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 4 61
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 0 1 2 108
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 1 2 3 40
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 1 42 1 1 2 66
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 44 1 1 1 69
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 0 0 2 52
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 1 1 4 42
New robust inference for predictive regressions 0 0 0 9 0 1 4 42
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 0 30 0 1 1 45
On GLS-detrending for deterministic seasonality testing 0 0 0 52 3 3 3 76
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 0 0 2 70
On the asymptotic behavior of bubble date estimators 0 0 0 18 0 0 3 17
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 0 3 9 30
Testing for explosive bubbles: a review 0 0 0 78 1 2 5 29
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 0 22 1 3 3 49
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 23 0 1 1 30
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 3 3 4 77
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 1 1 1 56
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 1 33 0 0 1 71
Total Working Papers 0 0 2 716 13 25 55 1,030
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 2 2 52
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 2 1 3 4 41
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 0 1 1 6 4 6 7 27
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 0 0 0 13 0 2 3 35
Limits of regional food price differences and invisible hand 0 0 2 82 3 3 7 173
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 1 3 1 1 5 12
On bootstrap implementation of likelihood ratio test for a unit root 0 0 0 6 1 1 5 51
On decrease in oil price elasticity of GDP and investment in Russia 2 2 14 111 5 7 28 262
On robust testing for trend 0 1 3 5 0 2 5 10
Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade 0 0 0 2 3 4 6 25
Structural breaks in cointegration models 1 1 6 58 5 8 15 196
Structural breaks in cointegration models: Multivariate case 0 1 3 82 4 6 13 177
Survey on structural breaks and unit root tests 0 4 10 110 4 12 23 297
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 1 13 0 2 3 64
Testing time series for the bubbles (with application to Russian data) 0 0 1 71 0 1 3 241
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 7 1 3 5 34
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 0 0 4 39
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 1 1 2 30
Total Journal Articles 3 10 42 602 35 64 140 1,766

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06