Access Statistics for Anton Skrobotov

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 simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time 0 0 0 80 5 8 12 69
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 5 7 8 115
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 2 4 6 43
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 44 4 5 5 73
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 42 5 7 7 72
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 3 5 6 57
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 0 2 3 43
New robust inference for predictive regressions 0 0 0 9 6 6 8 48
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 0 30 5 7 8 52
On GLS-detrending for deterministic seasonality testing 0 0 0 52 2 7 7 80
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 3 3 4 73
On the asymptotic behavior of bubble date estimators 0 0 0 18 2 3 6 20
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 1 2 9 32
Testing for explosive bubbles: a review 0 0 0 78 2 6 9 34
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 0 22 3 6 8 54
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 23 1 1 2 31
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 2 9 10 83
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 5 7 7 62
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 0 33 2 3 3 74
Total Working Papers 0 0 0 716 58 98 128 1,115
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 14 2 4 4 54
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 2 7 8 11 48
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 0 0 1 6 6 18 21 41
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 0 0 0 13 4 7 10 42
Limits of regional food price differences and invisible hand 0 0 2 82 2 7 11 177
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 1 3 10 11 14 22
On bootstrap implementation of likelihood ratio test for a unit root 0 0 0 6 3 5 9 55
On decrease in oil price elasticity of GDP and investment in Russia 0 2 12 111 5 12 29 269
On robust testing for trend 0 0 3 5 5 5 10 15
Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade 0 0 0 2 4 9 11 31
Structural breaks in cointegration models 1 2 6 59 3 11 19 202
Structural breaks in cointegration models: Multivariate case 1 2 5 84 11 19 25 192
Survey on structural breaks and unit root tests 1 2 11 112 13 23 40 316
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 0 13 2 3 5 67
Testing time series for the bubbles (with application to Russian data) 0 0 1 71 9 9 12 250
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 7 11 14 16 47
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 3 3 5 42
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 5 7 8 36
Total Journal Articles 3 8 42 607 105 175 260 1,906

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Statistics updated 2026-02-12