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 13 20 995
A simple specification procedure for the transition function in persistent nonlinear time series models 0 0 0 46 0 5 5 138
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 1 5 9 86
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 30 1 1 3 85
Bias-corrected estimation in potentially mildly explosive autoregressive models 0 0 0 78 1 2 4 183
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 0 167 1 7 13 208
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 14 17 92
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 1 1 73 0 6 9 194
Discriminating between fractional integration and spurious long memory 0 0 0 105 2 8 12 210
Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility 0 0 0 20 1 9 12 70
Fixed-b Inference in the Presence of Time-Varying Volatility 0 0 0 41 1 4 6 152
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 1 1 82 1 9 15 244
Forecasting long memory time series under a break in persistence 0 0 0 60 2 9 11 196
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 2 9 15 250
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 7 10 194
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency 0 0 0 75 1 3 6 145
Long memory and changing persistence 0 0 0 35 1 7 9 160
Long memory and changing persistence 0 0 0 38 3 9 12 94
Measuring risk an explosive environment 0 0 0 0 1 4 4 34
Measuring risk in an explosive environment 0 0 0 0 1 1 3 23
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 38 0 2 6 178
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 69 0 6 9 234
On European monetary integration and the persistence of real effective exchange rates 0 0 0 52 0 4 5 97
On tests for linearity against STAR models with deterministic trends 0 0 0 27 1 3 5 92
On tests for linearity against STAR models with deterministic trends 0 0 0 55 0 7 8 159
Rational bubbles and fractional integration 0 0 1 74 0 7 8 190
Testing for a break in persistence under long-range dependencies 0 0 0 134 1 5 6 292
Testing for a rational bubble under long memory 0 1 1 100 4 8 13 236
Testing heteroskedastic time series for normality 0 0 0 43 2 9 12 98
The Power of Unit Root Tests Against Nonlinear Local Alternatives 0 0 0 63 2 6 6 132
The Walking Debt Crisis 0 0 0 53 2 13 14 157
Unit roots, nonlinearities and structural breaks 0 0 0 290 1 2 8 511
What do we know about real exchange rate non-linearities? 0 0 0 107 1 8 10 194
What do we know about real exchange rate nonlinearities? 0 0 0 75 1 7 13 145
Total Working Papers 0 3 4 2,536 35 219 319 6,545

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 1 5 9 63
A new unit root test against ESTAR based on a class of modified statistics 0 0 2 43 2 11 21 158
Bias-corrected estimation for speculative bubbles in stock prices 0 0 0 17 4 6 10 68
Changes in persistence, spurious regressions and the Fisher hypothesis 0 1 1 17 0 8 16 78
Explosive behaviour and long memory with an application to European bond yield spreads 0 0 0 1 1 2 5 15
Fractional integration versus level shifts: the case of realized asset correlations 0 0 0 9 1 6 9 51
Interest rate convergence in the EMS prior to European Monetary Union 0 0 2 8 0 11 16 89
Long memory and changing persistence 0 0 0 14 1 10 13 72
On European monetary integration and the persistence of real effective exchange rates 0 0 0 14 1 8 9 66
On tests for linearity against STAR models with deterministic trends 0 0 0 8 1 7 10 69
Testing for a break in persistence under long‐range dependencies 0 0 0 61 0 2 6 158
Testing for a rational bubble under long memory 0 0 1 20 0 5 12 85
The power of unit root tests against nonlinear local alternatives 0 0 0 12 2 8 8 53
The walking debt crisis 0 0 1 21 4 13 20 113
What do we know about real exchange rate nonlinearities? 0 0 0 18 2 7 10 87
When bubbles burst: econometric tests based on structural breaks 1 1 5 56 2 9 16 160
Total Journal Articles 1 2 12 337 22 118 190 1,385

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 1 5 11 122
Total Chapters 0 0 0 34 1 5 11 122

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Statistics updated 2026-03-04