739270) (← links)
- Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems (Q3028841) (← links)
- Additive Outlier Detection Via Extreme-Value Theory (Q3440763) (← links)
- (Q3862894) (← links)
- Prediction theory for autoregressivemoving average processes (Q5750234) (← links)
- 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 (Q5895099) (← links)
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (Q5944502) (← links)