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 0 25 1,002
A simple specification procedure for the transition function in persistent nonlinear time series models 0 0 0 46 0 0 9 142
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 0 0 10 88
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 30 1 1 6 88
Bias-corrected estimation in potentially mildly explosive autoregressive models 0 0 0 78 1 2 13 192
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 0 167 2 2 22 218
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 3 3 22 97
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 73 1 3 16 202
Discriminating between fractional integration and spurious long memory 0 0 0 105 1 1 16 216
Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility 0 0 0 20 0 0 15 73
Fixed-b Inference in the Presence of Time-Varying Volatility 0 0 0 41 0 0 8 155
Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 0 0 0 11 2 3 4 81
Forecasting long memory time series under a break in persistence 0 0 1 82 0 0 14 246
Forecasting long memory time series under a break in persistence 0 0 0 60 1 3 17 203
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 1 1 18 255
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 0 0 14 199
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency 0 0 0 75 0 0 5 146
Long memory and changing persistence 0 0 0 38 2 2 13 97
Long memory and changing persistence 0 0 0 35 0 0 12 163
Measuring risk an explosive environment 0 0 0 0 0 0 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 1 1 11 238
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 38 1 2 13 188
On European monetary integration and the persistence of real effective exchange rates 0 1 1 53 1 3 9 102
On tests for linearity against STAR models with deterministic trends 0 0 0 55 0 1 9 160
On tests for linearity against STAR models with deterministic trends 0 0 0 27 1 1 9 96
Rational bubbles and fractional integration 0 0 0 74 0 1 12 195
Testing for a break in persistence under long-range dependencies 0 0 0 134 0 1 11 297
Testing for a rational bubble under long memory 0 0 1 100 1 1 19 244
Testing heteroskedastic time series for normality 0 0 0 43 0 0 17 103
The Power of Unit Root Tests Against Nonlinear Local Alternatives 0 0 0 63 1 1 8 134
The Walking Debt Crisis 0 0 0 53 1 2 19 163
Unit roots, nonlinearities and structural breaks 0 0 0 290 1 5 13 517
What do we know about real exchange rate non-linearities? 0 0 0 107 1 1 15 199
What do we know about real exchange rate nonlinearities? 0 0 0 75 0 2 19 151
Total Working Papers 0 1 4 2,537 24 43 451 6,710

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 1 10 66
A new unit root test against ESTAR based on a class of modified statistics 0 0 1 44 0 1 25 165
Bias-corrected estimation for speculative bubbles in stock prices 0 0 0 17 1 2 15 74
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 17 0 0 18 82
Explosive behaviour and long memory with an application to European bond yield spreads 0 0 0 1 0 2 9 21
Fractional integration versus level shifts: the case of realized asset correlations 0 0 0 9 0 0 13 55
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 8 0 1 20 96
Long memory and changing persistence 0 0 0 14 0 0 15 74
On European monetary integration and the persistence of real effective exchange rates 0 0 0 14 0 0 10 67
On tests for linearity against STAR models with deterministic trends 0 0 0 8 0 1 11 70
Testing for a break in persistence under long‐range dependencies 0 0 0 61 0 1 8 161
Testing for a rational bubble under long memory 0 0 1 20 1 1 17 91
The power of unit root tests against nonlinear local alternatives 0 0 0 12 0 1 11 56
The walking debt crisis 0 0 0 21 1 1 26 124
What do we know about real exchange rate nonlinearities? 0 0 0 18 2 2 14 91
When bubbles burst: econometric tests based on structural breaks 1 1 4 57 1 1 16 163
Total Journal Articles 1 1 8 339 6 15 238 1,456

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 14 128
Total Chapters 0 0 0 34 0 2 14 128

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Statistics updated 2026-09-10