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Anton Skrobotov

Hitotsubashi University (from arXiv:2306.02977, 2023) · ORCID · OpenAlex

31 papers in scope · 27 published · 10 on the econ.EM arXiv · 128 citations · h-index 6 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Eiji Kurozumi
  2. Rustam Ibragimov
  3. Ji-Hyun Kim
  4. Xuanling Yang
  5. Ting Zhang
  6. Rasmus Hundsbæk Pedersen
  7. Tianyu He
  8. Alessandro Casini
  9. Pierre Perrón
  10. Lorenzo Trapani
  11. Lajos Horváth
  12. Shixuan Wang
  13. Dong Li
  14. Taosong Deng
  15. Jean-Marie Dufour
  16. Jun Yu
  17. Fabrizio Ghezzi
  18. Eduardo Rossi
  19. Paul Kattuman
  20. Yubo Tao

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(12 of 31)

Change-Point Detection in Time Series Using Mixed Integer Programming
published2025 · Journal of Business and Economic Statistics · 2 citations · first circulated 2024
with Artem Prokhorov, Peter Radchenko, Alexander Semenov
Paper profile Journal of Business and Economic Statistics arXiv:2408.05665
Robust Cauchy-Based Methods for Predictive Regressions
working paper2025 · arXiv
with Rustam Ibragimov, Ji-Hyun Kim
Paper profile arXiv arXiv:2511.09249
Robust inference on income inequality: t-statistic based approach
published2025 · Econometric Reviews · 3 citations · first circulated 2021
with Rustam Ibragimov, Paul Kattuman
Paper profile Econometric Reviews arXiv:2105.05335
Panel Data Unit Root testing: Overview
working paper2024 · arXiv
Paper profile arXiv arXiv:2408.08908
Wild inference for wild SVARs with application to heteroscedasticity-based IV
working paper2024 · arXiv · 1 citations
with Bulat Gafarov, Madina Karamysheva, Andrey Polbin
Paper profile arXiv arXiv:2407.03265
Тестирование на единичный корень в панельных данных: обзор
published2024 · Higher School of Economics Economic Journal
Higher School of Economics Economic Journal
New Approaches to Robust Inference on Market (Non-)efficiency, Volatility Clustering and Nonlinear Dependence
published2023 · Journal of Financial Econometrics · 3 citations · first circulated 2020
with Rustam Ibragimov, Rasmus Søndergaard Pedersen, Rasmus Hundsbæk Pedersen
Paper profile Journal of Financial Econometrics arXiv:2006.01212
Improving the accuracy of bubble date estimators under time-varying volatility
working paper2023 · arXiv
with Eiji Kurozumi
Paper profile arXiv arXiv:2306.02977
NEW ROBUST INFERENCE FOR PREDICTIVE REGRESSIONS
published2023 · Econometric Theory · 2 citations · first circulated 2020
with Rustam Ibragimov, Jihyun Kim, Ji-Hyun Kim
Paper profile Econometric Theory arXiv:2006.01191
Testing for explosive bubbles: a review
published2023 · Dependence Modeling · 10 citations · first circulated 2021
Paper profile Dependence Modeling arXiv:2207.08249
COVID-19: Tail risk and predictive regressions
published2022 · PLoS ONE · 1 citations
with Walter Distaso, Rustam Ibragimov, Alexander Semenov
Paper profile PLoS ONE arXiv:2009.02486
On the asymptotic behavior of bubble date estimators
published2022 · Journal of Time Series Analysis · 4 citations · first circulated 2021
with Eiji Kurozumi
Paper profile Journal of Time Series Analysis arXiv:2110.04500
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations
published2022 · Journal of Economic Dynamics and Control · 6 citations · first circulated 2021
with Madina Karamysheva
Journal of Economic Dynamics and Control
Time-Transformed Test for Bubbles under Non-stationary Volatility
published2022 · Journal of Financial Econometrics · 7 citations · first circulated 2020
with Eiji Kurozumi, Alexey Tsarev
Paper profile Journal of Financial Econometrics arXiv:2012.13937
On robust testing for trend
published2022 · Economics Letters · 1 citations · first circulated 2021
Economics Letters
On decrease in oil price elasticity of GDP and investment in Russia
published2022 · Applied Econometrics · 1 citations
with Andrey Polbin
Applied Econometrics
Testing for structural break in aggregated consumption function of Russian households
published2021 · Voprosy Ekonomiki · 1 citations
with Andrey Polbin
Voprosy Ekonomiki
How the oil price and other factors of real exchange rate dynamics affect real GDP in Russia
published2019 · Emerging Markets Finance and Trade · 25 citations
with Andrey Polbin, Andrey Zubarev
Emerging Markets Finance and Trade
Limits of regional food price differences and invisible hand
published2019 · Applied Econometrics
with Elizaveta Dobronravova, Yury Perevyshin, Kira Shemyakina
no link
On bootstrap implementation of likelihood ratio test for a unit root
published2018 · Economics Letters · 6 citations
Economics Letters
Testing Asymmetric Convergence of the Real Exchange Rate to Equilibrium During Ruble Exchange Rate Targeting
published2018 · Economic Policy · 3 citations
with Никита Фокин
Economic Policy
Spectral Estimation of the Business Cycle Component if the Russian GDP under High Dependence on the Terms of Trade
published2018 · Economics of Contemporary Russia · first circulated 2017
with Andrey Polbin
no link
Confidence Sets for the Break Date in Cointegrating Regressions
published2017 · Oxford Bulletin of Economics and Statistics · 4 citations
with Eiji Kurozumi, Skrobotov Anton
Oxford Bulletin of Economics and Statistics
On Trend Breaks and Initial Condition in Unit Root Testing
published2017 · Journal of Time Series Econometrics · 3 citations · first circulated 2014
Journal of Time Series Econometrics
The Price Convergence of Individual Goods in the Russian Regions
published2017 · Journal of the New Economic Association · 4 citations
with Yu. N. Perevyshin
Journal of the New Economic Association
Testing time series for the bubbles (with application to Russian data)
published2017 · Applied Econometrics
with Elena Sinelnikova-Muryleva
no link
About Trend, the Shift and the Initial Value in Testing of the Hypothesis of a Unit Root [О Тренде, Сдвиге И Начальном Значении В Тестировании Гипотезы О Наличии Единичного Корня]
published2015 · Published Papers
no link
Theoretical Aspects of Modeling of the SVAR [Теоретические Аспекты Моделирования Svar]
published2015 · Published Papers
with Marina Turuntseva
no link
Trend and Initial Condition in Stationarity Tests: The Asymptotic Analysis
published2014 · Oxford Bulletin of Economics and Statistics · 1 citations · first circulated 2012
Oxford Bulletin of Economics and Statistics
Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion
published2013 · Journal of Time Series Econometrics · 1 citations · first circulated 2012
Journal of Time Series Econometrics
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
published2009 · Econometric Reviews · 39 citations
with Giuseppe Cavaliere, Robert Taylor
Econometric Reviews

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.