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 1 1 2 976
A simple specification procedure for the transition function in persistent nonlinear time series models 0 0 0 46 0 0 2 133
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 0 1 1 77
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 30 0 0 0 82
Bias-corrected estimation in potentially mildly explosive autoregressive models 0 0 0 78 0 0 0 179
Changes in persistence, spurious regressions and the Fisher hypothesis 0 1 1 167 0 1 1 195
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 72 0 1 2 185
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 0 1 75
Discriminating between fractional integration and spurious long memory 0 0 0 105 0 1 2 199
Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility 0 0 1 20 0 0 3 58
Fixed-b Inference in the Presence of Time-Varying Volatility 0 0 0 41 0 0 0 146
Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 0 0 0 11 0 0 0 76
Forecasting long memory time series under a break in persistence 0 0 0 81 0 0 0 229
Forecasting long memory time series under a break in persistence 0 0 0 60 0 0 0 185
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 39 0 1 2 184
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 1 1 236
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency 0 0 0 75 0 0 0 139
Long memory and changing persistence 0 0 0 35 0 0 0 151
Long memory and changing persistence 0 0 0 38 0 0 0 82
Measuring risk an explosive environment 0 0 0 0 0 1 1 30
Measuring risk in an explosive environment 0 0 0 0 1 1 1 21
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 69 0 0 2 225
Milestones of European Integration: Which matters most for Export Openness? 0 0 1 38 0 0 3 172
On European monetary integration and the persistence of real effective exchange rates 0 0 0 52 0 0 0 92
On tests for linearity against STAR models with deterministic trends 0 0 0 27 0 0 2 87
On tests for linearity against STAR models with deterministic trends 0 0 0 55 0 0 0 151
Rational bubbles and fractional integration 1 1 1 74 1 1 1 183
Testing for a break in persistence under long-range dependencies 0 0 0 134 0 1 4 286
Testing for a rational bubble under long memory 0 0 0 99 1 2 2 224
Testing heteroskedastic time series for normality 0 0 0 43 0 0 3 86
The Power of Unit Root Tests Against Nonlinear Local Alternatives 0 0 0 63 0 0 1 126
The Walking Debt Crisis 0 0 0 53 1 1 3 144
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 1 4 504
What do we know about real exchange rate non-linearities? 0 0 0 107 0 0 1 184
What do we know about real exchange rate nonlinearities? 0 0 0 75 0 0 0 132
Total Working Papers 1 2 5 2,533 5 15 45 6,234

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 1 18 0 0 2 54
A new unit root test against ESTAR based on a class of modified statistics 0 1 1 42 0 2 10 139
Bias-corrected estimation for speculative bubbles in stock prices 0 0 0 17 0 1 5 59
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 16 1 2 4 63
Explosive behaviour and long memory with an application to European bond yield spreads 0 0 0 1 0 0 2 10
Fractional integration versus level shifts: the case of realized asset correlations 0 0 0 9 0 0 1 42
Interest rate convergence in the EMS prior to European Monetary Union 1 1 1 7 1 2 2 75
Long memory and changing persistence 0 0 0 14 0 1 2 59
On European monetary integration and the persistence of real effective exchange rates 0 0 0 14 0 0 1 57
On tests for linearity against STAR models with deterministic trends 0 0 0 8 0 0 0 59
Testing for a break in persistence under long‐range dependencies 0 0 0 61 0 0 2 152
Testing for a rational bubble under long memory 0 0 0 19 1 1 2 74
The power of unit root tests against nonlinear local alternatives 0 0 1 12 0 0 1 45
The walking debt crisis 1 1 1 21 1 1 2 94
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 0 0 77
When bubbles burst: econometric tests based on structural breaks 1 2 3 53 1 3 8 146
Total Journal Articles 3 5 9 330 5 13 44 1,205

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 0 1 7 112
Total Chapters 0 0 0 34 0 1 7 112

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Statistics updated 2025-05-12