Anton Skrobotov : Citation Profile


Are you Anton Skrobotov?

Russian Presidential Academy of National Economy and Public Administration (RANEPA) (80% share)
Gaidar Institute for Economic Policy (20% share)

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i10 index

23

Citations

RESEARCH PRODUCTION:

15

Articles

20

Papers

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 2
   Journals where Anton Skrobotov has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 6 (20.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk77
   Updated: 2022-05-14    RAS profile: 2021-12-30    
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Relations with other researchers


Works with:

Perevyshin, Yury (3)

Polbin, Andrey (3)

Fokin, Nikita (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anton Skrobotov.

Is cited by:

Fokin, Nikita (7)

Polbin, Andrey (6)

Shumilov, Andrei (2)

Gluschenko, Konstantin (2)

Tzavalis, Elias (1)

Yacouba, kassouri (1)

Kostyrka, Andreï (1)

YILMAZKUDAY, HAKAN (1)

Turuntseva, Marina (1)

Yazgan, Ege (1)

Bozhechkova, Alexandra (1)

Cites to:

Taylor, Robert (57)

Leybourne, Stephen (38)

Perron, Pierre (36)

Cavaliere, Giuseppe (31)

Harvey, David (31)

Phillips, Peter (26)

Saikkonen, Pentti (15)

Andrews, Donald (12)

Lütkepohl, Helmut (10)

Smeekes, Stephan (10)

Flachaire, Emmanuel (8)

Main data


Where Anton Skrobotov has published?


Journals with more than one article published# docs
Applied Econometrics5
Oxford Bulletin of Economics and Statistics2
Journal of Time Series Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Gaidar Institute for Economic Policy9
Papers / arXiv.org6
Published Papers / Russian Presidential Academy of National Economy and Public Administration2

Recent works citing Anton Skrobotov (2022 and 2021)


YearTitle of citing document
2020An estimator for predictive regression: reliable inference for financial economics. (2020). Shephard, Neil. In: Papers. RePEc:arx:papers:2008.06130.

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2021A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices. (2021). Kulikov, Alexander Vladimirovich ; Bedin, Andrey Feliksovich ; Polbin, Andrey Vladimirovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-48.

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2021Bootstrap seasonal unit root test under periodic variation. (2021). Politis, Dimitris N ; Zou, Nan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21.

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2021The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy. (2021). Fokin, Nikita ; Polbin, Andrey ; Lomonosov, Daniil. In: HSE Economic Journal. RePEc:hig:ecohse:2021:2:3.

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2022Is there a natural rate of crime in Russia?. (2022). Myachin, N. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:53:p:85-98.

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2021Was there ever a shift: Empirical analysis of structural-shift tests for return volatility. (2021). Kostyrka, Andreï ; Malakhov, Dmitry. In: Applied Econometrics. RePEc:ris:apltrx:0416.

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2021The importance of modeling structural breaks in forecasting Russian GDP. (2021). Fokin, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0424.

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2021Long-Term Evolution of Russia’s Market Integration. (2021). Gluschenko, Konstantin. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:32:y:2021:i:1:d:10.1134_s1075700721010068.

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Works by Anton Skrobotov:


YearTitleTypeCited
2018Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade In: Economics of Contemporary Russia.
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2021New robust inference for predictive regressions In: Papers.
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paper1
2021New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence In: Papers.
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paper0
2021COVID-19: Tail Risk and Predictive Regressions In: Papers.
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2021Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility In: Papers.
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2021Robust Inference on Income Inequality: $t$-Statistic Based Approaches In: Papers.
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2022On the asymptotic behavior of bubble date estimators In: Papers.
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paper0
2015Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis In: Oxford Bulletin of Economics and Statistics.
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article1
2013Trend and initial condition in stationarity tests: the asymptotic analysis.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2018Confidence Sets for the Break Date in Cointegrating Regressions In: Oxford Bulletin of Economics and Statistics.
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article1
2016Confidence Sets for the Break Date in Cointegrating Regressions.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2016Confidence Sets for the Break Date in Cointegrating Regressions.(2016) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
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2018On Trend Breaks and Initial Condition in Unit Root Testing In: Journal of Time Series Econometrics.
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article1
2016On Trend Breaks and Initial Condition in Unit Root Testing.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion In: Journal of Time Series Econometrics.
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article0
2013Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2018On bootstrap implementation of likelihood ratio test for a unit root In: Economics Letters.
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article1
2018On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2014On GLS-detrending for deterministic seasonality testing In: Working Papers.
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2013Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions In: Working Papers.
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2014A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time In: Working Papers.
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2016Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility In: Working Papers.
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paper1
2019Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility.(2019) In: Econometric Reviews.
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This paper has another version. Agregated cites: 1
article
2020How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia In: Emerging Markets Finance and Trade.
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article3
2017The Price Convergence of Individual Goods in the Russian Regions In: Journal of the New Economic Association.
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2017???????????? ?????? ?????????? ?????? ????? ??? ?????? ? ?????? ??????? ??????????? ?? ??????? ???????? In: MPRA Paper.
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paper1
2017Testing time series for the bubbles (with application to Russian data) In: Applied Econometrics.
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2019Limits of regional food price differences and invisible hand In: Applied Econometrics.
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2020Survey on structural breaks and unit root tests In: Applied Econometrics.
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article5
2021Structural breaks in cointegration models In: Applied Econometrics.
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article0
2021Structural breaks in cointegration models: Multivariate case In: Applied Econometrics.
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2018Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting In: Economic Policy.
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2018Analysis of Regional Price Differentiations In: Published Papers.
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paper3
2015Likelihood Ratio Test for Change in Persistence In: Published Papers.
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paper1
2018Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime In: Working Papers.
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paper2

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