Access Statistics for Anton Skrobotov

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time 0 0 0 80 2 3 14 72
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 0 4 12 119
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 0 1 6 44
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 44 2 7 12 80
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 42 5 5 12 77
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 2 2 7 59
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 3 4 6 47
New robust inference for predictive regressions 0 0 0 9 2 4 11 52
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 0 30 1 2 10 54
On GLS-detrending for deterministic seasonality testing 0 0 0 52 2 2 9 82
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 2 6 10 79
On the asymptotic behavior of bubble date estimators 0 0 0 18 3 3 9 23
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 5 5 13 37
Testing for explosive bubbles: a review 0 1 1 79 2 4 12 38
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 0 22 2 2 10 56
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 23 3 6 8 37
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 1 8 17 91
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 3 18 25 80
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 0 33 1 3 6 77
Total Working Papers 0 1 1 717 41 89 209 1,204
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 14 0 3 7 57
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 2 3 5 16 53
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 1 1 2 7 2 5 25 46
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 1 2 2 15 4 10 20 52
Limits of regional food price differences and invisible hand 0 0 2 82 5 6 17 183
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 3 2 3 15 25
On bootstrap implementation of likelihood ratio test for a unit root 0 0 0 6 0 2 11 57
On decrease in oil price elasticity of GDP and investment in Russia 0 1 9 112 8 21 42 290
On robust testing for trend 0 0 3 5 2 3 12 18
Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade 0 0 0 2 0 0 10 31
Structural breaks in cointegration models 0 1 6 60 10 25 42 227
Structural breaks in cointegration models: Multivariate case 0 2 7 86 2 18 41 210
Survey on structural breaks and unit root tests 0 2 10 114 2 8 43 324
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 0 13 2 2 7 69
Testing time series for the bubbles (with application to Russian data) 0 0 0 71 5 10 20 260
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 7 1 6 22 53
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 1 4 8 46
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 1 2 10 38
Total Journal Articles 2 9 41 616 50 133 368 2,039

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Statistics updated 2026-05-06