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 1 13 73
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 0 0 13 120
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 0 1 7 45
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 1 45 0 0 14 82
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 42 2 2 14 79
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 0 0 7 59
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 1 1 7 48
New robust inference for predictive regressions 0 0 0 9 1 1 12 53
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 0 30 0 1 11 55
On GLS-detrending for deterministic seasonality testing 0 0 0 52 1 2 11 84
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 1 1 10 80
On the asymptotic behavior of bubble date estimators 0 0 0 18 0 0 6 23
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 1 1 11 38
Testing for explosive bubbles: a review 0 0 1 79 0 1 12 39
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 0 22 0 0 10 56
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 23 0 1 9 38
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 0 1 20 94
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 0 0 26 81
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 0 33 1 1 7 78
Total Working Papers 0 0 2 718 8 15 220 1,225
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 0 2 9 59
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 2 0 0 15 53
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 0 0 2 7 2 3 28 49
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 0 0 2 15 0 1 22 55
Limits of regional food price differences and invisible hand 0 0 0 82 1 2 16 186
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 3 0 0 16 27
On bootstrap implementation of likelihood ratio test for a unit root 0 1 1 7 0 1 8 58
On decrease in oil price elasticity of GDP and investment in Russia 0 1 5 114 2 5 44 299
On robust testing for trend 0 0 1 5 0 0 12 20
Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade 0 0 0 2 0 0 10 31
Structural breaks in cointegration models 0 0 3 60 2 3 42 230
Structural breaks in cointegration models: Multivariate case 1 1 6 87 2 3 43 214
Survey on structural breaks and unit root tests 0 1 9 115 3 5 45 330
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 0 13 8 8 15 77
Testing time series for the bubbles (with application to Russian data) 0 1 1 72 2 3 23 263
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 7 0 0 22 53
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 0 1 8 47
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 1 1 11 40
Total Journal Articles 1 5 30 622 23 38 389 2,091

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Statistics updated 2026-09-10