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Peter Burridge

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ana Angulo & Peter Burridge & Jes�s Mur, 2017. "Testing for breaks in the weighting matrix," Documentos de Trabajo dt2017-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.

    Cited by:

    1. Elżbieta Antczak, 2018. "Building W Matrices Using Selected Geostatistical Tools: Empirical Examination and Application," Stats, MDPI, vol. 1(1), pages 1-22, September.
    2. Takahiro Yoshida & Morito Tsutsumi, 2018. "On the effects of spatial relationships in spatial compositional multivariate models," Letters in Spatial and Resource Sciences, Springer, vol. 11(1), pages 57-70, March.
    3. Ana Angulo & Peter Burridge & Jesus Mur, 2017. "Testing for a structural break in the weight matrix of the spatial error or spatial lag model," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(2-3), pages 161-181, July.
    4. Fernando López Hernández, 2021. "In memoriam of Professor Jesús Mur (1961–2020)," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-5, December.

  2. Saruta Benjanuvatra & Peter Burridge, 2015. "QML Estimation of the Spatial Weight Matrix in the MR-SAR Model," Discussion Papers 15/24, Department of Economics, University of York.

    Cited by:

    1. Elżbieta Antczak, 2018. "Building W Matrices Using Selected Geostatistical Tools: Empirical Examination and Application," Stats, MDPI, vol. 1(1), pages 1-22, September.
    2. Quintaba Pablo Aníbal & Herrera Gómez Marcos, 2023. "Spatial Weighting Matrix Estimation through Statistical Learning: Analyzing Argentinean Salary Dynamics under Structural Breaks," Asociación Argentina de Economía Política: Working Papers 4688, Asociación Argentina de Economía Política.
    3. Ana Angulo & Peter Burridge & Jes�s Mur, 2017. "Testing for breaks in the weighting matrix," Documentos de Trabajo dt2017-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    4. Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    5. Bełej, Mirosław & Cellmer, Radosław & Foryś, Iwona & Głuszak, Michał, 2023. "Airports in the urban landscape: externalities, stigmatization and housing market," Land Use Policy, Elsevier, vol. 126(C).

  3. Peter Burridge & J. Paul Elhorst & Katarina Zigova, 2014. "Group Interaction in Research and the Use of General Nesting Spatial Models," Working Paper Series of the Department of Economics, University of Konstanz 2014-19, Department of Economics, University of Konstanz.

    Cited by:

    1. Elhorst, J. Paul & Madre, Jean-Loup & Pirotte, Alain, 2020. "Car traffic, habit persistence, cross-sectional dependence, and spatial heterogeneity: New insights using French departmental data," Transportation Research Part A: Policy and Practice, Elsevier, vol. 132(C), pages 614-632.
    2. Yuan, Hang & Guan, Zhihua & Jiang, Changmin & Yang, Hangjun, 2023. "Peer effect in the construction of China’s high-speed rail stations: Empirical evidence from spatial econometric analysis," Transportation Research Part A: Policy and Practice, Elsevier, vol. 173(C).
    3. Wang, Jian & Wu, Qun & Yan, Siqi & Guo, Guancheng & Peng, Shangui, 2020. "China’s local governments breaking the land use planning quota: A strategic interaction perspective," Land Use Policy, Elsevier, vol. 92(C).
    4. Fernando A. López & Pedro J. Martínez-Ortiz & Juan-Gabriel Cegarra-Navarro, 2017. "Spatial spillovers in public expenditure on a municipal level in Spain," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 58(1), pages 39-65, January.
    5. Norris, Jonathan, 2017. "Family and Peer Social Identity Effects on Schooling Attitudes and Performance," UNCG Economics Working Papers 17-1, University of North Carolina at Greensboro, Department of Economics.
    6. Ferry Syarifuddin, 2020. "The Dynamics Of Foreign Portfolio Investment And Exchange Rate: An Interconnection Approach In Asean," Working Papers WP/08/2020, Bank Indonesia.
    7. Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017. "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper 82828, University Library of Munich, Germany.
    8. Zhongbo Jing & J. Paul Elhorst & Jan P. A. M. Jacobs & Jakob Haan, 2018. "The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects," Empirical Economics, Springer, vol. 55(1), pages 169-192, August.
    9. Katarina Zigova, 2017. "Specifying Social Weight Matrices of Researcher Networks: The Case of Academic Economists," Working Paper Series of the Department of Economics, University of Konstanz 2017-10, Department of Economics, University of Konstanz.
    10. Thanasis Ziogas & Dimitris Ballas & Sierdjan Koster & Arjen Edzes, 2020. "How happy are my neighbours? Modelling spatial spillover effects of well-being," Papers 2007.11580, arXiv.org.

  4. Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society.

    Cited by:

    1. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May.
    2. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
    3. Burridge, P. & Gjorstrup, F. & Robert Taylor, A. M., 2004. "Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series," Working Papers 04/08, Department of Economics, City University London.
    4. Stephan Smeekes, 2013. "Detrending Bootstrap Unit Root Tests," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 869-891, November.
    5. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2006. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Tinbergen Institute Discussion Papers 06-101/4, Tinbergen Institute.
    6. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521817707, January.
    7. Kemal Çag̃lar Gög̃ebakan & Burak Alparslan Eroglu, 2022. "Non-parametric seasonal unit root tests under periodic non-stationary volatility," Computational Statistics, Springer, vol. 37(5), pages 2581-2636, November.
    8. del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
    9. Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro, 2007. "Regression-based seasonal unit root tests," Discussion Papers 07/05, University of Nottingham, Granger Centre for Time Series Econometrics.
    10. Politis, Dimitris, 2016. "HEGY test under seasonal heterogeneity," University of California at San Diego, Economics Working Paper Series qt2q4054kf, Department of Economics, UC San Diego.
    11. Deckers, Thomas & Hanck, Christoph, 2009. "Multiple Testing Techniques in Growth Econometrics," MPRA Paper 17843, University Library of Munich, Germany.
    12. Francesco Bravo, 2010. "Nonparametric likelihood inference for general autoregressive models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(1), pages 79-106, March.
    13. Fabio Busetti & Silvestro di Sanzo, 2011. "Bootstrap LR tests of stationarity, common trends and cointegration," Temi di discussione (Economic working papers) 799, Bank of Italy, Economic Research and International Relations Area.
    14. Lacroix, R., 2008. "Analyse conjoncturelle de données brutes et estimation de cycles Partie 1 : estimation et tests," Working papers 209, Banque de France.
    15. Zou, Nan & Politis, Dimitris N., 2021. "Bootstrap seasonal unit root test under periodic variation," Econometrics and Statistics, Elsevier, vol. 19(C), pages 1-21.

  5. Fry, Maxwell J. & Claessens,Constantijn A. & 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.

    Cited by:

    1. Yan, Ho-don & Yang, Cheng-lang, 2008. "Foreign Capital Inflows and the Current Account Imbalance: Which Causality Direction?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 23, pages 434-461.
    2. Ho-don Yan & Cheng-lang Yang, 2012. "Are there different linkages of foreign capital inflows and the current account between industrial countries and emerging markets?," Empirical Economics, Springer, vol. 43(1), pages 25-54, August.
    3. Ashima Goyal & Vaishnavi Sharma, 2019. "Estimating the Relationship Between the Current Account, the Capital Account and Investment for India," Foreign Trade Review, , vol. 54(1), pages 29-45, February.
    4. Vassilis Monastiriotis, 2014. "Origin of FDI and domestic productivity spillovers: does European FDI have a ‘productivity advantage’ in the ENP countries?," LEQS – LSE 'Europe in Question' Discussion Paper Series 70, European Institute, LSE.
    5. Özge Barış-Tüzemen & Samet Tüzemen, 2022. "The Impact of Foreign Direct Investment and Biomass Energy Consumption on Pollution in BRICS Countries: A Panel Data Analysis," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 14(1), pages 76-92, January.
    6. Silvio Traverso & Guido Bonatti, 2015. "Education and FDI: An Insight from US Outflows," Journal of Social Economics, Research Academy of Social Sciences, vol. 2(3), pages 101-116.
    7. Lensink, Robert & White, Howard, 1998. "Does the Revival of International Private Capital Flows Mean the End of Aid?: An Analysis of Developing Countries' Access to Private Capital," World Development, Elsevier, vol. 26(7), pages 1221-1234, July.
    8. Herrmann, Sabine & Winkler, Adalbert, 2008. "Financial markets and the current account: emerging Europe versus emerging Asia," Discussion Paper Series 1: Economic Studies 2008,05, Deutsche Bundesbank.
    9. A. Yasemin Yalta, 2012. "Uncovering the channels through which FDI affects current account: the case of Turkey," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 5(2), pages 158-167.
    10. Siddiqui, Danish Ahmed & Ahmad, Mohsin Hasnain, 2007. "The Causal Relationship between Foreign Direct Investment and Current Account: An Empirical Investigation for Pakistan Economy," MPRA Paper 19743, University Library of Munich, Germany.
    11. Wei Sun & Lian An, 2011. "Dynamics of floating exchange rate: how important are capital flows relative to macroeconomic fundamentals?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(4), pages 456-472, October.
    12. Emara, Noha & El Said, Ayah, 2019. "Sovereign Ratings, Foreign Direct Investment and Contagion in Emerging Markets: Does Being a BRICS Country Matter?," MPRA Paper 99254, University Library of Munich, Germany, revised 21 Mar 2020.
    13. Oeking, Anne & Zwick, Lina, 2015. "On the relation between capital flows and the current account," Ruhr Economic Papers 565, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    14. Brahmbhatt, Milan & Srinivasan, T.G. & Murrell, Kim, 1996. "India in the global economy," Policy Research Working Paper Series 1681, The World Bank.
    15. Tanveer Ahmad Khan, 2022. "Current and Capital Account Dynamics in India: An Empirical Analysis of the Post-Reform Period," Foreign Trade Review, , vol. 57(1), pages 41-65, February.
    16. Evan LAU & Nelson FU, 2011. "Financial And Current Account Interrelationship: An Empirical Test," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(1(15)/ Sp), pages 34-42.
    17. B. Bayraktar-Saglam & A.Y. Yalta, 2015. "Current Account Imbalances and Capital Flows," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 7(2), pages 201-213, May.
    18. Serap Bedir & Aylin Soydan, 2016. "Implications of FDI for Current Account Balance: A Panel Causality Analysis," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 4(2), pages 58-71.
    19. Jaydeep Mukherjee & Debashis Chakraborty & Tanaya Sinha, 2013. "How has FDI influenced Current Account Balance In India? Time Series Results in presence of Endogenous Structural Breaks," Working Papers 1317, Indian Institute of Foreign Trade.

