1. 2024
  2. 2023
  3. New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence

    Ибрагимов, Р. М., Pedersen, R. S. & Скроботов, А. А., 8 Aug 2023, (E-pub ahead of print) In: Journal of Financial Econometrics.

    Research output: Contribution to journalArticlepeer-review

  4. NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS

    Ibragimov, R., Kim, J. & Skrobotov, A., 3 May 2023, (E-pub ahead of print) In: Econometric Theory. p. 1-27

    Research output: Contribution to journalArticlepeer-review

  5. Testing for explosive bubbles: a review

    Skrobotov, A., 2023, In: Dependence Modeling. 11, 1

    Research output: Contribution to journalArticlepeer-review

  6. 2022
  7. On the asymptotic behavior of bubble date estimators

    Kurozumi, E. & Skrobotov, A., 13 Nov 2022, (E-pub ahead of print) In: Journal of Time Series Analysis.

    Research output: Contribution to journalArticlepeer-review

  8. Likelihood ratio test for change in persistence

    Skrobotov, A., 18 May 2022, (E-pub ahead of print) In: Communications in Statistics - Theory and Methods.

    Research output: Contribution to journalArticlepeer-review

  9. Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations

    Karamysheva, M. & Skrobotov, A., 1 May 2022, In: Journal of Economic Dynamics and Control. 138, 17 p., 104358.

    Research output: Contribution to journalArticlepeer-review

  10. Time-Transformed Test for Bubbles under Non-stationary Volatility

    Kurozumi, E., Скроботов, А. А. & Tsarev, A., 23 Apr 2022, (E-pub ahead of print) In: Journal of Financial Econometrics.

    Research output: Contribution to journalArticlepeer-review

  11. On robust testing for trend

    Скроботов, А. А., Mar 2022, In: Economics Letters. 212, 110276.

    Research output: Contribution to journalArticlepeer-review

  12. COVID-19: Tail risk and predictive regressions

    Distaso, W., Ибрагимов, Р. М., Семёнов, А. В. & Скроботов, А. А., 2022, In: PLoS ONE. 17, 2, e0275516.

    Research output: Contribution to journalArticlepeer-review

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