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Unit roots, nonlinearities and structural breaks
Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; … - 2012
Persistent link: https://www.econbiz.de/10009524063
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The power of unit root tests against nonlinear local alternatives
Demetrescu, Matei; Kruse, Robinson - 2012
Persistent link: https://www.econbiz.de/10009408480
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Unit roots, non-linearities and structural breaks
Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; … - In: Handbook of research methods and applications in …, (pp. 61-94). 2013
Persistent link: https://www.econbiz.de/10010206847
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Linearity testing for trending data with an application of the wild bootstrap
Kruse, Robinson; Sandberg, Rickard - In: Essays in nonlinear time series econometrics, (pp. 57-89). 2014
Persistent link: https://www.econbiz.de/10010385314
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Discriminating between fractional integration and spurious long memory
Haldrup, Niels; Kruse, Robinson - 2014
Persistent link: https://www.econbiz.de/10010372529
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Bias-corrected estimation in potentially mildly explosive autoregressive models
Kaufmann, Hendrik; Kruse, Robinson - 2013
Persistent link: https://www.econbiz.de/10009730082
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Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson; Ventosa-Santaulària, Daniel; … - 2013
Persistent link: https://www.econbiz.de/10009733569
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Testing for a rational bubble under long memory
Frömmel, Michael; Kruse, Robinson - 2011
Persistent link: https://www.econbiz.de/10009240191
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What do we know about real exchange rate non-linearities?
Kruse, Robinson (contributor) - 2009
Persistent link: https://www.econbiz.de/10003892560
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Time-varying persistence in real oil prices and its determinant
Kruse, Robinson; Wegener, Christoph - In: Energy economics 85 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012510274