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 1 3 15 73
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 0 1 13 120
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 0 0 6 44
Confidence Sets for the Break Date in Cointegrating Regressions 0 1 1 45 0 4 14 82
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 42 0 5 12 77
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 0 2 7 59
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 0 3 6 47
New robust inference for predictive regressions 0 0 0 9 0 2 11 52
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 0 30 0 1 10 54
On GLS-detrending for deterministic seasonality testing 0 0 0 52 0 2 9 82
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 0 2 10 79
On the asymptotic behavior of bubble date estimators 0 0 0 18 0 3 9 23
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 0 5 13 37
Testing for explosive bubbles: a review 0 0 1 79 0 2 11 38
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 0 22 0 2 10 56
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 23 0 3 8 37
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 1 4 20 94
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 0 4 26 81
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 0 33 0 1 6 77
Total Working Papers 0 1 2 718 2 49 216 1,212
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 7 57
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 2 0 3 16 53
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 0 1 2 7 1 3 26 47
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 0 1 2 15 1 7 23 55
Limits of regional food price differences and invisible hand 0 0 2 82 1 7 18 185
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 3 0 4 17 27
On bootstrap implementation of likelihood ratio test for a unit root 1 1 1 7 1 1 11 58
On decrease in oil price elasticity of GDP and investment in Russia 1 2 8 114 2 14 45 296
On robust testing for trend 0 0 1 5 0 4 12 20
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 0 4 60 0 10 40 227
Structural breaks in cointegration models: Multivariate case 0 0 7 86 0 3 42 211
Survey on structural breaks and unit root tests 0 0 8 114 1 4 43 326
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 0 13 0 2 7 69
Testing time series for the bubbles (with application to Russian data) 0 0 0 71 0 5 20 260
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 7 0 1 22 53
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 0 1 8 46
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 0 2 11 39
Total Journal Articles 2 5 35 619 7 71 378 2,060

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Statistics updated 2026-07-10