  6. 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.

    Cited by:

    1. Ann Harrison & Ana Revenga, 1995. "The Effects of Trade Policy Reform: What Do We Really Know?," NBER Working Papers 5225, National Bureau of Economic Research, Inc.

  7. Burridge, Peter & Wallis, Kenneth F., 1984. "Calculating The Variance Of Seasonally Adjusted Series," Economic Research Papers 269194, University of Warwick - Department of Economics.

    Cited by:

    1. Diebold, F.X. & Kilian, L. & Nerlove, Marc, 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics.
    2. Siem Jan Koopman & Philip Hans Franses, 2002. "Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(5), pages 509-526, December.
    3. William P. Cleveland, 2002. "Estimated variance of seasonally adjusted series," Finance and Economics Discussion Series 2002-15, Board of Governors of the Federal Reserve System (U.S.).
    4. Agustín Maravall & Cristophe Planas, 1996. "Estimation Error and the Specification of Unobserved Component Models," Working Papers 9608, Banco de España.
    5. Christophe Planas & Alessandro Rossi, 2004. "Can inflation data improve the real-time reliability of output gap estimates?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 121-133.

  8. Burridge, Peter & Wallis, Kenneth F., 1983. "Signal Extraction In Nonstationary Series," Economic Research Papers 269177, University of Warwick - Department of Economics.

    Cited by:

    1. Francesco Bianchi & Giovanni Nicolò & Dongho Song, 2023. "Inflation and Real Activity over the Business Cycle," NBER Working Papers 31075, National Bureau of Economic Research, Inc.

  9. Burridge, Peter & Wallis, Kenneth F., 1983. "Unobserved-Components Models For Seasonal Adjustment Filters," Economic Research Papers 269187, University of Warwick - Department of Economics.

    Cited by:

    1. Álvarez, Luis J. & Delrieu, Juan C., 1992. "Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel y crecimiento," DES - Documentos de Trabajo. Estadística y Econometría. DS 2940, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO.
    3. Neil R. Ericsson & David F. Hendry & Hong-Anh Tran, 1993. "Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom," International Finance Discussion Papers 457, Board of Governors of the Federal Reserve System (U.S.).
    4. Osborn, Denise R. & Heravi, Saeed & Birchenhall, C. R., 1999. "Seasonal unit roots and forecasts of two-digit European industrial production," International Journal of Forecasting, Elsevier, vol. 15(1), pages 27-47, February.
    5. Kaiser, Regina & Maravall, Agustin, 2005. "Combining filter design with model-based filtering (with an application to business-cycle estimation)," International Journal of Forecasting, Elsevier, vol. 21(4), pages 691-710.
    6. Maravall, Agustín, 1999. "Short-term and long-term trends, seasonal and the business cycle," DES - Working Papers. Statistics and Econometrics. WS 6291, Universidad Carlos III de Madrid. Departamento de Estadística.
    7. Huang, Tai-Hsin & Shen, Chung-Hua, 2002. "Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand," Journal of Econometrics, Elsevier, vol. 111(1), pages 11-46, November.
    8. A Matas-Mir & D R Osborn, 2003. "Seasonal Adjustment and the Detection of Business Cycle Phases," Centre for Growth and Business Cycle Research Discussion Paper Series 26, Economics, The University of Manchester.
    9. Harris, Richard D.F. & Yilmaz, Fatih, 2008. "Retrieving seasonally adjusted quarterly growth rates from annual growth rates that are reported quarterly," European Journal of Operational Research, Elsevier, vol. 188(3), pages 846-853, August.
    10. Tomas del Barrio Castro & Denise R. Osborn, 2006. "A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests," Economics Discussion Paper Series 0612, Economics, The University of Manchester.
    11. McElroy Tucker S, 2010. "A Nonlinear Algorithm for Seasonal Adjustment in Multiplicative Component Decompositions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-23, September.
    12. Crafts, N. F. R. & Leybourne, S. J. & Mills, T. C., 1988. "Economic Growth In Nineteeth Century Britain: Comparisons With Europe In The Context Of Gerschenkron'S Hypotheses," Economic Research Papers 268342, University of Warwick - Department of Economics.
    13. Regina Kaiser & Agustín Maravall, 2000. "Notes on Time Series Analysis, ARIMA Models and Signal Extraction," Working Papers 0012, Banco de España.
    14. Maravall, Agustín, 2000. "Notes on time serie analysis, ARIMA models and signal extraction," DES - Working Papers. Statistics and Econometrics. WS 10058, Universidad Carlos III de Madrid. Departamento de Estadística.
    15. Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008. "The effect of seasonal adjustment on the properties of business cycle regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 257-278.
    16. Webel, Karsten, 2016. "A data-driven selection of an appropriate seasonal adjustment approach," Discussion Papers 07/2016, Deutsche Bundesbank.
    17. Josef Arlt, 2023. "The problem of annual inflation rate indicator," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2772-2788, July.
    18. Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2012. "The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests," Economics Discussion Paper Series 1228, Economics, The University of Manchester.
    19. Paulo Rodrigues & Denise Osborn, 1999. "Performance of seasonal unit root tests for monthly data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(8), pages 985-1004.

Articles

  1. Angulo, Ana & Burridge, Peter & Mur, Jesús, 2018. "Testing for breaks in the weighting matrix," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 115-129.
    See citations under working paper version above.
  2. Ana Angulo & Peter Burridge & Jesus Mur, 2017. "Testing for a structural break in the weight matrix of the spatial error or spatial lag model," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(2-3), pages 161-181, July.

    Cited by:

    1. Quintaba Pablo Aníbal & Herrera Gómez Marcos, 2023. "Spatial Weighting Matrix Estimation through Statistical Learning: Analyzing Argentinean Salary Dynamics under Structural Breaks," Asociación Argentina de Economía Política: Working Papers 4688, Asociación Argentina de Economía Política.
    2. Ana Angulo & Peter Burridge & Jes�s Mur, 2017. "Testing for breaks in the weighting matrix," Documentos de Trabajo dt2017-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
    3. Fernando López Hernández, 2021. "In memoriam of Professor Jesús Mur (1961–2020)," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-5, December.
    4. De Siano, Rita & Sapio, Alessandro, 2022. "Spatial merit order effects of renewables in the Italian power exchange," Energy Economics, Elsevier, vol. 108(C).

  3. Peter Burridge, 2012. "Improving the J Test in the SARAR Model by Likelihood-based Estimation," Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 75-107, March.

    Cited by:

    1. Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
    2. Nicolas Debarsy & James Lesage, 2018. "Flexible dependence modeling using convex combinations of different types of connectivity structures," Post-Print halshs-03319303, HAL.
    3. Masayoshi Hayashi & Wataru Yamamoto, 2017. "Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 134-163, February.
    4. Ye Yang & Osman Dogan & Suleyman Taspinar & Fei Jin, 2023. "A Review of Cross-Sectional Matrix Exponential Spatial Models," Papers 2311.14813, arXiv.org.
    5. Miguel A. Delgado & Peter M Robinson, 2013. "Non-Nested Testing of Spatial Correlation," STICERD - Econometrics Paper Series 568, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    6. Nicolas DEBARSY & Cem ERTUR, 2016. "Interaction matrix selection in spatial econometrics with an application to growth theory," LEO Working Papers / DR LEO 2172, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    7. Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
    8. Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
    9. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
    10. Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    11. Bernard Fingleton & Silvia Palombi, 2016. "Bootstrap J -Test for Panel Data Models with Spatially Dependent Error Components, a Spatial Lag and Additional Endogenous Variables," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 7-26, March.
    12. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
    13. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
    14. Solmaria Halleck Vega & J. Paul Elhorst, 2015. "The Slx Model," Journal of Regional Science, Wiley Blackwell, vol. 55(3), pages 339-363, June.
    15. Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
    16. Marcos Herrera & Manuel Ruiz & Jesús Mur, 2013. "Detecting Dependence Between Spatial Processes," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 469-497, February.
    17. Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.

  4. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 71-90.

    Cited by:

    1. Julie Le Gallo & Fernando A. López & Coro Chasco, 2020. "Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models: Lagrange multiplier scan tests," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 287-312, April.
    2. Kenichi Kuromiya, 2022. "Econometric analysis of the employment of persons with disabilities in prefectural boards of education," International Journal of Economic Policy Studies, Springer, vol. 16(2), pages 423-441, August.
    3. Ji Uk Kim, 2020. "Technology diffusion, absorptive capacity, and income convergence for Asian developing countries: a dynamic spatial panel approach," Empirical Economics, Springer, vol. 59(2), pages 569-598, August.
    4. Carlos Daniel Navarro, 2015. "Migración y Desempleo: Un análisis espacial para el Noroeste Argentino," Working Papers 14, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.

  5. Peter Burridge & Bernard Fingleton, 2010. "Bootstrap Inference in Spatial Econometrics: the J-test," Spatial Economic Analysis, Taylor & Francis Journals, vol. 5(1), pages 93-119.

