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Robinson Kruse
Robinson Kruse
Professor for Applied Statistics, University of Hagen
Verified email at wiso.uni-koeln.de
Title
Cited by
Cited by
Year
A new unit root test against ESTAR based on a class of modified statistics
R Kruse
Statistical Papers 52 (1), 71-85, 2011
2342011
Testing for a break in persistence under long‐range dependencies
P Sibbertsen, R Kruse
Journal of Time Series Analysis 30 (3), 263-285, 2009
1032009
When bubbles burst: econometric tests based on structural breaks
J Breitung, R Kruse
Statistical Papers 54 (4), 911-930, 2013
302013
Interest rate convergence in the EMS prior to European Monetary Union
M Frömmel, R Kruse
Journal of Policy Modeling 37 (6), 990-1004, 2015
282015
Time-varying persistence in real oil prices and its determinant
R Kruse, C Wegener
Energy Economics 85, 104328, 2020
272020
The walking debt crisis
C Wegener, R Kruse, T Basse
Journal of Economic Behavior & Organization 157, 382-402, 2019
272019
Testing for a rational bubble under long memory
M Frömmel, R Kruse
Quantitative Finance 12 (11), 1723-1732, 2012
252012
Unit roots, non-linearities and structural breaks
N Haldrup, R Kruse, T Teräsvirta, RT Varneskov
Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013
202013
Discriminating between fractional integration and spurious long memory
N Haldrup, R Kruse
CREATES Research Papers, 2014
152014
What do we know about real exchange rate nonlinearities?
R Kruse, M Frömmel, L Menkhoff, P Sibbertsen
Empirical Economics 43 (2), 457-474, 2012
142012
Can realized volatility improve the accuracy of Value-at-Risk forecasts
R Kruse
Leibniz University of Hannover Working Paper, 2006
132006
Fractional integration versus level shifts: the case of realized asset correlations
P Bertram, R Kruse, P Sibbertsen
Statistical Papers 54 (4), 977-991, 2013
102013
A modified test against spurious long memory
R Kruse
Economics Letters 135, 34-38, 2015
92015
Long memory and changing persistence
R Kruse, P Sibbertsen
Economics Letters 114 (3), 268-272, 2012
82012
The power of unit root tests against nonlinear local alternatives
M Demetrescu, R Kruse
Journal of Time Series Analysis 34 (1), 40-61, 2013
72013
A simple specification procedure for the transition function in persistent nonlinear time series models
H Kaufmann, R Kruse, P Sibbertsen
Recent Advances in Estimating Nonlinear Models, 169-191, 2014
62014
Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting
R Kruse, C Leschinski, M Will
Journal of Financial Econometrics 17 (2), 180-228, 2019
52019
Milestones of European Integration: Which matters most for Export Openness?
S Hiller, R Kruse
CREATES Research Papers 27, 2010
52010
Forecasting long memory time series under a break in persistence
P Sibbertsen, R Kruse
CREATES Research Paper 53, 2009
52009
Bias-corrected estimation for speculative bubbles in stock prices
R Kruse, H Kaufmann, C Wegener
Economic Modelling 73, 354-364, 2018
42018
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