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 0 6 12 70
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 3 9 12 119
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 0 3 7 44
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 44 2 9 10 78
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 42 0 5 7 72
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 0 3 5 57
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 0 1 4 44
New robust inference for predictive regressions 0 0 0 9 1 8 10 50
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 0 30 1 6 9 53
On GLS-detrending for deterministic seasonality testing 0 0 0 52 0 2 7 80
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 1 7 8 77
On the asymptotic behavior of bubble date estimators 0 0 0 18 0 2 6 20
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 0 1 9 32
Testing for explosive bubbles: a review 1 1 1 79 1 4 10 36
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 0 22 0 3 8 54
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 23 2 4 5 34
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 1 9 16 90
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 5 20 22 77
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 0 33 2 4 5 76
Total Working Papers 1 1 1 717 19 106 172 1,163
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 3 5 7 57
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 2 0 9 13 50
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 0 0 1 6 0 9 23 44
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 0 1 1 14 3 10 16 48
Limits of regional food price differences and invisible hand 0 0 2 82 0 3 12 178
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 1 3 0 11 15 23
On bootstrap implementation of likelihood ratio test for a unit root 0 0 0 6 2 5 11 57
On decrease in oil price elasticity of GDP and investment in Russia 1 1 11 112 11 18 37 282
On robust testing for trend 0 0 3 5 0 6 10 16
Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade 0 0 0 2 0 4 11 31
Structural breaks in cointegration models 0 2 7 60 14 18 34 217
Structural breaks in cointegration models: Multivariate case 0 3 7 86 10 27 41 208
Survey on structural breaks and unit root tests 2 3 12 114 5 19 43 322
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 0 13 0 2 5 67
Testing time series for the bubbles (with application to Russian data) 0 0 1 71 1 14 17 255
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 7 3 16 21 52
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 1 6 7 45
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 0 6 9 37
Total Journal Articles 3 10 46 614 53 188 332 1,989

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Statistics updated 2026-04-09