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 1 3 977
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 0 0 82
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 0 0 2 78
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 0 1 167 0 1 2 196
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 0 0 1 75
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 72 0 0 3 186
Discriminating between fractional integration and spurious long memory 0 0 0 105 0 1 2 200
Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility 0 0 0 20 0 0 1 58
Fixed-b Inference in the Presence of Time-Varying Volatility 0 0 0 41 0 0 1 147
Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 0 0 0 11 0 1 1 77
Forecasting long memory time series under a break in persistence 0 0 0 60 0 1 1 186
Forecasting long memory time series under a break in persistence 0 0 0 81 0 2 3 232
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 0 2 185
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 0 1 2 237
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency 0 0 0 75 0 1 2 141
Long memory and changing persistence 0 0 0 35 0 0 0 151
Long memory and changing persistence 0 0 0 38 0 1 2 84
Measuring risk an explosive environment 0 0 0 0 0 0 1 30
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 0 2 3 227
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 38 0 2 4 175
On European monetary integration and the persistence of real effective exchange rates 0 0 0 52 0 0 1 93
On tests for linearity against STAR models with deterministic trends 0 0 0 55 0 0 0 151
On tests for linearity against STAR models with deterministic trends 0 0 0 27 0 0 1 87
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 0 2 286
Testing for a rational bubble under long memory 0 0 0 99 0 1 3 225
Testing heteroskedastic time series for normality 0 0 0 43 0 0 2 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 0 0 2 144
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 0 4 504
What do we know about real exchange rate non-linearities? 0 0 0 107 0 0 0 184
What do we know about real exchange rate nonlinearities? 0 0 0 75 1 1 1 133
Total Working Papers 0 0 2 2,533 1 16 57 6,260

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 2 56
A new unit root test against ESTAR based on a class of modified statistics 0 0 2 43 1 1 5 141
Bias-corrected estimation for speculative bubbles in stock prices 0 0 0 17 0 0 2 59
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 16 0 0 5 64
Explosive behaviour and long memory with an application to European bond yield spreads 0 0 0 1 0 2 3 12
Fractional integration versus level shifts: the case of realized asset correlations 0 0 0 9 2 2 3 44
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 7 0 1 3 76
Long memory and changing persistence 0 0 0 14 1 1 2 60
On European monetary integration and the persistence of real effective exchange rates 0 0 0 14 0 0 0 57
On tests for linearity against STAR models with deterministic trends 0 0 0 8 1 1 1 60
Testing for a break in persistence under long‐range dependencies 0 0 0 61 0 1 2 153
Testing for a rational bubble under long memory 0 0 0 19 0 0 2 74
The power of unit root tests against nonlinear local alternatives 0 0 0 12 0 0 0 45
The walking debt crisis 0 0 1 21 1 5 6 99
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 1 3 54 1 1 7 148
Total Journal Articles 1 1 8 332 7 17 43 1,225

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 2 7 114
Total Chapters 0 0 0 34 0 2 7 114

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Statistics updated 2025-10-06