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 1 80 0 1 4 58
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 2 38
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 1 42 0 0 1 65
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 44 0 0 0 68
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 0 1 2 52
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 1 1 4 41
New robust inference for predictive regressions 0 0 0 9 1 1 6 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 2 73
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 0 0 1 69
On the asymptotic behavior of bubble date estimators 0 0 0 18 0 0 0 14
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 1 22 1 1 5 24
Testing for explosive bubbles: a review 0 0 0 78 0 1 5 26
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 1 29
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 0 1 3 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 4 716 4 8 38 995
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 0 1 37
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 0 0 1 5 0 1 6 21
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 0 0 0 13 0 0 2 32
Limits of regional food price differences and invisible hand 0 0 3 80 0 0 7 166
On Trend Breaks and Initial Condition in Unit Root Testing 1 1 1 3 2 2 4 10
On bootstrap implementation of likelihood ratio test for a unit root 0 0 0 6 0 0 1 46
On decrease in oil price elasticity of GDP and investment in Russia 2 4 14 103 3 8 30 248
On robust testing for trend 0 0 1 2 0 1 4 6
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 2 21
Structural breaks in cointegration models 1 1 7 54 2 2 12 185
Structural breaks in cointegration models: Multivariate case 0 0 5 79 2 2 17 169
Survey on structural breaks and unit root tests 2 3 13 104 2 5 23 281
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 2 13 0 0 3 62
Testing time series for the bubbles (with application to Russian data) 1 1 1 71 2 2 7 240
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 38
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 0 0 2 28
Total Journal Articles 7 10 48 575 14 25 127 1,671

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Statistics updated 2025-05-12