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 1 9 13 70
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion 0 0 0 72 1 8 9 116
COVID-19: Tail Risk and Predictive Regressions 0 0 0 52 1 4 7 44
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 44 3 7 8 76
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 42 0 6 7 72
Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions 0 0 0 9 0 5 6 57
New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence 0 0 0 24 1 2 4 44
New robust inference for predictive regressions 0 0 0 9 1 7 9 49
On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root 0 0 0 30 0 7 8 52
On GLS-detrending for deterministic seasonality testing 0 0 0 52 0 4 7 80
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 0 44 3 6 7 76
On the asymptotic behavior of bubble date estimators 0 0 0 18 0 3 6 20
Robust Inference on Income Inequality: $t$-Statistic Based Approaches 0 0 0 22 0 2 9 32
Testing for explosive bubbles: a review 0 0 0 78 1 6 10 35
Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime 0 0 0 22 0 5 8 54
Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility 0 0 0 23 1 2 3 32
Trend and initial condition in stationarity tests: the asymptotic analysis 0 0 0 14 6 12 16 89
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 10 16 17 72
Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли 0 0 0 33 0 3 3 74
Total Working Papers 0 0 0 716 29 114 157 1,144
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 4 54
Confidence Sets for the Break Date in Cointegrating Regressions 0 0 0 2 2 9 13 50
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations 0 0 1 6 3 17 24 44
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia 1 1 1 14 3 10 13 45
Limits of regional food price differences and invisible hand 0 0 2 82 1 5 12 178
On Trend Breaks and Initial Condition in Unit Root Testing 0 0 1 3 1 11 15 23
On bootstrap implementation of likelihood ratio test for a unit root 0 0 0 6 0 4 9 55
On decrease in oil price elasticity of GDP and investment in Russia 0 0 12 111 2 9 31 271
On robust testing for trend 0 0 3 5 1 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 6 11 31
Structural breaks in cointegration models 1 2 7 60 1 7 20 203
Structural breaks in cointegration models: Multivariate case 2 4 7 86 6 21 31 198
Survey on structural breaks and unit root tests 0 2 10 112 1 20 39 317
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting 0 0 0 13 0 3 5 67
Testing time series for the bubbles (with application to Russian data) 0 0 1 71 4 13 16 254
The Price Convergence of Individual Goods in the Russian Regions 0 0 0 7 2 15 18 49
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis 0 0 0 8 2 5 6 44
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 1 7 9 37
Total Journal Articles 4 9 45 611 30 170 286 1,936

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Statistics updated 2026-03-04