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Details about Anton Skrobotov

E-mail:
Homepage:https://sites.google.com/site/antonskrobotov/
Workplace:Russian Presidential Academy of National Economy and Public Administration (RANEPA), (more information at EDIRC)
Gaidar Institute for Economic Policy, (more information at EDIRC)

Access statistics for papers by Anton Skrobotov.

Last updated 2018-04-25. Update your information in the RePEc Author Service.

Short-id: psk77


Jump to Journal Articles

Working Papers

2018

  1. On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root
    Working Papers, Gaidar Institute for Economic Policy Downloads
  2. Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime
    Working Papers, Russian Presidential Academy of National Economy and Public Administration Downloads

2017

  1. Analysis of Regional Price Differentiations
    Published Papers, Russian Presidential Academy of National Economy and Public Administration Downloads
  2. Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли
    (Spectral estimation of the business cycle component of the Russian GDP under high dependence on the terms of trade)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2016

  1. Confidence Sets for the Break Date in Cointegrating Regressions
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads
    Also in Working Papers, Gaidar Institute for Economic Policy (2016) Downloads
  2. On Trend Breaks and Initial Condition in Unit Root Testing
    Working Papers, Gaidar Institute for Economic Policy Downloads View citations (1)
    See also Journal Article in Journal of Time Series Econometrics (2018)
  3. Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility
    Working Papers, Gaidar Institute for Economic Policy Downloads

2015

  1. Likelihood Ratio Test for Change in Persistence
    Published Papers, Russian Presidential Academy of National Economy and Public Administration Downloads

2014

  1. A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time
    Working Papers, Gaidar Institute for Economic Policy Downloads
  2. On GLS-detrending for deterministic seasonality testing
    Working Papers, Gaidar Institute for Economic Policy Downloads

2013

  1. Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion
    Working Papers, Gaidar Institute for Economic Policy Downloads
    See also Journal Article in Journal of Time Series Econometrics (2013)
  2. Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions
    Working Papers, Gaidar Institute for Economic Policy Downloads
  3. Trend and initial condition in stationarity tests: the asymptotic analysis
    Working Papers, Gaidar Institute for Economic Policy Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)

Journal Articles

2018

  1. On Trend Breaks and Initial Condition in Unit Root Testing
    Journal of Time Series Econometrics, 2018, 10, (1), 15 Downloads
    See also Working Paper (2016)

2017

  1. Testing time series for the bubbles (with application to Russian data)
    Applied Econometrics, 2017, 46, 90-103 Downloads
  2. The Price Convergence of Individual Goods in the Russian Regions
    Journal of the New Economic Association, 2017, 35, (3), 71-102 Downloads

2015

  1. Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis
    Oxford Bulletin of Economics and Statistics, 2015, 77, (2), 254-273 Downloads View citations (1)
    See also Working Paper (2013)

2013

  1. Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion
    Journal of Time Series Econometrics, 2013, 6, (1), 33-61 Downloads
    See also Working Paper (2013)
 
Page updated 2018-08-15