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 2 6 25 1,001
A simple specification procedure for the transition function in persistent nonlinear time series models 0 0 0 46 2 2 7 140
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 22 1 2 10 87
A unified framework for testing in the linear regression model under unknown order of fractional integration 0 0 0 30 2 3 5 87
Bias-corrected estimation in potentially mildly explosive autoregressive models 0 0 0 78 5 6 9 188
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 0 167 4 7 19 214
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 0 102 2 2 19 94
Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting 0 0 1 73 1 4 13 198
Discriminating between fractional integration and spurious long memory 0 0 0 105 3 7 16 215
Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility 0 0 0 20 0 2 13 71
Fixed-b Inference in the Presence of Time-Varying Volatility 0 0 0 41 2 3 8 154
Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701 0 0 0 11 1 1 2 78
Forecasting long memory time series under a break in persistence 0 0 0 60 4 6 15 200
Forecasting long memory time series under a break in persistence 0 0 1 82 1 3 17 246
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 79 3 6 18 254
Interest rate convergence in the EMS prior to European Monetary Union 0 0 0 39 3 4 14 198
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency 0 0 0 75 1 2 7 146
Long memory and changing persistence 0 0 0 38 1 4 13 95
Long memory and changing persistence 0 0 0 35 2 4 12 163
Measuring risk an explosive environment 0 0 0 0 3 4 7 37
Measuring risk in an explosive environment 0 0 0 0 0 1 2 23
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 69 1 2 11 236
Milestones of European Integration: Which matters most for Export Openness? 0 0 0 38 6 7 13 185
On European monetary integration and the persistence of real effective exchange rates 0 0 0 52 1 1 6 98
On tests for linearity against STAR models with deterministic trends 0 0 0 55 0 0 8 159
On tests for linearity against STAR models with deterministic trends 0 0 0 27 1 4 8 95
Rational bubbles and fractional integration 0 0 0 74 3 3 10 193
Testing for a break in persistence under long-range dependencies 0 0 0 134 4 5 10 296
Testing for a rational bubble under long memory 0 0 1 100 4 10 18 242
Testing heteroskedastic time series for normality 0 0 0 43 3 7 17 103
The Power of Unit Root Tests Against Nonlinear Local Alternatives 0 0 0 63 1 3 7 133
The Walking Debt Crisis 0 0 0 53 4 6 17 161
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 2 8 512
What do we know about real exchange rate non-linearities? 0 0 0 107 2 3 12 196
What do we know about real exchange rate nonlinearities? 0 0 0 75 2 4 16 148
Total Working Papers 0 0 3 2,536 75 136 412 6,646

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 2 3 11 65
A new unit root test against ESTAR based on a class of modified statistics 1 1 2 44 5 7 24 163
Bias-corrected estimation for speculative bubbles in stock prices 0 0 0 17 4 8 13 72
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 17 2 4 19 82
Explosive behaviour and long memory with an application to European bond yield spreads 0 0 0 1 4 5 9 19
Fractional integration versus level shifts: the case of realized asset correlations 0 0 0 9 3 5 13 55
Interest rate convergence in the EMS prior to European Monetary Union 0 0 1 8 4 5 19 94
Long memory and changing persistence 0 0 0 14 1 3 15 74
On European monetary integration and the persistence of real effective exchange rates 0 0 0 14 1 2 10 67
On tests for linearity against STAR models with deterministic trends 0 0 0 8 0 1 10 69
Testing for a break in persistence under long‐range dependencies 0 0 0 61 1 2 8 160
Testing for a rational bubble under long memory 0 0 1 20 4 4 15 89
The power of unit root tests against nonlinear local alternatives 0 0 0 12 1 4 10 55
The walking debt crisis 0 0 0 21 4 13 28 122
What do we know about real exchange rate nonlinearities? 0 0 0 18 1 4 12 89
When bubbles burst: econometric tests based on structural breaks 0 1 3 56 2 4 16 162
Total Journal Articles 1 2 8 338 39 74 232 1,437

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 3 5 14 126
Total Chapters 0 0 0 34 3 5 14 126

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Statistics updated 2026-05-06