    Cited by:

    1. Luisa Corrado & Bernard Fingleton, 2012. "Where Is The Economics In Spatial Econometrics?," Journal of Regional Science, Wiley Blackwell, vol. 52(2), pages 210-239, May.
    2. Jesus Mur & Marcos Herrera & Manuel Ruiz, 2011. "Selecting the W Matrix. Parametric vs Nonparametric Approaches," ERSA conference papers ersa11p1055, European Regional Science Association.
    3. Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
    4. Raffaele Paci & Emanuela Marrocu & Stefano Usai, 2014. "The Complementary Effects of Proximity Dimensions on Knowledge Spillovers," Spatial Economic Analysis, Taylor & Francis Journals, vol. 9(1), pages 9-30, March.
    5. Nicolas Debarsy & James Lesage, 2018. "Flexible dependence modeling using convex combinations of different types of connectivity structures," Post-Print halshs-03319303, HAL.
    6. Masayoshi Hayashi & Wataru Yamamoto, 2017. "Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 134-163, February.
    7. Jes?s Mur, 2013. "Causality, Uncertainty and Identification: Three Issues on the Spatial Econometrics Agenda," SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2013(1), pages 5-27.
    8. Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
    9. Jin, Fei & Lee, Lung-fei, 2015. "On the bootstrap for Moran’s I test for spatial dependence," Journal of Econometrics, Elsevier, vol. 184(2), pages 295-314.
    10. Miguel A. Delgado & Peter M Robinson, 2013. "Non-Nested Testing of Spatial Correlation," STICERD - Econometrics Paper Series 568, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    11. Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
    12. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2012. "Selecting the Most Adequate Spatial Weighting Matrix:A Study on Criteria," MPRA Paper 73700, University Library of Munich, Germany.
    13. Peter Burridge, 2012. "Improving the J Test in the SARAR Model by Likelihood-based Estimation," Spatial Economic Analysis, Taylor & Francis Journals, vol. 7(1), pages 75-107, March.
    14. Bernard FINGLETON & Silvia PALOMBI, 2013. "The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 38, pages 49-92.
    15. Ou Bianling & Long Zhihe & Li Wenqian, 2019. "Bootstrap LM Tests for Spatial Dependence in Panel Data Models with Fixed Effects," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 330-343, August.
    16. Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
    17. Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011. "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos [Which spatial weighting matrix? An approach for model selection]," MPRA Paper 37585, University Library of Munich, Germany.
    18. Marcos Herrera & Jesus Mur & Manuel Ruiz-Marin, 2017. "A Comparison Study on Criteria to Select the Most Adequate Weighting Matrix," Working Papers 18, Instituto de Estudios Laborales y del Desarrollo Económico (IELDE) - Universidad Nacional de Salta - Facultad de Ciencias Económicas, Jurídicas y Sociales.
    19. Giuseppe Arbia, 2011. "A Lustrum of SEA: Recent Research Trends Following the Creation of the Spatial Econometrics Association (2007--2011)," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(4), pages 377-395, July.
    20. Bernard Fingleton & Silvia Palombi, 2016. "Bootstrap J -Test for Panel Data Models with Spatially Dependent Error Components, a Spatial Lag and Additional Endogenous Variables," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 7-26, March.
    21. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
    22. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
    23. Francisco Cribari-Neto & Sadraque E.F. Lucena, 2015. "Nonnested hypothesis testing in the class of varying dispersion beta regressions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 967-985, May.
    24. Solmaria Halleck Vega & J. Paul Elhorst, 2015. "The Slx Model," Journal of Regional Science, Wiley Blackwell, vol. 55(3), pages 339-363, June.
    25. Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
    26. Marcos Herrera & Manuel Ruiz & Jesús Mur, 2013. "Detecting Dependence Between Spatial Processes," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(4), pages 469-497, February.
    27. Jesus Mur & Antonio Paez, 2011. "Local weighting or the necessity of flexibility," ERSA conference papers ersa11p942, European Regional Science Association.
    28. Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K., 2017. "GMM gradient tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 65-88.

  6. Peter Burridge & Daniela Hristova, 2008. "Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 695-718, July.

    Cited by:

    1. Burridge, Peter, 2011. "A research agenda on general-to-specific spatial model search," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 71-90.
    2. Antonio Noriega & Carlos Capistrán & Manuel Ramos-Francia, 2013. "On the dynamics of inflation persistence around the world," Empirical Economics, Springer, vol. 44(3), pages 1243-1265, June.

  7. Peter Burridge & A. M. Robert Taylor, 2006. "Additive Outlier Detection Via Extreme‐Value Theory," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 685-701, September.

    Cited by:

    1. Josep Lluís Carrion-I-Silvestre & María Dolores Gadea, 2016. "Bounds, Breaks and Unit Root Tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(2), pages 165-181, March.
    2. Sevvandi Kandanaarachchi & Rob J Hyndman, 2021. "Leave-one-out Kernel Density Estimates for Outlier Detection," Monash Econometrics and Business Statistics Working Papers 2/21, Monash University, Department of Econometrics and Business Statistics.
    3. Olivier Darné & Amélie Charles, 2012. "A note of the uncertain trend in US real GNP: Evidence from robust unit root tests," Post-Print hal-00956936, HAL.
    4. Gabriel Rodriguez & Dionisio Ramirez, 2013. "A comparison between Tau-d and the procedure TRAMO-SEATS is also included," Documentos de Trabajo / Working Papers 2013-355, Departamento de Economía - Pontificia Universidad Católica del Perú.
    5. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2011. "Robust methods for detecting multiple level breaks in autocorrelated time series," Discussion Papers 11/01, University of Nottingham, Granger Centre for Time Series Econometrics.
    6. Bent Nielsen & Andrew Whitby, 2015. "A Joint Chow Test for Structural Instability," Econometrics, MDPI, vol. 3(1), pages 1-31, March.
    7. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2009. "Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]," Discussion Papers 09/01, University of Nottingham, Granger Centre for Time Series Econometrics.
    8. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2016. "Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 315-336, May.
    9. Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles & Sevvandi Kandanaarachchi & Mario A Munoz, 2018. "Anomaly detection in streaming nonstationary temporal data," Monash Econometrics and Business Statistics Working Papers 4/18, Monash University, Department of Econometrics and Business Statistics.
    10. Chini, Emilio Zanetti, 2023. "Can we estimate macroforecasters’ mis-behavior?," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
    11. Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles, 2019. "Anomaly Detection in High Dimensional Data," Monash Econometrics and Business Statistics Working Papers 20/19, Monash University, Department of Econometrics and Business Statistics.
    12. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    13. Gabriel Rodriguez & Dionisio Ramirez, 2014. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 37(73), pages 113-132.
    14. Priyanga Dilini Talagala & Rob J Hyndman & Catherine Leigh & Kerrie Mengersen & Kate Smith-Miles, 2019. "A Feature-Based Framework for Detecting Technical Outliers in Water-Quality Data from In Situ Sensors," Monash Econometrics and Business Statistics Working Papers 1/19, Monash University, Department of Econometrics and Business Statistics.
    15. Sam Astill & David I. Harvey & A. M. Robert Taylor, 2013. "A bootstrap test for additive outliers in non-stationary time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 454-465, July.
    16. Alanya-Beltran, Willy, 2022. "Unit roots in lower-bounded series with outliers," Economic Modelling, Elsevier, vol. 115(C).
    17. Chen, Yi-Hsuan & Tu, Anthony H., 2013. "Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 514-528.

  8. Wojciech Charemza & Daniela Hristova & Peter Burridge, 2005. "Is inflation stationary?," Applied Economics, Taylor & Francis Journals, vol. 37(8), pages 901-903.

    Cited by:

    1. Serttas, Fatma Ozgu, 2010. "Essays on infinite-variance stable errors and robust estimation procedures," ISU General Staff Papers 201001010800002742, Iowa State University, Department of Economics.
    2. Su Zhou, 2010. "Nonlinearity and stationarity of inflation rates: Evidence from the euro-zone countries," Working Papers 0006, College of Business, University of Texas at San Antonio.
    3. Jesus Garcia-Iglesias, 2007. "How the European Central Bank decided its early monetary policy?," Applied Economics, Taylor & Francis Journals, vol. 39(7), pages 927-936.
    4. Carlos Santos & Maria Alberta Oliveira, 2010. "Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling," Applied Economics, Taylor & Francis Journals, vol. 42(12), pages 1577-1589.
    5. Kose, M. Ayhan & Ha, Jongrim & Ohnsorge, Franziska, 2021. "One-Stop Source: A Global Database of Inflation," CEPR Discussion Papers 16327, C.E.P.R. Discussion Papers.
    6. Fatma Ozgu Serttas, 2018. "Infinite-Variance Error Structure in Finance and Economics," International Econometric Review (IER), Econometric Research Association, vol. 10(1), pages 14-23, April.
    7. Melisso Boschi & Alessandro Girardi, 2007. "Euro area inflation: long-run determinants and short-run dynamics," Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 9-24.
    8. Syed Basher & Joakim Westerlund, 2007. "Is there really a unit root in the inflation rate? More evidence from panel data models," Applied Economics Letters, Taylor & Francis Journals, vol. 15(3), pages 161-164.
    9. Georgiev, I & Rodrigues, PMM & Taylor, AMR, 2017. "Unit Root Tests and Heavy-Tailed Innovations," Essex Finance Centre Working Papers 18832, University of Essex, Essex Business School.
    10. Svetlana Makarova & Wojciech Charemza, 2007. "Nonlinear Inflationary Persistence and Growth: Theory and Comparative Empirical Analysis," EcoMod2007 23900056, EcoMod.
    11. Su Zhou, 2013. "Nonlinearity and stationarity of inflation rates: evidence from the euro-zone countries," Applied Economics, Taylor & Francis Journals, vol. 45(7), pages 849-856, March.
    12. Kigabo-Rusuhuzwa, Thomas & Heshmati, Almas, 2022. "Are the East African Community's Countries Ready for a Common Currency?," IZA Discussion Papers 15210, Institute of Labor Economics (IZA).
    13. Narayan, Paresh Kumar, 2014. "Response of inflation to shocks: New evidence from Sub-Saharan African countries," Economic Modelling, Elsevier, vol. 36(C), pages 378-382.
    14. Georgios KOURETAS & Mark E. WOHAR, 2010. "The Dynamics of Inflation: A Study of a Large Number of Countries," EcoMod2010 259600096, EcoMod.
    15. Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.
    16. Imran Shah & Ian Corrick, 2016. "How Should Central Banks Respond to Non-neutral Inflation Expectations?," Department of Economics Working Papers 64/17, University of Bath, Department of Economics.
    17. Andrew Phiri, 2012. "Threshold effects and inflation persistence in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 247-269, July.
    18. Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017. "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, vol. 50(1), pages 45-58, February.
    19. Narayan, Paresh Kumar & Popp, Stephan, 2011. "An application of a new seasonal unit root test to inflation," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 707-716, October.
    20. Tsong, Ching-Chuan & Lee, Cheng-Feng, 2011. "Asymmetric inflation dynamics: Evidence from quantile regression analysis," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 668-680.
    21. Gabriel Rodriguez & Dionisio Ramirez, 2014. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 37(73), pages 113-132.
    22. Çiçek, Serkan & Akar, Cüneyt, 2013. "The asymmetry of inflation adjustment in Turkey," Economic Modelling, Elsevier, vol. 31(C), pages 104-118.
    23. Halunga, Andreea G. & Osborn, Denise R. & Sensier, Marianne, 2009. "Changes in the order of integration of US and UK inflation," Economics Letters, Elsevier, vol. 102(1), pages 30-32, January.
    24. Wojciech Charemza & Svetlana Makarova & Imran Shah, 2015. "Making the most of high inflation," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3723-3739, July.
    25. D. M. Mahinda Samarakoon & Keith Knight, 2009. "A Note on Unit Root Tests with Infinite Variance Noise," Econometric Reviews, Taylor & Francis Journals, vol. 28(4), pages 314-334.
    26. Wojciech Charemza & Svetlana Makarova & Imran Shah, 2013. "Frequent episoded of high inflation and real effects," EcoMod2013 5478, EcoMod.
    27. Charemza, Wojciech & Makarova, Svetlana, 2009. "Nonlinear Inflationary Persistence and Growth: Theory and Empirical Comparative Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 6(2), pages 5-22, June.
    28. Canepa, Alessandra, 2024. "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    29. Steven Cook, 2007. "Further results on the detection of changes in persistence in linear time series," Applied Economics Letters, Taylor & Francis Journals, vol. 14(2), pages 145-150.
    30. Dridi, Jemma & Nguyen, Anh D. M., 2017. "Inflation Convergence In East African Countries," MPRA Paper 80393, University Library of Munich, Germany.

