Robinson Kruse

发表

Bias-corrected estimation in potentially mildly explosive autoregressive models

Hendrik Kaufmannz, Robinson Kruse, 2013 .

Comparing predictive accuracy under long memory: With an application to volatility forecasting

Robinson Kruse, Christian Leschinski, Michael Will, 2019 .

When bubbles burst: econometric tests based on structural breaks

Robinson Kruse, Jörg Breitung, J. Breitung, 2013 .

Can Realized Volatility improve the Accuracy of Value-at-Risk Forecasts?

Robinson Kruse, Robinson Kruse, 2006 .

Unit roots, nonlinearities and structural breaks

Robinson Kruse, Timo Teräsvirta, Rasmus T. Varneskov, 2012 .

A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models

Robinson Kruse, Philipp Sibbertsen, Hendrik Kaufmann, 2014 .

Forecasting Long Memory Time Series Under a Break in Persistence

Robinson Kruse, Philipp Sibbertsen, 2009 .

Testing for a Break in Persistence Under Long-Range Dependencies

Robinson Kruse, Philipp Sibbertsen, 2007 .

The power of unit root tests against nonlinear local alternatives

Robinson Kruse, Matei Demetrescu, Robinson Kruse, 2013 .

Time-varying persistence in real oil prices and its determinant

Robinson Kruse, Robinson Kruse, Christoph Wegener, 2020 .

What do we know about real exchange rate nonlinearities?

Robinson Kruse, Philipp Sibbertsen, Lukas Menkhoff, 2012 .

A new unit root test against ESTAR based on a class of modified statistics

Robinson Kruse, Robinson Kruse, 2008 .