Details about Anton Skrobotov
Access statistics for papers by Anton Skrobotov.
Last updated 2022-07-22. Update your information in the RePEc Author Service.
Short-id: psk77
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Working Papers
2023
- New robust inference for predictive regressions
Papers, arXiv.org View citations (2)
2022
- On the asymptotic behavior of bubble date estimators
Papers, arXiv.org
- Testing for explosive bubbles: a review
Papers, arXiv.org
2021
- COVID-19: Tail Risk and Predictive Regressions
Papers, arXiv.org
- New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence
Papers, arXiv.org View citations (1)
- Robust Inference on Income Inequality: $t$-Statistic Based Approaches
Papers, arXiv.org
- Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility
Papers, arXiv.org
2018
- Analysis of Regional Price Differentiations
(Анализ региональной дифференциации цен)
Published Papers, Russian Presidential Academy of National Economy and Public Administration View citations (1)
- On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root
Working Papers, Gaidar Institute for Economic Policy View citations (2)
See also Journal Article in Economics Letters (2018)
- Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime
(Тестирование ассиметричной сходимости реального обменного курса к равновесию во время режима управляемого курса рубля)
Working Papers, Russian Presidential Academy of National Economy and Public Administration View citations (2)
2017
- 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 View citations (1)
2016
- Confidence Sets for the Break Date in Cointegrating Regressions
Discussion Papers, Graduate School of Economics, Hitotsubashi University 
Also in Working Papers, Gaidar Institute for Economic Policy (2016) 
See also Journal Article in Oxford Bulletin of Economics and Statistics (2018)
- On Trend Breaks and Initial Condition in Unit Root Testing
Working Papers, Gaidar Institute for Economic Policy View citations (2)
See also Journal Article in Journal of Time Series Econometrics (2018)
- Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility
Working Papers, Gaidar Institute for Economic Policy 
See also Journal Article in Econometric Reviews (2019)
2015
- Likelihood Ratio Test for Change in Persistence
Published Papers, Russian Presidential Academy of National Economy and Public Administration
2014
- A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time
Working Papers, Gaidar Institute for Economic Policy
- On GLS-detrending for deterministic seasonality testing
Working Papers, Gaidar Institute for Economic Policy
2013
- Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion
Working Papers, Gaidar Institute for Economic Policy 
See also
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion, Journal of Time Series Econometrics, De Gruyter View citations (1)
- Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions
Working Papers, Gaidar Institute for Economic Policy
- Trend and initial condition in stationarity tests: the asymptotic analysis
Working Papers, Gaidar Institute for Economic Policy View citations (1)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)
Journal Articles
2022
- Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations
Journal of Economic Dynamics and Control, 2022, 138, (C) View citations (1)
- On decrease in oil price elasticity of GDP and investment in Russia
Applied Econometrics, 2022, 66, 5-24
- On robust testing for trend
Economics Letters, 2022, 212, (C)
2021
- Structural breaks in cointegration models
Applied Econometrics, 2021, 63, 117-141 View citations (2)
- Structural breaks in cointegration models: Multivariate case
Applied Econometrics, 2021, 64, 83-106 View citations (1)
2020
- How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia
Emerging Markets Finance and Trade, 2020, 56, (15), 3732-3745 View citations (6)
- Survey on structural breaks and unit root tests
Applied Econometrics, 2020, 58, 96-141 View citations (7)
2019
- Limits of regional food price differences and invisible hand
Applied Econometrics, 2019, 53, 30-54
- Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Econometric Reviews, 2019, 38, (5), 509-532 View citations (2)
See also Working Paper (2016)
2018
- Confidence Sets for the Break Date in Cointegrating Regressions
Oxford Bulletin of Economics and Statistics, 2018, 80, (3), 514-535 View citations (2)
See also Working Paper (2016)
- On Trend Breaks and Initial Condition in Unit Root Testing
Journal of Time Series Econometrics, 2018, 10, (1), 15 
See also Working Paper (2016)
- On bootstrap implementation of likelihood ratio test for a unit root
Economics Letters, 2018, 171, (C), 154-158 View citations (2)
See also Working Paper (2018)
- Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade
Economics of Contemporary Russia, 2018, (1)
- Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting
(Тестирование асимметричной сходимости реального обменного курса к равновесному во время режима управляемого курса рубля)
Economic Policy, 2018, 3, 132-147 View citations (2)
2017
- Testing time series for the bubbles (with application to Russian data)
Applied Econometrics, 2017, 46, 90-103
- The Price Convergence of Individual Goods in the Russian Regions
Journal of the New Economic Association, 2017, 35, (3), 71-102 View citations (1)
2015
- Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis
Oxford Bulletin of Economics and Statistics, 2015, 77, (2), 254-273 
See also Working Paper (2013)
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