Anton Skrobotov

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
New robust inference for predictive regressions Econometric Theory	2025-01-20	Paper
On the asymptotic behavior of bubble date estimators Journal of Time Series Analysis	2023-08-24	Paper
Likelihood ratio test for change in persistence Communications in Statistics: Theory and Methods	2023-07-28	Paper
Testing for explosive bubbles: a review Dependence Modeling	2023-06-26	Paper
Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations Journal of Economic Dynamics and Control	2022-05-16	Paper
On robust testing for trend Economics Letters	2022-04-14	Paper
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility Econometric Reviews	2022-03-04	Paper
On bootstrap implementation of likelihood ratio test for a unit root Economics Letters	2018-10-08	Paper
On trend breaks and initial condition in unit root testing Journal of Time Series Econometrics	2018-02-07	Paper
Bias correction of KPSS test with structural break for reducing of size distortion Journal of Time Series Econometrics	2018-02-07	Paper

Research outcomes over time

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