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)

2

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

12

Articles

17

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 1
   Journals where Anton Skrobotov has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 4 (23.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk77
   Updated: 2020-11-21    RAS profile: 2020-10-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Taylor, Robert (2)

Cavaliere, Giuseppe (2)

Polbin, Andrey (2)

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:

Polbin, Andrey (6)

Fokin, Nikita (4)

Shumilov, Andrei (2)

Yacouba, kassouri (1)

Bozhechkova, Alexandra (1)

Tzavalis, Elias (1)

Gluschenko, Konstantin (1)

Turuntseva, Marina (1)

Cites to:

Taylor, Robert (50)

Leybourne, Stephen (34)

Cavaliere, Giuseppe (28)

Harvey, David (28)

Perron, Pierre (27)

Phillips, Peter (18)

Smeekes, Stephan (10)

Park, Joon (8)

Trunin, Pavel (7)

Andrews, Donald (7)

Elliott, Graham (7)

Main data


Where Anton Skrobotov has published?


Journals with more than one article published# docs
Applied Econometrics3
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.org3
Published Papers / Russian Presidential Academy of National Economy and Public Administration2

Recent works citing Anton Skrobotov (2020 and 2019)


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

Full description at Econpapers || Download paper

2019Forecasting Russias Key Macroeconomic Indicators with the VAR-LASSO Model. (2019). Polbin, Andrey ; Fokin, Nikita. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:2:p:67-93.

Full description at Econpapers || Download paper

2020Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918309875.

Full description at Econpapers || Download paper

2020Long-Term Evolution of Russia’s Market Integration. (2020). Gluschenko, Konstantin. In: MPRA Paper. RePEc:pra:mprapa:100118.

Full description at Econpapers || Download paper

2020Сравнительный анализ прогнозных моделей российского ВВП в условиях наличия структурных сдвигов. (2020). Fokin, Nikita ; Haritonova, Marina. In: MPRA Paper. RePEc:pra:mprapa:103412.

Full description at Econpapers || Download paper

2019Modeling real exchange rate of the Russian ruble using Markov regime switching approach. (2019). Shumilov, Andrei ; Kulikov, Alexander ; Bedin, Andrei ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0373.

Full description at Econpapers || Download paper

2020Modeling the dynamics of import in the Russian Federation using the error correction model. (2020). Polbin, Andrey ; Fokin, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0401.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article0
2020New robust inference for predictive regressions In: Papers.
[Full Text][Citation analysis]
paper1
2020New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence In: Papers.
[Full Text][Citation analysis]
paper0
2020COVID-19: Tail Risk and Predictive Regressions In: Papers.
[Full Text][Citation analysis]
paper0
2015Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article1
2013Trend and initial condition in stationarity tests: the asymptotic analysis.(2013) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2016Confidence Sets for the Break Date in Cointegrating Regressions.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Confidence Sets for the Break Date in Cointegrating Regressions.(2016) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018On Trend Breaks and Initial Condition in Unit Root Testing In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article1
2016On Trend Breaks and Initial Condition in Unit Root Testing.(2016) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2013Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018On bootstrap implementation of likelihood ratio test for a unit root In: Economics Letters.
[Full Text][Citation analysis]
article1
2018On Bootstrap Implementation of Likelihood Ratio Test for a Unit Root.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014On GLS-detrending for deterministic seasonality testing In: Working Papers.
[Full Text][Citation analysis]
paper0
2013Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions In: Working Papers.
[Full Text][Citation analysis]
paper0
2014A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility In: Working Papers.
[Full Text][Citation analysis]
paper0
2019Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility.(2019) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2017The Price Convergence of Individual Goods in the Russian Regions In: Journal of the New Economic Association.
[Full Text][Citation analysis]
article0
2017Спектральная оценка компоненты бизнес цикла ВВП России с учетом высокой зависимости от условий торговли In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2017Testing time series for the bubbles (with application to Russian data) In: Applied Econometrics.
[Full Text][Citation analysis]
article0
2019Limits of regional food price differences and invisible hand In: Applied Econometrics.
[Full Text][Citation analysis]
article0
2020Survey on structural breaks and unit root tests In: Applied Econometrics.
[Citation analysis]
article2
2018Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting In: Economic Policy.
[Full Text][Citation analysis]
article2
2018Analysis of Regional Price Differentiations In: Published Papers.
[Full Text][Citation analysis]
paper1
2015Likelihood Ratio Test for Change in Persistence In: Published Papers.
[Full Text][Citation analysis]
paper1
2018Testing the Asymmetric Convergence of the Real Exchange Rate to Equilibrium During the Managed Ruble Exchange Rate Regime In: Working Papers.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team