Access Statistics for Robinson Kruse

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 new unit root test against ESTAR based on a class of modified statistics 0 0 0 253 0 3 26 1,002
A simple specification procedure for the transition function in persistent nonlinear time series models 0 0 0 46 0 4 9 142
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 0 2 10 88
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 30 0 2 5 87
Bias-corrected estimation in potentially mildly explosive autoregressive models 0 0 0 78 0 7 11 190
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 0 167 0 6 21 216
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 73 1 3 14 200
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 2 19 94
Discriminating between fractional integration and spurious long memory 0 0 0 105 0 3 16 215
Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility 0 0 0 20 0 2 15 73
Fixed-b Inference in the Presence of Time-Varying Volatility 0 0 0 41 0 3 8 155
Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 0 0 0 11 0 1 2 78
Forecasting long memory time series under a break in persistence 0 0 0 60 2 6 17 202
Forecasting long memory time series under a break in persistence 0 0 1 82 0 1 16 246
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 3 18 254
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 4 14 199
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency 0 0 0 75 0 1 6 146
Long memory and changing persistence 0 0 0 35 0 2 12 163
Long memory and changing persistence 0 0 0 38 0 1 12 95
Measuring risk an explosive environment 0 0 0 0 0 3 7 37
Measuring risk in an explosive environment 0 0 0 0 0 0 1 23
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 69 0 2 12 237
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 38 1 8 14 187
On European monetary integration and the persistence of real effective exchange rates 1 1 1 53 2 4 8 101
On tests for linearity against STAR models with deterministic trends 0 0 0 55 1 1 9 160
On tests for linearity against STAR models with deterministic trends 0 0 0 27 0 1 8 95
Rational bubbles and fractional integration 0 0 0 74 1 5 12 195
Testing for a break in persistence under long-range dependencies 0 0 0 134 0 4 10 296
Testing for a rational bubble under long memory 0 0 1 100 0 5 19 243
Testing heteroskedastic time series for normality 0 0 0 43 0 3 17 103
The Power of Unit Root Tests Against Nonlinear Local Alternatives 0 0 0 63 0 1 7 133
The Walking Debt Crisis 0 0 0 53 1 5 18 162
Unit roots, nonlinearities and structural breaks 0 0 0 290 2 2 10 514
What do we know about real exchange rate non-linearities? 0 0 0 107 0 4 14 198
What do we know about real exchange rate nonlinearities? 0 0 0 75 2 5 19 151
Total Working Papers 1 1 4 2,537 13 109 436 6,680

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A modified test against spurious long memory 0 0 0 18 0 2 11 65
A new unit root test against ESTAR based on a class of modified statistics 0 1 1 44 1 7 25 165
Bias-corrected estimation for speculative bubbles in stock prices 0 0 0 17 1 5 14 73
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 17 0 2 18 82
Explosive behaviour and long memory with an application to European bond yield spreads 0 0 0 1 0 4 9 19
Fractional integration versus level shifts: the case of realized asset correlations 0 0 0 9 0 3 13 55
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 8 1 6 21 96
Long memory and changing persistence 0 0 0 14 0 1 15 74
On European monetary integration and the persistence of real effective exchange rates 0 0 0 14 0 1 10 67
On tests for linearity against STAR models with deterministic trends 0 0 0 8 0 0 10 69
Testing for a break in persistence under long‐range dependencies 0 0 0 61 0 1 8 160
Testing for a rational bubble under long memory 0 0 1 20 0 5 16 90
The power of unit root tests against nonlinear local alternatives 0 0 0 12 1 2 11 56
The walking debt crisis 0 0 0 21 0 5 29 123
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 1 12 89
When bubbles burst: econometric tests based on structural breaks 0 0 3 56 0 2 15 162
Total Journal Articles 0 1 7 338 4 47 237 1,445

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Unit roots, non-linearities and structural breaks 0 0 0 34 2 5 16 128
Total Chapters 0 0 0 34 2 5 16 128

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Statistics updated 2026-07-10