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On bootstrap implementation of likelihood ratio test for a unit root

Skrobotov, Anton - In: Economics letters 171 (2018), pp. 154-158

Persistent link: https://www.econbiz.de/10012021848

On trend breaks and initial condition in unit root testing

Skrobotov, Anton - In: Journal of time series econometrics 10 (2018) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011817686

Bias correction of KPSS test with structural break for reducing of size distortion

Skrobotov, Anton - In: Journal of time series econometrics 6 (2014) 1, pp. 33-61

Persistent link: https://www.econbiz.de/10010225253

On robust testing for trend

Skrobotov, Anton - In: Economics letters 212 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013442001

Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis

Skrobotov, Anton - In: Oxford Bulletin of Economics and Statistics 77 (2015) 2, pp. 254-273

type="main" xml:id="obes12057-abs-0001" <title type="main">Abstract</title> <p>In this article, we investigate the behaviour of stationarity tests proposed by Müller [Journal of Econometrics (2005) Vol. 128, pp. 195–213] and Harris et al. [Econometric Theory (2007) Vol. 23, pp. 355–363] with uncertainty over the trend...</p>

Persistent link: https://www.econbiz.de/10011202314

Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

Cavaliere, Giuseppe; Skrobotov, Anton; Taylor, Robert - In: Econometric reviews 38 (2019) 5, pp. 509-532

Persistent link: https://www.econbiz.de/10012181330

Confidence sets for the break date in cointegrating regressions

Kurozumi, Eiji; Skrobotov, Anton - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 514-535

Persistent link: https://www.econbiz.de/10011969523

Time-transformed test for bubbles under non-stationary volatility

Kurozumi, Eiji; Skrobotov, Anton; Tsarev, Alexey - In: Journal of financial econometrics 21 (2023) 4, pp. 1282-1307

Persistent link: https://www.econbiz.de/10014391459

How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia

Polbin, Andrej; Skrobotov, Anton; Zubarev, Andrej - In: Emerging markets, finance and trade : EMFT 56 (2020) 15, pp. 3732-3745

Persistent link: https://www.econbiz.de/10012423687

Do we reject restrictions identifying fiscal shocks? : identification based on non-Gaussian innovations

Karamysheva, Madina; Skrobotov, Anton - In: Journal of economic dynamics & control 138 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013464743