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 4 9 11 986
A simple specification procedure for the transition function in persistent nonlinear time series models 0 0 0 46 0 0 1 133
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 30 0 2 2 84
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 2 5 7 83
Bias-corrected estimation in potentially mildly explosive autoregressive models 0 0 0 78 0 2 2 181
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 167 1 6 8 202
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 72 3 5 8 191
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 6 9 10 84
Discriminating between fractional integration and spurious long memory 0 0 0 105 1 3 5 203
Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility 0 0 0 20 3 6 6 64
Fixed-b Inference in the Presence of Time-Varying Volatility 0 0 0 41 0 1 2 148
Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 0 0 0 11 0 0 1 77
Forecasting long memory time series under a break in persistence 0 0 0 60 3 4 5 190
Forecasting long memory time series under a break in persistence 1 1 1 82 4 7 10 239
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 1 5 7 242
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 2 4 6 189
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency 0 0 0 75 1 2 4 143
Long memory and changing persistence 0 0 0 38 2 3 5 87
Long memory and changing persistence 0 0 0 35 0 2 2 153
Measuring risk an explosive environment 0 0 0 0 1 1 2 31
Measuring risk in an explosive environment 0 0 0 0 0 0 2 22
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 69 2 3 6 230
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 38 0 1 5 176
On European monetary integration and the persistence of real effective exchange rates 0 0 0 52 1 1 2 94
On tests for linearity against STAR models with deterministic trends 0 0 0 27 2 4 4 91
On tests for linearity against STAR models with deterministic trends 0 0 0 55 2 3 3 154
Rational bubbles and fractional integration 0 0 1 74 0 0 1 183
Testing for a break in persistence under long-range dependencies 0 0 0 134 0 1 3 287
Testing for a rational bubble under long memory 0 0 0 99 2 5 8 230
Testing heteroskedastic time series for normality 0 0 0 43 3 6 6 92
The Power of Unit Root Tests Against Nonlinear Local Alternatives 0 0 0 63 0 0 0 126
The Walking Debt Crisis 0 0 0 53 5 5 6 149
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 5 7 509
What do we know about real exchange rate non-linearities? 0 0 0 107 4 6 6 190
What do we know about real exchange rate nonlinearities? 0 0 0 75 2 7 8 140
Total Working Papers 1 1 3 2,534 57 123 171 6,383

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 4 58
A new unit root test against ESTAR based on a class of modified statistics 0 0 2 43 2 8 12 149
Bias-corrected estimation for speculative bubbles in stock prices 0 0 0 17 0 3 4 62
Changes in persistence, spurious regressions and the Fisher hypothesis 1 1 2 17 6 12 16 76
Explosive behaviour and long memory with an application to European bond yield spreads 0 0 0 1 0 1 3 13
Fractional integration versus level shifts: the case of realized asset correlations 0 0 0 9 2 3 5 47
Interest rate convergence in the EMS prior to European Monetary Union 0 1 2 8 1 3 6 79
Long memory and changing persistence 0 0 0 14 2 4 6 64
On European monetary integration and the persistence of real effective exchange rates 0 0 0 14 2 3 3 60
On tests for linearity against STAR models with deterministic trends 0 0 0 8 2 4 5 64
Testing for a break in persistence under long‐range dependencies 0 0 0 61 0 3 4 156
Testing for a rational bubble under long memory 0 1 1 20 1 7 8 81
The power of unit root tests against nonlinear local alternatives 0 0 0 12 1 1 1 46
The walking debt crisis 0 0 1 21 4 5 11 104
What do we know about real exchange rate nonlinearities? 0 0 0 18 0 3 3 80
When bubbles burst: econometric tests based on structural breaks 0 1 4 55 2 5 11 153
Total Journal Articles 1 4 12 336 25 67 102 1,292

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 8 119
Total Chapters 0 0 0 34 2 5 8 119

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Statistics updated 2026-01-09