  9. 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.
    See citations under working paper version above.
  10. Xiaohui Liu & Peter Burridge & P. J. N. Sinclair, 2002. "Relationships between economic growth, foreign direct investment and trade: evidence from China," Applied Economics, Taylor & Francis Journals, vol. 34(11), pages 1433-1440.

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    1. Puah, Chin-Hong & Kueh, Jerome Swee-Hui & Lau, Evan, 2007. "The Implications Of Emergence Of China Towards Asean-5: Fdi-Gdp Perspective," MPRA Paper 5219, University Library of Munich, Germany.
    2. Elena Ketteni & Constantina Kottaridi & Theofanis Mamuneas, 2015. "Information and communication technology and foreign direct investment: interactions and contributions to economic growth," Empirical Economics, Springer, vol. 48(4), pages 1525-1539, June.
    3. Sanghyun Hong & W. Robert Reed & Bifei Tian & Tingting Wu & Gen Chen, 2021. "Does FDI Promote Entrepreneurial Activities? A Meta-Analysis," Working Papers in Economics 21/03, University of Canterbury, Department of Economics and Finance.
    4. Dong, Yanli & Ishikawa, Masanobu & Hagiwara, Taiji, 2015. "Economic and environmental impact analysis of carbon tariffs on Chinese exports," Energy Economics, Elsevier, vol. 50(C), pages 80-95.
    5. Heshmati, Almas & Davis, Rhona, 2007. "The Determinants of Foreign Direct Investment Flows to the Federal Region of Kurdistan," IZA Discussion Papers 3218, Institute of Labor Economics (IZA).
    6. Andrés Rodríguez-Pose & Min Zhang, 2019. "Government institutions and the dynamics of urban growth in China," Papers in Evolutionary Economic Geography (PEEG) 1904, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Jan 2019.
    7. Baek , Jungho & Koo , Won W., 2009. "A Dynamic Approach to the FDI-Environment Nexus: The Case of China and India," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 13(2), pages 87-106, December.
    8. Canfei He & Yi Zhou, 2015. "Firm Dynamics and Regional Inequality of Productivity in China," Papers in Evolutionary Economic Geography (PEEG) 1527, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Sep 2015.
    9. Xia Chen & Chun-Ping Chang, 2021. "The shocks of natural hazards on financial systems," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 105(3), pages 2327-2359, February.
    10. Alam, Md. Mahmudul & Murad, Md. Wahid, 2020. "The impacts of economic growth, trade openness and technological progress on renewable energy use in organization for economic co-operation and development countries," Renewable Energy, Elsevier, vol. 145(C), pages 382-390.
    11. Dequan Jiang & Weiping Li & Junli Yu & Ying Zhang, 2023. "Do governmental policy interventions help urban economic recovery? Experimental evidence from China's provinces governance amid the COVID‐19 pandemic," Growth and Change, Wiley Blackwell, vol. 54(2), pages 507-528, June.
    12. Yongkul Won & Frank S.T. Hsiao & Doo Yong Yang, 2008. "FDI Inflows, Exports and Economic Growth in First and Second Generation ANIEs : Panel Data Causality Analyses," Trade Working Papers 21939, East Asian Bureau of Economic Research.
    13. Hiroyuki TAGUCHI & Yining WANG, 2017. "The Effect of Inward Foreign Direct Investment on Economic Growth in Chinese Provinces," Journal of Economic and Social Thought, KSP Journals, vol. 4(4), pages 387-399, December.
    14. Shu Keng & Chien‐Chiang Lee & Weiping Li & Jim Huangnan Shen, 2020. "Bilateral Rent‐Seeking And Growth Of Fdi Inflow In China: Theory And Evidence," Contemporary Economic Policy, Western Economic Association International, vol. 38(2), pages 359-379, April.
    15. Sumei Tang & Antony Selvanathan & Saroja Selvanathan, 2008. "Foreign Direct Investment, Domestic Investment, and Economic Growth in China: A Time Series Analysis," WIDER Working Paper Series RP2008-19, World Institute for Development Economic Research (UNU-WIDER).
    16. Liu, Yiming & Hao, Yu & Gao, Yixuan, 2017. "The environmental consequences of domestic and foreign investment: Evidence from China," Energy Policy, Elsevier, vol. 108(C), pages 271-280.
    17. Gunby, Philip & Jin, Yinghua & Robert Reed, W., 2017. "Did FDI Really Cause Chinese Economic Growth? A Meta-Analysis," World Development, Elsevier, vol. 90(C), pages 242-255.
    18. Carl Bonham & Byron Gangnes & Ari Van Assche, 2004. "Fragmentation and East Asia’s Information Technology Trade," Working Papers 200409, University of Hawaii at Manoa, Department of Economics.
    19. Byaro, Mwoya & Pelizzo, Riccardo & Kinyondo, Abel, 2023. "What are the Main Drivers Behind the Acceleration of Tanzania's Economic Growth Over the Past Three Decades?," African Journal of Economic Review, African Journal of Economic Review, vol. 11(4), June.
    20. Enrico Marelli & Marcello Signorelli, 2011. "China and India: Openness, Trade and Effects on Economic Growth," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 8(1), pages 129-154, June.
    21. Khun Sokang, 2019. "Role Conflict and Role Ambiguity Impact on Collective Efficacy – towards Team Cohesion: A France Youth Football Team Analysis," International Journal of Innovation and Economic Development, Inovatus Services Ltd., vol. 4(5), pages 31-38, November.
    22. Aldrin Herwany & Erie Febrian, 2010. "Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection," Working Papers in Business, Management and Finance 201001, Department of Management and Business, Padjadjaran University, revised Jan 2010.
    23. Henri Bezuidenhout & Wim Naudé, 2008. "Foreign Direct Investment and Trade in the Southern African Development Community," WIDER Working Paper Series RP2008-88, World Institute for Development Economic Research (UNU-WIDER).
    24. Caihong Tang & Anitha Rosland & Rizwana Yasmeen & Yunfei Long, 2024. "The threshold analysis of economic growth, FDI and trade on environment pollution in China using provincial panel data," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(10), pages 25071-25090, October.
    25. Mohammed B. Yusoff & Ruslee Nuh, 2015. "Foreign Direct Investment, Trade Openness and Economic Growth," Foreign Trade Review, , vol. 50(2), pages 73-84, May.
    26. José Antonio Núñez & José Luis de la Cruz, 2004. "Productivity, Inflation, And Investment: An Analysis Of Causality," Econometric Society 2004 Latin American Meetings 154, Econometric Society.
    27. Yalta, A. Yasemin, 2013. "Revisiting the FDI-led growth Hypothesis: The case of China," Economic Modelling, Elsevier, vol. 31(C), pages 335-343.
    28. Parikshit Basu & John Hicks & Richard Sappey, 2006. "Free Trade Agreements and Investment: A Chinese Perspective," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 13(2), pages 179-192.
    29. Aldrin Herwany & Erie Febrian, 2013. "Global Stock Price Linkages Around The Us Financial Crisis: Evidence From Indonesia," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 7(5), pages 35-45.
    30. Agata Antkiewicz & John Whalley, 2006. "Recent Chinese Buyout Activity and the Implications for Global Architecture," NBER Working Papers 12072, National Bureau of Economic Research, Inc.
    31. Yao, Yao & Chen, George S. & Salim, Ruhul & Yu, Xiaojun, 2018. "Schooling returns for migrant workers in China: Estimations from the perspective of the institutional environment in a rural setting," China Economic Review, Elsevier, vol. 51(C), pages 240-256.
    32. Adelina-Andreea Siriteanu & Erika-Maria Doacă, 2023. "Application of ARDL modelling in global structural shocks and their dynamic impact on FDI," Journal of Financial Studies, Institute of Financial Studies, vol. 14(8), pages 181-191, May.
    33. Wai Choi Lee & Tsun Se Cheong & Yanrui Wu & Jianxin Wu, 2019. "The Impacts of Financial Development, Urbanization, and Globalization on Income Inequality: A Regression-based Decomposition Approach," Asian Economic Papers, MIT Press, vol. 18(2), pages 126-141, Summer.
    34. Albina Balidemaj, 2021. "Globalization and Health in Kosovo," European Journal of Social Sciences Education and Research Articles, Revistia Research and Publishing, vol. 2, January -.
    35. Kuo, Chun-Chien & Yang, Chih-Hai, 2008. "Knowledge capital and spillover on regional economic growth: Evidence from China," China Economic Review, Elsevier, vol. 19(4), pages 594-604, December.
    36. Arman Canatay & Leonel Prieto & Muhammad Ruhul Amin, 2023. "Integrating “Neoliberal-Turn” and “Social-Turn” Constructs in Examining Sustainable Development and Happiness and Life Satisfaction: A Global-, Country Cluster-, and Country-Level Study," Sustainability, MDPI, vol. 15(13), pages 1-56, June.
    37. Hian Teck HOON & Frank S T Hsiao & Mei-Chu Wang Hsiao, 2020. "FDI, Exports, and GDP in East and Southeast Asia — Panel Data versus Time-Series Causality Analyses," World Scientific Book Chapters, in: Development Strategies of Open Economies Cases from Emerging East and Southeast Asia, chapter 4, pages 81-129, World Scientific Publishing Co. Pte. Ltd..
    38. BAAK, SaangJoon, 2008. "The bilateral real exchange rates and trade between China and the U.S," China Economic Review, Elsevier, vol. 19(2), pages 117-127, June.
    39. Velu Suresh Kumar, 2022. "Relationship Between FDI Inflows and Export: The Case of India," Shanlax International Journal of Economics, Shanlax Journals, vol. 11(1), pages 18-25, December.
    40. M. Herrerias & Vicente Orts, 2012. "Equipment investment, output and productivity in China," Empirical Economics, Springer, vol. 42(1), pages 181-207, February.
    41. Hasanat Shah, Syed & He, Bin & Li, Junjiang, 2011. "The Causality and Economic Impact of FDI inflows from Trade Partners in Pakistan," MPRA Paper 35645, University Library of Munich, Germany.
    42. Zsofia KOMUVES & Miguel D. RAMIREZ, 2014. "FDI, Exchange Rate, and Economic Growth in Hungary, 1995-2012: Causality and Cointegration Analysis," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 14(1), pages 45-58.
    43. Pradhan, Jaya Prakash, 2007. "How Do Indian Multinationals Affect Exports from Home Country?," MPRA Paper 19022, University Library of Munich, Germany.
