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Anton Skrobotov

Personal Details

First Name:Anton
Middle Name:
Last Name:Skrobotov
Suffix:
RePEc Short-ID:psk77
https://sites.google.com/site/antonskrobotov/

Affiliation

(80%) Russian Presidential Academy of National Economy and Public Administration (RANEPA)

Moscow, Russia
http://www.ranepa.ru/

: +7 (499) 956 95 86
(095) 564-85-80
82, Vernadsky pr., 117571, Moscow
RePEc:edi:aneeeru (more details at EDIRC)

(20%) Gaidar Institute for Economic Policy

Moscow, Russia
http://www.iep.ru/

: (495) 629-6413
(495) 203-8816
3-5 Gazetny lane, Moscow, 125009
RePEc:edi:gaidaru (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Skrobotov, Anton & Fokin, Nikita, 2018. "Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime," Working Papers 021808, Russian Presidential Academy of National Economy and Public Administration.
  2. Skrobotov Anton, 2018. "On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root," Working Papers wpaper-2018-302, Gaidar Institute for Economic Policy, revised 2018.
  3. Polbin, Andrey & Skrobotov, Anton, 2017. "Спектральная Оценка Компоненты Бизнес Цикла Ввп России С Учетом Высокой Зависимости От Условий Торговли
    [Spectral estimation of the business cycle component of the Russian GDP under high dependence
    ," MPRA Paper 78667, University Library of Munich, Germany.
  4. Perevyshin, Yury & Sinelnikov-Murylev, Sergei Germanovich & Skrobotov, Anton & Trunin, Pavel, 2017. "Analysis of Regional Price Differentiations," Published Papers 011801, Russian Presidential Academy of National Economy and Public Administration.
  5. KUROZUMI, Eiji & SKROBOTOV, Anton, 2016. "Confidence Sets for the Break Date in Cointegrating Regressions," Discussion Papers 2016-07, Graduate School of Economics, Hitotsubashi University.
  6. Anton Skrobotov, 2016. "On Trend Breaks and Initial Condition in Unit Root Testing," Working Papers 0097, Gaidar Institute for Economic Policy, revised 2016.
  7. Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert, 2016. "Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility," Working Papers wpaper-2016-269, Gaidar Institute for Economic Policy, revised 2016.
  8. Skrobotov, Anton, 2015. "Likelihood Ratio Test for Change in Persistence," Published Papers skr001, Russian Presidential Academy of National Economy and Public Administration.
  9. Anton Skrobotov, 2014. "A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time," Working Papers 0102, Gaidar Institute for Economic Policy, revised 2014.
  10. Anton Skrobotov, 2013. "Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions," Working Papers 0083, Gaidar Institute for Economic Policy, revised 2013.
  11. Anton Skrobotov, 2013. "On GLS-detrending for deterministic seasonality testing," Working Papers 0073, Gaidar Institute for Economic Policy, revised 2014.
  12. Anton Skrobotov, 2012. "Trend and initial condition in stationarity tests: the asymptotic analysis," Working Papers 0048, Gaidar Institute for Economic Policy, revised 2013.
  13. Anton Skrobotov, 2012. "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion," Working Papers 0043, Gaidar Institute for Economic Policy, revised 2013.

Articles

  1. Skrobotov Anton, 2018. "On Trend Breaks and Initial Condition in Unit Root Testing," Journal of Time Series Econometrics, De Gruyter, vol. 10(1), pages 1-15, January.
  2. Sinelnikova-Muryleva, Elena & Skrobotov, Anton, 2017. "Testing time series for the bubbles (with application to Russian data)," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 46, pages 90-103.
  3. Perevyshin, Yu. & Skrobotov, A., 2017. "The Price Convergence of Individual Goods in the Russian Regions," Journal of the New Economic Association, New Economic Association, vol. 35(3), pages 71-102.
  4. Anton Skrobotov, 2015. "Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(2), pages 254-273, April.
  5. Skrobotov Anton, 2013. "Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion," Journal of Time Series Econometrics, De Gruyter, vol. 6(1), pages 33-61, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Polbin, Andrey & Skrobotov, Anton, 2017. "Спектральная Оценка Компоненты Бизнес Цикла Ввп России С Учетом Высокой Зависимости От Условий Торговли
    [Spectral estimation of the business cycle component of the Russian GDP under high dependence
    ," MPRA Paper 78667, University Library of Munich, Germany.

    Cited by:

    1. Bozhechkova, Alexandera V. & Polbin, Andrey V., 2018. "Evidence for the Interest Rate Channel in the IS Curve for the Russian Economy," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 70-91, February.

  2. Anton Skrobotov, 2016. "On Trend Breaks and Initial Condition in Unit Root Testing," Working Papers 0097, Gaidar Institute for Economic Policy, revised 2016.

    Cited by:

    1. Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis, 2017. "On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks," Econometrics and Statistics, Elsevier, vol. 4(C), pages 70-90.

  3. Anton Skrobotov, 2012. "Trend and initial condition in stationarity tests: the asymptotic analysis," Working Papers 0048, Gaidar Institute for Economic Policy, revised 2013.

    Cited by:

    1. Anton Skrobotov, 2013. "Local Structural Trend Break in Stationarity Testing," Working Papers 0074, Gaidar Institute for Economic Policy, revised 2013.

Articles

  1. Skrobotov Anton, 2018. "On Trend Breaks and Initial Condition in Unit Root Testing," Journal of Time Series Econometrics, De Gruyter, vol. 10(1), pages 1-15, January.
    See citations under working paper version above.
  2. Anton Skrobotov, 2015. "Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(2), pages 254-273, April.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (9) 2012-12-10 2013-11-29 2014-06-22 2014-08-20 2015-04-25 2016-10-16 2017-04-23 2017-04-23 2018-04-16. Author is listed
  2. NEP-ECM: Econometrics (8) 2012-12-10 2013-11-29 2014-06-22 2014-08-20 2015-04-25 2016-10-16 2017-04-23 2018-04-16. Author is listed
  3. NEP-CIS: Confederation of Independent States (5) 2016-10-16 2017-04-23 2017-05-07 2018-03-05 2018-04-16. Author is listed
  4. NEP-ENE: Energy Economics (2) 2016-10-16 2017-04-23
  5. NEP-TRA: Transition Economics (2) 2017-05-07 2018-04-16
  6. NEP-MAC: Macroeconomics (1) 2017-05-07
  7. NEP-MON: Monetary Economics (1) 2018-03-05
  8. NEP-ORE: Operations Research (1) 2017-04-23

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