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 78 0 0 3 46
Analysis of Regional Price Differentiations 0 0 4 24 1 2 33 72
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 0 1 1 102
COVID-19: Tail Risk and Predictive Regressions 0 1 44 44 4 7 14 14
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 41 0 1 7 53
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 2 43 0 0 9 51
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 8 0 0 2 46
Likelihood Ratio Test for Change in Persistence 0 0 3 24 3 7 20 76
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 17 17 0 0 19 19
New robust inference for predictive regressions 0 0 3 3 1 2 12 12
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 2 28 0 0 3 31
On GLS-detrending for deterministic seasonality testing 0 0 0 51 0 0 1 62
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 42 1 1 3 61
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 1 20 0 0 7 33
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 0 1 3 3 3
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 0 1 3 69
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 2 47 0 0 5 51
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 0 31 1 1 9 60
Total Working Papers 0 1 78 587 12 26 154 861


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 13 0 0 2 43
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 1 1 2 2 9 24
Limits of regional food price differences and invisible hand 0 1 22 53 1 2 33 118
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 2 6 1 4 8 30
On bootstrap implementation of likelihood ratio test for a unit root 0 0 2 3 1 2 9 29
Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade 0 0 1 2 1 2 9 15
Survey on structural breaks and unit root tests 6 16 16 16 8 40 91 91
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 1 4 6 0 2 16 41
Testing time series for the bubbles (with application to Russian data) 1 4 13 60 5 12 26 206
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 5 1 1 5 24
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 0 0 2 34
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 1 0 0 5 9
Total Journal Articles 7 22 61 174 20 67 215 664


Statistics updated 2021-02-03