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Robinson Kruse

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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:
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)
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)
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  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," Hannover Economic Papers (HEP) 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. 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.
  5. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "A simple specification procedure for the transition function in persistent nonlinear time series models," Hannover Economic Papers (HEP) dp-500, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  6. 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.
  7. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012. "On tests for linearity against STAR models with deterministic trends," Hannover Economic Papers (HEP) dp-492, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  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 & Philipp Sibbertsen, 2010. "Long memory and changing persistence," CREATES Research Papers 2010-42, School of Economics and Management, University of Aarhus.
  10. 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.
  11. 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.
  12. 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.
  13. Heinen, Florian & Sibbertsen, Philipp & Kruse, Robinson, 2009. "Forecasting long memory time series under a break in persistence," Hannover Economic Papers (HEP) dp-433, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  14. 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.
  15. 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.
  16. Kruse, Robinson, 2008. "Rational bubbles and fractional integration," Hannover Economic Papers (HEP) 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," Hannover Economic Papers (HEP) dp-398, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  18. Sibbertsen, Philipp & Kruse, Robinson, 2007. "Testing for a break in persistence under long-range dependencies," Hannover Economic Papers (HEP) 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.
  1. 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.
  2. Jörg Breitung & Robinson Kruse, 2013. "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, vol. 54(4), pages 911-930, November.
  3. 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.
  4. 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.
  5. 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.
  6. Kruse, Robinson & Sibbertsen, Philipp, 2012. "Long memory and changing persistence," Economics Letters, Elsevier, vol. 114(3), pages 268-272.
  7. 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.
  8. 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.
  9. 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.
  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.
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 Macroeconomics (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

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