    44. Canfei He & Qi Guo & David Rigby, 2017. "What sustains larger firms? Evidence from Chinese manufacturing industries," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 58(2), pages 275-300, March.
    45. Keshab Bhattarai & Vipin Negi, 2020. "FDI and Economic Performance of Firms in India," Studies in Microeconomics, , vol. 8(1), pages 44-74, June.
    46. Othman, Redzuan & Salleh, Norlida Hanim Mohd, 2008. "Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN [Relationship Between Tourism Industry Development and Economic Growth in Major ASEAN Countries]," MPRA Paper 22457, University Library of Munich, Germany, revised 20 Feb 2010.
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    56. Thomas Gries & Manfred Kraft & Manuel Simon, 2016. "Explaining inter-provincial migration in China," Papers in Regional Science, Wiley Blackwell, vol. 95(4), pages 709-731, November.
    57. Florentina Viorica GHEORGHE & Artur - Emilian SIMION, 2018. "The link between international trade flows of "Machinery and transport equipment" and foreign direct investment in Romania," Computational Methods in Social Sciences (CMSS), "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, vol. 6(1), pages 42-54, June.
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    69. Shahbaz, Muhammad & Kandil, Magda & Kumar, Mantu & Nguyen, Duc Khuong, 2017. "The Drivers of Economic Growth in China and India: Globalization or Financial Development?," MPRA Paper 77183, University Library of Munich, Germany, revised 26 Feb 2017.
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    71. Yu Hao & Yi-Ming Liu, 2015. "Has the development of FDI and foreign trade contributed to China’s CO 2 emissions? An empirical study with provincial panel data," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 76(2), pages 1079-1091, March.
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    75. Shib Sankar Jana & Tarak Nath Sahu & Krishna Dayal Pandey, 2024. "Growth in Foreign Trade in Liberalized India: The Relevance of FDI," Global Business Review, International Management Institute, vol. 25(1), pages 252-267, February.
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    93. Paul, Justin & Feliciano-Cestero, María M., 2021. "Five decades of research on foreign direct investment by MNEs: An overview and research agenda," Journal of Business Research, Elsevier, vol. 124(C), pages 800-812.
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    96. Jayanthakumaran, Kankesu & Lee, Shao-Wei, 2007. "An initial push for successful transition from import substitution to export-orientation in Taiwan and China: The FDI-led hypothesis," Economics Working Papers wp07-03, School of Economics, University of Wollongong, NSW, Australia.
    97. Nguyen, Dao Thi Hong & Sun, Sizhong & Anwar, Sajid, 2017. "A long-run and short-run analysis of the macroeconomic interrelationships in Vietnam," Economic Analysis and Policy, Elsevier, vol. 54(C), pages 15-25.
    98. Khobai, Hlalefang & Mavikela, Nomahlubi, 2017. "The causal linkage between trade openness and economic growth in Argentina: Evidence from the ARDL and VECM techniques," MPRA Paper 82463, University Library of Munich, Germany.
    99. A. Yasemin Yalta, 2011. "New Evidence on FDI-Led Growth: The Case of China," Working Papers 1107, TOBB University of Economics and Technology, Department of Economics.
    100. Mei Wen, 2007. "Foreign direct investment, regional market conditions and regional development," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15(1), pages 125-151, January.
    101. Wei Ting & Sin‐Hui Yen & Chien‐Liang Chiu, 2008. "The Influence of Qualified Foreign Institutional Investors on the Association between Default Risk and Audit Opinions: Evidence from the Chinese Stock Market," Corporate Governance: An International Review, Wiley Blackwell, vol. 16(5), pages 400-415, September.
    102. George K. Zestos & Wei Guo & Ryan Patnode, 2018. "Determinants of Real Chinese GDP 1978–2014," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(2), pages 161-177, June.
    103. Sajid Anwar & Sizhong Sun, 2016. "Foreign direct investment, domestic sales and exports of local firms: a regional perspective from China," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 21(3), pages 325-338, July.
    104. Yu, Kang & Xin, Xian & Guo, Ping & Liu, Xiaoyun, 2011. "Foreign direct investment and China's regional income inequality," Economic Modelling, Elsevier, vol. 28(3), pages 1348-1353, May.
    105. Birgül Cambazoglu & Hacer Simay Karaalp, 2014. "Does foreign direct investment affect economic growth? The case of Turkey," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 41(6), pages 434-449, June.
    106. Balatoni, András & Pitz, Mónika, 2012. "A működőtőke hatása a bruttó nemzeti jövedelemre Magyarországon [The effect of direct investment on Hungary s gross national income]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-30.
    107. Kevin Sylwester, 2005. "Foreign direct investment, growth and income inequality in less developed countries," International Review of Applied Economics, Taylor & Francis Journals, vol. 19(3), pages 289-300.
    108. Lo, Dic & Hong, Fuhai & Li, Guicai, 2016. "Assessing the role of inward foreign direct investment in Chinese economic development, 1990–2007: Towards a synthesis of alternative views," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 107-120.
    109. Nevine Eid, 2006. "FDI-Growth Relationship: Is Financial Deepening a Pre-condition," EcoMod2006 272100023, EcoMod.
    110. Klasen, Stephan & Herzer, Dierk & Nowak-Lehmann D., Felicitas, 2007. "In search of FDI-led growth in developing countries," Proceedings of the German Development Economics Conference, Göttingen 2007 14, Verein für Socialpolitik, Research Committee Development Economics.
    111. Senbeta, Sisay, 2008. "The nexus between FDI and Total Factor Productivity Growth in Sub Saharan Africa," MPRA Paper 31067, University Library of Munich, Germany.
    112. Vinish Kathuria, 2019. "Growth and Investment: Testing for the Relationship for South Asian Countries," Millennial Asia, , vol. 10(3), pages 337-371, December.
    113. Hao, Yu & Wang, Ling-Ou & Lee, Chien-Chiang, 2020. "Financial development, energy consumption and China's economic growth: New evidence from provincial panel data," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 1132-1151.
    114. Rafael Eduardo Saavedra Leyva & Carlos H. Flores Orona, 2017. "La gobernabilidad como un determinante de la inversión extranjera directa en América Latina. (The Governance as a Determinant of Foreign Direct Investment in Latin America)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 123-146, October.
    115. Jos? Miguel Asensio & Alessandro Fiorini & Juan Pablo Jimenez Navarro, 2018. "Chinese foreign direct investments in the EU energy sector," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 0(2), pages 207-229.
    116. Odhiambo, Nicholas M, 2021. "Foreign direct investment and economic growth in Kenya: An empirical investigation," Working Papers 27168, University of South Africa, Department of Economics.
    117. Tsun Se Cheong & Yanrui Wu, 2013. "Globalization and Regional Inequality," Economics Discussion / Working Papers 13-10, The University of Western Australia, Department of Economics.
    118. Baharom, A.H. & Habibullah, M.S., 2008. "Testing for Service-Led and Investment-Led Hypothesis: Evidence from ‘Chindia’," MPRA Paper 11924, University Library of Munich, Germany.
    119. Widodo, Tri, 2016. "Comparative Advantage of Energy Products in the Midst of ASEAN Economic Integration," MPRA Paper 79964, University Library of Munich, Germany.
    120. Champa Bati Dutta & Mohammed Ziaul Haider & Debasish Kumar Das, 2017. "Dynamics of Economic Growth, Investment and Trade Openness: Evidence from Bangladesh," South Asian Journal of Macroeconomics and Public Finance, , vol. 6(1), pages 82-104, June.
    121. Sergio Castello & Anindya Biswas, 2021. "Foreign Direct Investment, Exports and Long-term Economic Growth in Alabama: A Co-integration Analysis," Arthaniti: Journal of Economic Theory and Practice, , vol. 20(1), pages 86-94, June.
    122. Tuan, Chyau & Ng, Linda Fung-Yee, 2007. "The place of FDI in China's regional economic development: Emergence of the globalized delta economies," Journal of Asian Economics, Elsevier, vol. 18(2), pages 348-364, April.
    123. Chidozie Njoku & Oscar Chiwira, 2017. "Unbiased Technique in Identifying Appropriate Variables for FDI Inflows Model: A Role of Economic Growth in SADC," Applied Economics and Finance, Redfame publishing, vol. 4(3), pages 141-154, May.
    124. Yoon Jung Choi & Jungho Baek, 2017. "Does FDI Really Matter to Economic Growth in India?," Economies, MDPI, vol. 5(2), pages 1-9, June.
    125. Yongrong Xin & Aftab Hussain Tabasam & Zhenling Chen & Aysha Zamir & Carlos Samuel Ramos-Meza, 2024. "Analyzing the Impact of Foreign Direct Investment, Energy Consumption on Services Exports, and Growth of the Services Sector: Evidence from SAARC Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 5709-5728, June.
    126. Jerome Kueh & Yong Sze Wei, 2018. "FDI-Led-Growth in Malaysia: Autoregressive Distributed Lag (ARDL) Bounds Testing Approach," International Business Research, Canadian Center of Science and Education, vol. 11(11), pages 46-54, November.
    127. Faik Bilgili & Nadide S. Tülüce & Ibrahim Doğan & H. Hilal Bağlıtas, 2016. "The causality between FDI and sector-specific production in Turkey: evidence from threshold cointegration with regime shifts," Applied Economics, Taylor & Francis Journals, vol. 48(5), pages 345-360, January.
    128. Tanja Broz & Goran Buturac & Miloš Parežanin, 2020. "Digital transformation and economic cooperation: The case of Western Balkan countries," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 697-722.
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  11. 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(2), pages 471-474, April.

