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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

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

Persistent link: https://www.econbiz.de/10011384012

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

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 robust testing for trend

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

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

Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли

Polbin, Andrey; Skrobotov, Anton - 2017

The article proposes a new approach for estimation of the business cycle component of the Russian GDP. At the first step, the non-stationary component consisting of a deterministic trend with structural breaks, and components characterizing the long-run impact of oil prices on the Russian...

Persistent link: https://www.econbiz.de/10015255856