Advanced Search
MyIDEAS: Login

Robinson Kruse

Contents:

This is information that was supplied by Robinson Kruse in registering through RePEc. If you are Robinson Kruse , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Robinson
Middle Name:
Last Name: Kruse
Suffix:

RePEc Short-ID: pkr132

Email: [This author has chosen not to make the email address public]
Homepage: http://www.statistik.uni-hannover.de/kruse.html
Postal Address:
Phone:

Affiliation

(50%) Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/
Email:
Phone:
Fax:
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)
(50%) Wirtschaftswissenschaftliche Fakultät
Leibniz Universität Hannover
Location: Hannover, Germany
Homepage: http://www.wiwi.uni-hannover.de/
Email:
Phone: (0511) 762-5350
Fax: (0511) 762-5665
Postal: Koenigsworther Platz 1, D-30167 Hannover
Handle: RePEc:edi:fwhande (more details at EDIRC)

Works

as in new window

Working papers

  1. Hendrik Kaufmannz & Robinson Kruse, 2013. "Bias-corrected estimation in potentially mildly explosive autoregressive models," CREATES Research Papers 2013-10, School of Economics and Management, University of Aarhus.
  2. Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp, 2013. "A unified framework for testing in the linear regression model under unknown order of fractional integration," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-519, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  3. Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, School of Economics and Management, University of Aarhus.
  4. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "On tests for linearity against STAR models with deterministic trends," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-492, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  5. Niels Haldrup & Robinson Kruse & Timo Teräsvirta & Rasmus T. Varneskov, 2012. "Unit roots, nonlinearities and structural breaks," CREATES Research Papers 2012-14, School of Economics and Management, University of Aarhus.
  6. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "A simple specification procedure for the transition function in persistent nonlinear time series models," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-500, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  7. Matei Demetrescu & Robinson Kruse, 2012. "The Power of Unit Root Tests Against Nonlinear Local Alternatives," CREATES Research Papers 2012-01, School of Economics and Management, University of Aarhus.
  8. M. Frömmel & R. Kruse, 2011. "Testing for a rational bubble under long memory," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/722, Ghent University, Faculty of Economics and Business Administration.
  9. Robinson Kruse, 2010. "On European monetary integration and the persistence of real effective exchange rates," CREATES Research Papers 2010-26, School of Economics and Management, University of Aarhus.
  10. Robinson Kruse & Rickard Sandberg, 2010. "Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency," CREATES Research Papers 2010-36, School of Economics and Management, University of Aarhus.
  11. Robinson Kruse & Sanne Hiller, 2010. "Milestones of European Integration: Which matters most for Export Openness?," CREATES Research Papers 2010-27, School of Economics and Management, University of Aarhus.
  12. Robinson Kruse & Philipp Sibbertsen, 2010. "Long memory and changing persistence," CREATES Research Papers 2010-42, School of Economics and Management, University of Aarhus.
  13. Michael Frömmel & Robinson Kruse, 2009. "Interest rate convergence in the EMS prior to European Monetary Union," CREATES Research Papers 2009-23, School of Economics and Management, University of Aarhus.
  14. Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009. "Forecasting long memory time series under a break in persistence," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-433, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  15. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009. "What do we know about real exchange rate non-linearities?," CREATES Research Papers 2009-50, School of Economics and Management, University of Aarhus.
  16. Kruse, Robinson, 2008. "Rational bubbles and fractional integration," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-394, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  17. Kruse, Robinson, 2008. "A new unit root test against ESTAR based on a class of modified statistics," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-398, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  18. Sibbertsen, Philipp & Kruse, Robinson, 2007. "Testing for a break in persistence under long-range dependencies," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-381, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  19. Robinson Kruse, . "Forecasting autoregressive time series under changing persistenceCreation-Date: 20100701," CREATES Research Papers 2010-28, School of Economics and Management, University of Aarhus.

Articles

  1. Matei Demetrescu & Robinson Kruse, 2013. "The power of unit root tests against nonlinear local alternatives," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 40-61, 01.
  2. Philip Bertram & Robinson Kruse & Philipp Sibbertsen, 2013. "Fractional integration versus level shifts: the case of realized asset correlations," Statistical Papers, Springer, vol. 54(4), pages 977-991, November.
  3. Jörg Breitung & Robinson Kruse, 2013. "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, vol. 54(4), pages 911-930, November.
  4. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "On tests for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, vol. 117(1), pages 268-271.
  5. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012. "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, vol. 43(2), pages 457-474, October.
  6. Kruse, Robinson & Sibbertsen, Philipp, 2012. "Long memory and changing persistence," Economics Letters, Elsevier, vol. 114(3), pages 268-272.
  7. Michael Fr�mmel & Robinson Kruse, 2012. "Testing for a rational bubble under long memory," Quantitative Finance, Taylor & Francis Journals, vol. 12(11), pages 1723-1732, November.
  8. Robinson Kruse, 2011. "A new unit root test against ESTAR based on a class of modified statistics," Statistical Papers, Springer, vol. 52(1), pages 71-85, February.
  9. Kruse, Robinson, 2011. "On European monetary integration and the persistence of real effective exchange rates," Finance Research Letters, Elsevier, vol. 8(1), pages 45-50, March.
  10. Philipp Sibbertsen & Robinson Kruse, 2009. "Testing for a break in persistence under long-range dependencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 263-285, 05.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2009-06-03 2009-11-07 2009-12-19 2010-10-23
  2. NEP-ECM: Econometrics (17) 2007-11-24 2008-05-17 2009-11-07 2009-11-21 2009-12-05 2010-09-03 2010-09-03 2010-09-11 2010-10-23 2012-01-18 2012-01-18 2012-02-20 2012-05-02 2012-09-03 2013-04-20 2013-04-20 2013-11-16. Author is listed
  3. NEP-EEC: European Economics (3) 2010-07-10 2010-07-10 2010-10-16
  4. NEP-ETS: Econometric Time Series (18) 2007-11-24 2008-05-17 2009-11-07 2009-11-21 2009-12-05 2010-09-03 2010-09-03 2010-09-11 2012-01-18 2012-01-18 2012-02-20 2012-05-02 2012-05-22 2012-09-03 2013-04-20 2013-04-20 2013-11-09 2013-11-16. Author is listed
  5. NEP-FOR: Forecasting (2) 2009-11-21 2009-12-05
  6. NEP-IFN: International Finance (2) 2008-05-17 2009-11-07
  7. NEP-INT: International Trade (2) 2010-07-10 2010-10-16
  8. NEP-MON: Monetary Economics (3) 2009-06-03 2009-12-19 2010-07-10
  9. NEP-OPM: Open Economy Macroeconomic (3) 2009-11-07 2010-07-10 2010-10-23
  10. NEP-ORE: Operations Research (3) 2008-05-17 2012-01-18 2012-05-02

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Robinson Kruse should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.