    Cited by:

    1. Bailey, Ralph W. & Burridge, Peter, 2007. "Ordering the dispersion of ordinary least squares under near-integration," Statistics & Probability Letters, Elsevier, vol. 77(6), pages 594-597, March.

  12. 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.

    Cited by:

    1. Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015. "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers 16807, University of Essex, Essex Business School.
    2. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
    3. Burridge, P. & Gjorstrup, F. & Robert Taylor, A. M., 2004. "Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series," Working Papers 04/08, Department of Economics, City University London.
    4. Taylor, A. M. Robert, 2005. "Variance ratio tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 124(1), pages 33-54, January.
    5. Haldrup Niels & Montañes Antonio & Sansó Andreu, 2011. "Detection of Additive Outliers in Seasonal Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 3(2), pages 1-20, April.
    6. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.
    7. Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó Rosselló, 2015. "Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending," DEA Working Papers 73, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    8. Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert, 2016. "Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility," Working Papers wpaper-2016-269, Gaidar Institute for Economic Policy, revised 2016.
    9. Rotger, Gabriel Pons, "undated". "Testing for Seasonal Unit Roots with Temporally Aggregated Time Series," Economics Working Papers 2003-16, Department of Economics and Business Economics, Aarhus University.
    10. Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018. "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 307-333, March.
    11. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," Discussion Papers 08-34, University of Copenhagen. Department of Economics.
    12. Niels Haldrup & Antonio Montañés & Andreu Sansó, 2004. "Testing for Additive Outliers in Seasonally Integrated Time Series," Economics Working Papers 2004-14, Department of Economics and Business Economics, Aarhus University.
    13. Kemal Çag̃lar Gög̃ebakan & Burak Alparslan Eroglu, 2022. "Non-parametric seasonal unit root tests under periodic non-stationary volatility," Computational Statistics, Springer, vol. 37(5), pages 2581-2636, November.
    14. Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018. "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers 86, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    15. Politis, Dimitris, 2016. "HEGY test under seasonal heterogeneity," University of California at San Diego, Economics Working Paper Series qt2q4054kf, Department of Economics, UC San Diego.
    16. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, January.
    17. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, Department of Economics and Business Economics, Aarhus University.
    18. Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016. "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers 2016-01, Department of Economics and Business Economics, Aarhus University.
    19. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
    20. Łukasz Lenart, 2017. "Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(1), pages 29-67, March.
    21. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2009. "Co-integration rank tests under conditional heteroskedasticity," Discussion Papers 09/02, University of Nottingham, Granger Centre for Time Series Econometrics.
    22. Kourogenis, Nikolaos & Pittis, Nikitas, 2008. "Cointegration, variance shifts and the limiting distribution of the OLS estimator," Economics Letters, Elsevier, vol. 99(1), pages 103-106, April.
    23. 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.
    24. Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(3), pages 169-186, September.
    25. Zou, Nan & Politis, Dimitris N., 2021. "Bootstrap seasonal unit root test under periodic variation," Econometrics and Statistics, Elsevier, vol. 19(C), pages 1-21.

  13. 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 374-379, July.

    Cited by:

    1. Luis C. Nunes & Paulo M. M. Rodrigues, 2011. "On LM‐type tests for seasonal unit roots in the presence of a break in trend," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(2), pages 108-134, March.
    2. Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR, 2015. "Semi-Parametric Seasonal Unit Root Tests," Essex Finance Centre Working Papers 16807, University of Essex, Essex Business School.
    3. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May.
    4. Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
    5. Hanck, Christoph & Demetrescu, Matei & Kruse, Robinson, 2015. "Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112916, Verein für Socialpolitik / German Economic Association.
    6. Burridge, P. & Gjorstrup, F. & Robert Taylor, A. M., 2004. "Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series," Working Papers 04/08, Department of Economics, City University London.
    7. Taylor, A. M. Robert, 2005. "Variance ratio tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 124(1), pages 33-54, January.
    8. Artur C. B. da Silva Lopes & Antonio Montañés, 2004. "The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts," Econometrics 0411010, University Library of Munich, Germany.
    9. Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert, 2014. "Testing for seasonal unit roots by frequency domain regression," Journal of Econometrics, Elsevier, vol. 178(P2), pages 243-258.
    10. Tomas del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 910-922, November.
    11. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2007. "Efficient tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 141(2), pages 548-573, December.
    12. Tomás del Barrio Castro & Andrii Bodnar & Andreu Sansó Rosselló, 2015. "Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending," DEA Working Papers 73, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    13. Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert, 2016. "Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility," Working Papers wpaper-2016-269, Gaidar Institute for Economic Policy, revised 2016.
    14. Rotger, Gabriel Pons, "undated". "Testing for Seasonal Unit Roots with Temporally Aggregated Time Series," Economics Working Papers 2003-16, Department of Economics and Business Economics, Aarhus University.
    15. Haldrup, Niels Prof. & Montanes, Antonio & Sansó, Andreu, 2000. "Measurement Errors and Outliers in Seasonal Unit Root Testing," University of California at San Diego, Economics Working Paper Series qt0gw7q9hk, Department of Economics, UC San Diego.
    16. Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor, 2011. "On Augmented HEGY Tests for Seasonal Unit Roots," Economics Discussion Paper Series 1121, Economics, The University of Manchester.
    17. Kemal Çag̃lar Gög̃ebakan & Burak Alparslan Eroglu, 2022. "Non-parametric seasonal unit root tests under periodic non-stationary volatility," Computational Statistics, Springer, vol. 37(5), pages 2581-2636, November.
    18. del Barrio Castro, Tomás & Osborn, Denise R., 2023. "Periodic Integration and Seasonal Unit Roots," MPRA Paper 117935, University Library of Munich, Germany, revised 2023.
    19. Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2018. "Temporal Aggregation of Seasonally Near-Integrated Processes," DEA Working Papers 86, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    20. Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro, 2007. "Regression-based seasonal unit root tests," Discussion Papers 07/05, University of Nottingham, Granger Centre for Time Series Econometrics.
    21. Politis, Dimitris, 2016. "HEGY test under seasonal heterogeneity," University of California at San Diego, Economics Working Paper Series qt2q4054kf, Department of Economics, UC San Diego.
    22. Lütkepohl,Helmut & Krätzig,Markus (ed.), 2004. "Applied Time Series Econometrics," Cambridge Books, Cambridge University Press, number 9780521547871, January.
    23. Matei Demetrescu & Christoph Hanck & Robinson Kruse, 2016. "Fixed-b Inference in the Presence of Time-Varying Volatility," CREATES Research Papers 2016-01, Department of Economics and Business Economics, Aarhus University.
    24. Mario G.R. Pagliacci & Constantin Anghelache & Alexandru Manole & Madalina Gabriela Anghel, 2016. "The Econometric Model for the Economic and Financial Analysis of Romanian International Trade," Romanian Statistical Review, Romanian Statistical Review, vol. 64(3), pages 53-66, September.
    25. Stephen Leybourne & A. M. Robert Taylor, 2003. "Seasonal Unit Root Tests Based on Forward and Reverse Estimation," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(4), pages 441-460, July.
    26. Robert Taylor, 2005. "On the limiting behaviour of augmented seasonal unit root tests," Economics Bulletin, AccessEcon, vol. 3(3), pages 1-10.
    27. Łukasz Lenart, 2017. "Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(1), pages 29-67, March.
    28. 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.
    29. Łukasz Lenart & Mateusz Pipień, 2015. "Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(3), pages 169-186, September.
    30. Zou, Nan & Politis, Dimitris N., 2021. "Bootstrap seasonal unit root test under periodic variation," Econometrics and Statistics, Elsevier, vol. 19(C), pages 1-21.

  14. 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.

