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  1. 2019

  2. Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

    Cavaliere, G., Skrobotov, A. & Taylor, A. M. R., 28 May 2019, In: Econometric Reviews. 38, 5, p. 509-532 24 p.

    Research output: Contribution to journal › Article › peer-review

  3. Limits of regional food price differences and invisible hand

    Dobronravova, E., Perevyshin, Y., Skrobotov, A. & Shemyakina, K., 2019, In: Applied Econometrics. 53, p. 30-54 25 p.

    Research output: Contribution to journal › Article › peer-review

  4. 2018

  5. On bootstrap implementation of likelihood ratio test for a unit root

    Skrobotov, A., Oct 2018, In: Economics Letters. 171, p. 154-158 5 p.

    Research output: Contribution to journal › Article › peer-review

  6. Confidence Sets for the Break Date in Cointegrating Regressions

    Kurozumi, E. & Skrobotov, A., Jun 2018, In: Oxford Bulletin of Economics and Statistics. 80, 3, p. 514-535 22 p.

    Research output: Contribution to journal › Article › peer-review

  7. Testing asymmetric convergence of the real exchange rate to equilibrium during ruble exchange rate targeting

    Skrobotov, A. A. & Fokin, N. D., 2018, In: Ekonomicheskaya Politika. 13, 3, p. 132-147 16 p.

    Research output: Contribution to journal › Article › peer-review

  8. 2017

  9. On Trend Breaks and Initial Condition in Unit Root Testing

    Skrobotov, A., 20 Dec 2017, In: Journal of Time Series Econometrics. 10, 1, 0014.

    Research output: Contribution to journal › Article › peer-review

  10. Testing time series for the bubbles (with application to Russian data)

    Sinelnikova-Muryleva, E. & Skrobotov, A., 2017, In: Applied Econometrics. 46, p. 90-103 14 p.

    Research output: Contribution to journal › Article › peer-review

  11. The price convergence of individual goods in the Russian regions

    Perevyshin, Y. N. & Skrobotov, A. A., 2017, In: Zhournal Novoi Ekonomicheskoi Associacii /Journal of the New Economic Association. 3, 35, p. 71-102 32 p.

    Research output: Contribution to journal › Article › peer-review

  12. 2015

  13. Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis

    Skrobotov, A., 1 Apr 2015, In: Oxford Bulletin of Economics and Statistics. 77, 2, p. 254-273 20 p.

    Research output: Contribution to journal › Article › peer-review

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