Access Statistics for Mohitosh Kejriwal

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence 0 0 0 37 0 1 9 77
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 267 0 4 19 757
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 0 3 14 209
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 0 0 0 34 1 4 11 78
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 0 4 12 56
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 1 24 2 5 11 46
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 0 7 13 195
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 0 1 9 293
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression* 0 0 0 103 0 2 6 301
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 0 1 9 52
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 0 8 21 62
Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset 0 0 1 24 0 3 14 78
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 0 0 2 16 0 3 15 79
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 503 1 5 17 1,169
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 1 6 18 161
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 0 2 17 207
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 0 1 9 127
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 0 147 0 3 13 229
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 84 0 2 9 214
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 1 56 0 3 13 190
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 0 3 23 166
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 0 0 0 61 0 1 9 155
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 0 210 0 2 11 447
Total Working Papers 0 0 5 1,944 5 74 302 5,348

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence 0 0 2 5 0 1 12 26
A note on estimating a structural change in persistence 0 0 0 16 0 7 15 107
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 0 1 3 67 0 4 23 220
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 1 4 0 3 8 24
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 0 6 0 2 9 26
Breaks, trends and unit roots in commodity prices: a robust investigation 0 0 3 88 0 2 25 257
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 1 1 1 247 2 6 11 528
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 0 1 7 272
Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set 0 0 0 15 1 5 14 57
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 0 9 0 3 13 75
Testing for Multiple Structural Changes in Cointegrated Regression Models 1 1 2 178 3 7 20 455
Tests for a mean shift with good size and monotonic power 0 0 0 24 0 2 8 104
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 1 1 3 94 4 11 22 328
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 25 0 2 6 108
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 0 41 1 5 19 138
Total Journal Articles 3 4 15 890 11 61 212 2,725

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Statistics updated 2026-07-10