    Cited by:

    1. Hacker, Scott & Hatemi-J, Abdulnasser, 2010. "The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing," Working Paper Series in Economics and Institutions of Innovation 214, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    2. Marcos Sanso-Navarro, 2011. "Broken trend stationarity of hours worked," Post-Print hal-00712742, HAL.
    3. Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
    4. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2011. "Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices," Econometric Reviews, Taylor & Francis Journals, vol. 30(5), pages 514-547, October.
    5. Timmermann, Allan & Møller, Stig & Pedersen, Thomas & Schütte, Erik Christian Montes, 2021. "Search and Predictability of Prices in the Housing Market," CEPR Discussion Papers 15875, C.E.P.R. Discussion Papers.
    6. Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold, 2004. "Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(5), pages 755-764, September.
    7. Brücker, Herbert & Fachin, Stefano & Venturini, Alessandra, 2011. "Do foreigners replace native immigrants? A panel cointegration analysis of internal migration in Italy," Economic Modelling, Elsevier, vol. 28(3), pages 1078-1089, May.
    8. Bianco, Dominique & Salies, Evens, 2009. "Productivité et R&D au Luxembourg [Productivity and R&D in Luxembourg]," MPRA Paper 21170, University Library of Munich, Germany.
    9. Pierre Perron & Tomoyoshi Yabu, 2007. "Estimating Deterministic Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-020, Boston University - Department of Economics.
    10. Basher, Syed A. & Fachin, Stefano, 2008. "The long-term decline of internal migration in Canada – Ontario as a case study," MPRA Paper 6685, University Library of Munich, Germany.
    11. Ronayne, David, 2011. "Which Impulse Response Function?," Economic Research Papers 270753, University of Warwick - Department of Economics.
    12. Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.
    13. Daniel Borup & Erik Christian Montes Schütte, 2019. "In search of a job: Forecasting employment growth using Google Trends," CREATES Research Papers 2019-13, Department of Economics and Business Economics, Aarhus University.
    14. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition," Econometric Theory, Cambridge University Press, vol. 25(3), pages 587-636, June.
    15. Scott E. Harrington & Tong Yu, 2003. "Do Property‐Casualty Insurance Underwriting Margins Have Unit Roots?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 715-733, December.
    16. Jürgen Wolters & Uwe Hassler, 2006. "Unit Root Testing," Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 4, pages 41-56, Springer.
    17. Joakim, Westerlund & Johan, Blomquist, 2009. "Are Crime Rates Really Stationary?," Working Papers 2009:20, Lund University, Department of Economics.
    18. José Angel Roldán Casas & Rafaela Dios-Palomares, 2004. "A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment," Economic Working Papers at Centro de Estudios Andaluces E2004/37, Centro de Estudios Andaluces.
    19. David Harvey & Stephen Leybourne & A M Robert Taylor, 2005. "On Robust Trend Function Hypothesis Testing," Discussion Papers 05-07, Department of Economics, University of Birmingham.
    20. Hacker, Scott, 2010. "The Effectiveness of Information Criteria in Determining Unit Root and Trend Status," Working Paper Series in Economics and Institutions of Innovation 213, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    21. Syed Basher & S. Fachin, 2008. "The long-term decline of internal migration in Canada: the case of Ontario," Letters in Spatial and Resource Sciences, Springer, vol. 1(2), pages 171-181, December.
    22. Peter E. Kennedy & John Elder, 2001. "F versus t tests for unit roots," Economics Bulletin, AccessEcon, vol. 3(3), pages 1-6.
    23. David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor, 2007. "Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]," Discussion Papers 06/03, University of Nottingham, Granger Centre for Time Series Econometrics.
    24. Andre Varella Mollick, 2008. "Relative wages, labor supplies and trade in Mexican manufacturing: Evidence from two samples," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 17(2), pages 213-241.
    25. R. Scott Hacker & Abdulnasser Hatemi-J, 2018. "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers 1805.08991, arXiv.org.
    26. Nieh, Chien-Chung & Yau, Hwey-Yun, 2004. "Time series analysis for the interest rates relationships among China, Hong Kong, and Taiwan money markets," Journal of Asian Economics, Elsevier, vol. 15(1), pages 171-188, February.
    27. Westerlund, Joakim & Larsson, Rolf, 2012. "Testing for a unit root in a random coefficient panel data model," Journal of Econometrics, Elsevier, vol. 167(1), pages 254-273.
    28. Dagum, Estela Bee & Giannerini, Simone, 2006. "A critical investigation on detrending procedures for non-linear processes," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 175-191, March.
    29. Baranzini, Andrea & Weber, Sylvain, 2013. "Elasticities of gasoline demand in Switzerland," Energy Policy, Elsevier, vol. 63(C), pages 674-680.
    30. Yau, Hwey-Yun & Nieh, Chien-Chung, 2006. "Interrelationships among stock prices of Taiwan and Japan and NTD/Yen exchange rate," Journal of Asian Economics, Elsevier, vol. 17(3), pages 535-552, June.
    31. Erik Christian Montes Schütte, 2018. "In Search of a Job: Forecasting Employment Growth in the US using Google Trends," CREATES Research Papers 2018-25, Department of Economics and Business Economics, Aarhus University.
    32. Westerlund, Joakim, 2015. "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, vol. 185(2), pages 453-467.
    33. Robertson, Raymond, 2004. "Relative prices and wage inequality: evidence from Mexico," Journal of International Economics, Elsevier, vol. 64(2), pages 387-409, December.

  15. 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.

    Cited by:

    1. Vortelinos, Dimitrios I., 2016. "Incremental information of stock indicators," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 79-97.
    2. Karmakar, Madhusudan & Shukla, Girja K., 2015. "Managing extreme risk in some major stock markets: An extreme value approach," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 1-25.
    3. Knowledge Chinhamu & Chun-Kai Huang & Chun-Sung Huang & Jahvaid Hammujuddy, 2015. "Empirical Analyses of Extreme Value Models for the South African Mining Index," South African Journal of Economics, Economic Society of South Africa, vol. 83(1), pages 41-55, March.
    4. Chun-Pin Hsu & Chin-Wen Huang & Wan-Jiun Chiou, 2012. "Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 39(4), pages 447-468, November.
    5. Huang, Chun-Kai & North, Delia & Zewotir, Temesgen, 2017. "Exchangeability, extreme returns and Value-at-Risk forecasts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 477(C), pages 204-216.
    6. Chowdhry, Bhagwan & Goyal, Amit, 2000. "Understanding the financial crisis in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 135-152, May.
    7. Timotheos Angelidis & Alexandros Benos, 2008. "Value-at-Risk for Greek Stocks," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 67-104, March-Jun.
    8. Marco Rocco, 2011. "Extreme value theory for finance: a survey," Questioni di Economia e Finanza (Occasional Papers) 99, Bank of Italy, Economic Research and International Relations Area.
    9. Xiao-Ming Li & Lawrence Rose, 2007. "Market integration and extreme co-movements in APEC emerging equity markets," Applied Financial Economics, Taylor & Francis Journals, vol. 18(2), pages 99-113.
    10. Diego Nocetti, 2006. "Central bank´s value at risk and financial crises: An application to the 2001 Argentine crisis," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 381-402, November.
    11. Chi Ming Wong & Lei Lam Olivia Ting, 2016. "A Quantile Regression Approach to the Multiple Period Value at Risk Estimation," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 1-35, February.
    12. Benjamin R. Auer & Benjamin Mögel, 2016. "How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?," CESifo Working Paper Series 6288, CESifo.
    13. Milica D. Obadović & Mirjana M. Obadović, 2009. "An Analytical Method Of Estimating Value-At-Risk On The Belgrade Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 54(183), pages 119-138, October -.
    14. Raj Aggarwal & Min Qi, 2009. "Distribution of extreme changes in Asian currencies: tail index estimates and value-at-risk calculations," Applied Financial Economics, Taylor & Francis Journals, vol. 19(13), pages 1083-1102.
    15. Choe, Kwang-il & Choi, Pilsun & Nam, Kiseok & Vahid, Farshid, 2012. "Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 271-291.
    16. So, Mike K.P. & Yu, Philip L.H., 2006. "Empirical analysis of GARCH models in value at risk estimation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 180-197, April.
    17. Fong Chan, Kam & Gray, Philip, 2006. "Using extreme value theory to measure value-at-risk for daily electricity spot prices," International Journal of Forecasting, Elsevier, vol. 22(2), pages 283-300.
    18. Chan, K. & Karolyi, G. A. & Rhee, S. G., 2002. "A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002," Pacific-Basin Finance Journal, Elsevier, vol. 10(5), pages 497-516, November.
    19. Kittiakarasakun, Jullavut & Tse, Yiuman, 2011. "Modeling the fat tails in Asian stock markets," International Review of Economics & Finance, Elsevier, vol. 20(3), pages 430-440, June.
    20. Ra l de Jes s-Guti rrez & Roberto J. Santill n-Salgado, 2019. "Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 127-141.
    21. Benjamin Mögel & Benjamin R. Auer, 2018. "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 979-1030, May.
    22. Abdul-Aziz Ibn Musah & Jianguo Du & Hira Salah Ud din Khan & Alhassan Alolo Abdul-Rasheed Akeji, 2018. "The Asymptotic Decision Scenarios of an Emerging Stock Exchange Market: Extreme Value Theory and Artificial Neural Network," Risks, MDPI, vol. 6(4), pages 1-24, November.
    23. Angelidis, Timotheos & Benos, Alexandros & Degiannakis, Stavros, 2007. "A Robust VaR Model under Different Time Periods and Weighting Schemes," MPRA Paper 80466, University Library of Munich, Germany.
    24. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.
    25. Claudeci Da Silva & Hugo Agudelo Murillo & Joaquim Miguel Couto, 2014. "Early Warning Systems: Análise De Ummodelo Probit De Contágio De Crise Dos Estados Unidos Para O Brasil(2000-2010)," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 110, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

  16. Peter Burridge & A. M. Robert Taylor, 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 633-645, December.

    Cited by:

    1. Patrick Marsh, 2007. "Constructing Optimal tests on a Lagged dependent variable," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(5), pages 723-743, September.
    2. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.

  17. Burridge, Peter & Guerre, Emmanuel, 1996. "The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test," Econometric Theory, Cambridge University Press, vol. 12(4), pages 705-723, October.

