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 0 2 5 60
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 0 0 1 107
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 1 1 3 39
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 44 0 0 0 68
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 1 42 0 0 1 65
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 0 0 2 52
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 0 0 3 41
New robust inference for predictive regressions 0 0 0 9 0 0 5 41
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 0 30 0 0 0 44
On GLS-detrending for deterministic seasonality testing 0 0 0 52 0 0 1 73
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 0 1 2 70
On the asymptotic behavior of bubble date estimators 0 0 0 18 0 3 3 17
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 0 3 7 27
Testing for explosive bubbles: a review 0 0 0 78 1 1 5 28
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 0 22 0 0 0 46
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 23 0 0 0 29
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 0 0 2 74
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 0 0 0 55
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 1 33 0 0 1 71
Total Working Papers 0 0 2 716 2 11 41 1,007
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 0 0 50
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 2 0 1 1 38
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 1 1 1 6 2 2 4 23
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 0 0 0 13 1 2 3 34
Limits of regional food price differences and invisible hand 0 2 2 82 0 3 5 170
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 1 3 0 1 5 11
On bootstrap implementation of likelihood ratio test for a unit root 0 0 0 6 0 3 4 50
On decrease in oil price elasticity of GDP and investment in Russia 0 3 14 109 0 4 26 255
On robust testing for trend 1 1 3 5 1 1 5 9
Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade 0 0 0 2 1 1 3 22
Structural breaks in cointegration models 0 1 6 57 1 2 9 189
Structural breaks in cointegration models: Multivariate case 1 3 4 82 2 4 13 173
Survey on structural breaks and unit root tests 3 3 11 109 3 5 21 288
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 2 13 1 1 3 63
Testing time series for the bubbles (with application to Russian data) 0 0 1 71 0 0 4 240
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 7 0 0 2 31
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 0 1 4 39
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 0 1 1 29
Total Journal Articles 6 14 45 598 12 32 113 1,714

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Statistics updated 2025-10-06