    Cited by:

    1. Aparicio, Felipe M. & García, Ana, 2004. "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS ws041104, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. So, Beong Soo & Shin, Dong Wan, 2001. "An invariant sign test for random walks based on recursive median adjustment," Journal of Econometrics, Elsevier, vol. 102(2), pages 197-229, June.
    3. Ivan Paya & Agustin Duarte & Ken Holden, 2007. "On the Relationship between Inflation Persistence and Temporal Aggregation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1521-1531, September.
    4. In Choi, 2014. "Unit root tests for dependent and heterogeneous micropanels," Working Papers 1404, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    5. Kramer, Walter & Davies, Laurie, 2002. "Testing for unit roots in the context of misspecified logarithmic random walks," Economics Letters, Elsevier, vol. 74(3), pages 313-319, February.
    6. Shin, Dong Wan & So, Beong Soo, 2000. "Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments," Journal of Econometrics, Elsevier, vol. 99(1), pages 107-137, November.
    7. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
    8. Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
    9. Daniel Dias, 2005. "Using Mean Reversion as a Measure of Persistence," Working Papers w200503, Banco de Portugal, Economics and Research Department.
    10. In Choi, 2019. "Unit Root Tests for Dependent Micropanels," The Japanese Economic Review, Springer, vol. 70(2), pages 145-167, June.
    11. Pollock D. S. G., 2013. "Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles," Journal of Time Series Econometrics, De Gruyter, vol. 6(1), pages 81-102, September.
    12. Kunst, Robert M., 2014. "A Combined Nonparametric Test for Seasonal Unit Roots," Economics Series 303, Institute for Advanced Studies.
    13. Kunst, Robert M., 2009. "A Nonparametric Test for Seasonal Unit Roots," Economics Series 233, Institute for Advanced Studies.
    14. Aparicio, Felipe M., 2003. "On the record properties of integrated time series," DES - Working Papers. Statistics and Econometrics. WS ws036414, Universidad Carlos III de Madrid. Departamento de Estadística.
    15. Park, Soo Jung & Shin, Dong Wan, 2006. "A sign test for unit roots in a momentum threshold autoregressive process," Statistics & Probability Letters, Elsevier, vol. 76(10), pages 986-990, May.

  18. 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 350-359, October.
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  19. Burridge, Peter & Gordon, Ian Richard, 1981. "Unemployment in the British Metropolitan Labour Areas," Oxford Economic Papers, Oxford University Press, vol. 33(2), pages 274-297, July.

    Cited by:

    1. Dongwoo Kang & Sandy Dall’erba, 2016. "Exploring the spatially varying innovation capacity of the US counties in the framework of Griliches’ knowledge production function: a mixed GWR approach," Journal of Geographical Systems, Springer, vol. 18(2), pages 125-157, April.
    2. Silvia Palombi & Roger Perman & Christophe Tavéra, 2017. "Commuting effects in Okun's Law among British areas: Evidence from spatial panel econometrics," Papers in Regional Science, Wiley Blackwell, vol. 96(1), pages 191-209, March.
    3. Ian Gordon, 2013. "Ian Molho (1986) Theories of Migration: A Review – Commentary to Accompany Republished Version in Scottish Journal of Political Economy Jubilee Issue," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(5), pages 557-559, November.
    4. Maria Francesca Cracolici & Miranda Cuffaro & Peter Nijkamp, 2007. "Geographical Distribution of Unemployment: An Analysis of Provincial Differences in Italy," Tinbergen Institute Discussion Papers 07-065/3, Tinbergen Institute.
    5. Paul L. Latreille & Neil Manning, 2000. "Inter‐industry and Inter‐occupational Wage Spillovers in UK Manufacturing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(1), pages 83-99, February.
    6. Elhorst, J. Paul & Emili, Silvia, 2022. "A spatial econometric multivariate model of Okun's law," Regional Science and Urban Economics, Elsevier, vol. 93(C).
    7. Semerikova, Elena, 2014. "Unemployment in East and West Germany: Spatial panel data analysis," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 35(3), pages 107-132.
    8. Tangian, Andranik S., 2005. "Composite indicator of German regional policy and its use for optimizing subsidies to regional labour markets," WSI Working Papers 138, The Institute of Economic and Social Research (WSI), Hans Böckler Foundation.
    9. Nick Bailey & Ivan Turok, 2000. "Adjustment to Job Loss in Britain's Major Cities," Regional Studies, Taylor & Francis Journals, vol. 34(7), pages 631-653, October.
    10. Ana María Díaz, 2016. "Spatial Unemployment Differentials in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 76, February.
    11. Jung Hyun Choi & Richard K. Green, 2014. "Human Capital Spillovers and Local Unemployment," Working Paper 9319, USC Lusk Center for Real Estate.
    12. J.Paul Elhorst, 2005. "Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU," ERSA conference papers ersa05p81, European Regional Science Association.
    13. Christelle Garrouste & Kornelia Kozovska & Elena Arjona Perez, 2010. "Education and Long-Term Unemployment," Post-Print hal-03245305, HAL.
    14. Maire Carroline Magante, 2020. "The Determinants of Migration: Italian Regional Factors and the Relationship with Filipino Migrant Labor Supply," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(1), pages 21-39, June.
    15. Adela Nistor, 2009. "Assessing the Effectiveness of Human Capital Investments on the Regional Unemployment Rate in the United States: 1990 and 2000," International Regional Science Review, , vol. 32(1), pages 65-91, January.
    16. Halleck Vega, Solmaria & Elhorst, J. Paul, 2016. "A regional unemployment model simultaneously accounting for serial dynamics, spatial dependence and common factors," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 85-95.
    17. R.W. Vickerman, 1984. "Urban and Regional Change, Migration and Commuting — The Dynamics of Workplace, Residence and Transport Choice," Urban Studies, Urban Studies Journal Limited, vol. 21(1), pages 15-29, February.
    18. Román Mínguez & María L. & Roberto Basile, 2016. "Spatio-Temporal Autoregressive Semiparametric Model for the analysis of regional economic data," Working Papers LuissLab 16126, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    19. Sarantis LOLOS & Evangelia PAPAPETROU, 2012. "Unemployment disparities and persistence Assessing the evidence from Greek regions, 1981-2008," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 12(1), pages 69-90.
    20. Iman Al‐Ayouty & Hoda Hassaballa, 2020. "Regional unemployment in Egypt: Spatial panel data analysis," African Development Review, African Development Bank, vol. 32(4), pages 565-577, December.
    21. Alpay Filiztekin, 2009. "Regional unemployment in Turkey," Papers in Regional Science, Wiley Blackwell, vol. 88(4), pages 863-878, November.
    22. Angela Parenti & Cristina Tealdi, 2015. "Regional Commuting in Italy: Do Temporary Contracts Affect the Decision?," ERSA conference papers ersa15p1232, European Regional Science Association.
    23. Ian Gordon & Ian Molho, 1985. "Women in the Labour Markets of the London Region: A Model of Dependence and Constraint," Urban Studies, Urban Studies Journal Limited, vol. 22(5), pages 367-386, October.
    24. Ana Maria DIAZ ESCOBAR, 2011. "The Employment Advantages of Skilled Urban Areas," LIDAM Discussion Papers IRES 2011015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    25. Niebuhr, Annekatrin, 2002. "Spatial Dependence of Regional Unemployment in the European Union," Discussion Paper Series 26147, Hamburg Institute of International Economics.
    26. Stefano Magrini, 1998. "The determinants of regional growth: An empirical analysis," ERSA conference papers ersa98p310, European Regional Science Association.
    27. César Augusto MERCHÁN HERNÁNDEZ, 2014. "Desempleo y ocupación en las ciudades colombianas. Un ejercicio con datos panel," Archivos de Economía 11212, Departamento Nacional de Planeación.
    28. Román Mínguez & Roberto Basile & María Durbán, 2020. "An alternative semiparametric model for spatial panel data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 669-708, December.
    29. Ian Molho, 2013. "Theories of Migration: A Review," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(5), pages 526-556, November.
    30. Elhorst, J. Paul, 2001. "The mystery of regional unemployment differentials : a survey of theoretical and empirical explanations," Research Report 00C06, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    31. Bouyon, Sylvain, 2015. "Home ownership, labour markets and the economic crisis," ECRI Papers 10690, Centre for European Policy Studies.
    32. Solmaria Halleck Vega & J. Paul Elhorst, 2015. "The Slx Model," Journal of Regional Science, Wiley Blackwell, vol. 55(3), pages 339-363, June.
    33. J. Paul Elhorst, 2003. "The Mystery of Regional Unemployment Differentials: Theoretical and Empirical Explanations," Journal of Economic Surveys, Wiley Blackwell, vol. 17(5), pages 709-748, December.
    34. Cristiano Perugini & Marcello Signorelli, 2007. "Labour Market Performance Differentials and Dynamics in EU-15 Countries and Regions," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 4(2), pages 209-262, September.

  20. P Burridge, 1981. "Testing for a Common Factor in a Spatial Autoregression Model," Environment and Planning A, , vol. 13(7), pages 795-800, July.

    Cited by:

    1. Fischer, Manfred M. & Stirböck, Claudia, 2005. "Regional Income Convergence in Europe, 1995-2000: A Spatial Econometric Perspective," MPRA Paper 77784, University Library of Munich, Germany.
    2. J. Paul Elhorst & Katarina Zigova, 2011. "Evidence of Competition in Research Activity among Economic Department using Spatial Econometric Techniques," Working Paper Series of the Department of Economics, University of Konstanz 2011-04, Department of Economics, University of Konstanz.
    3. Maté-Sánchez-Val, Mariluz & López-Hernandez, Fernando & Mur-Lacambra, Jesús, 2017. "How do neighboring peer companies influence SMEs’ financial behavior?," Economic Modelling, Elsevier, vol. 63(C), pages 104-114.
    4. Zheye Wang & Yeqing Cheng & Xinyue Ye & Y. H. Dennis Wei, 2016. "Analyzing the Space–Time Dynamics of Innovation in China: ESDA and Spatial Panel Approaches," Growth and Change, Wiley Blackwell, vol. 47(1), pages 111-129, March.
    5. María Emilia Bullano, 2020. "El impacto de las variaciones del tipo de cambio sobre el valor de la tierra urbana. ¿El mercado inmobiliario está totalmente dolarizado?," Asociación Argentina de Economía Política: Working Papers 4317, Asociación Argentina de Economía Política.
    6. Malcolm M. Dow, 1986. "Model Selection Procedures for Network Autocorrelated Disturbances Models," Sociological Methods & Research, , vol. 14(4), pages 403-422, May.
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Chapters

  1. Peter Burridge & J. Paul Elhorst & Katarina Zigova, 2016. "Group Interaction in Research and the Use of General Nesting Spatial Models," Advances in Econometrics, in: Spatial Econometrics: Qualitative and Limited Dependent Variables, volume 37, pages 223-258, Emerald Group Publishing Limited.
    See citations under working paper version above.Sorry, no citations of chapters recorded.
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