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 2 3 14 82
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 1 268 2 2 18 760
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 2 2 16 212
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 0 1 1 35 2 3 12 81
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 2 2 14 58
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 0 24 1 3 11 49
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 1 2 16 198
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 1 1 8 294
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression* 0 0 0 103 1 2 6 303
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 2 2 10 54
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 2 5 24 67
Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset 0 0 1 24 2 4 15 82
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 0 0 1 16 0 0 14 79
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 0 2 17 163
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 503 1 3 20 1,172
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 4 4 21 212
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 0 1 10 128
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 0 147 0 1 13 230
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 1 56 1 3 15 193
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 84 1 1 9 215
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 1 4 21 170
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 0 0 0 61 1 1 7 156
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 0 210 1 2 13 450
Total Working Papers 0 1 5 1,946 30 53 324 5,408

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 1 5 0 1 10 28
A note on estimating a structural change in persistence 0 0 0 16 0 1 14 108
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 1 1 2 68 3 4 20 224
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 1 4 0 1 10 27
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 0 6 2 6 13 32
Breaks, trends and unit roots in commodity prices: a robust investigation 1 2 4 90 4 6 27 264
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 1 247 2 3 14 531
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 2 3 10 275
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 0 2 14 60
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 0 9 1 1 13 76
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 2 3 180 2 5 22 460
Tests for a mean shift with good size and monotonic power 0 0 0 24 4 4 8 108
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 0 1 4 96 2 3 23 332
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 25 2 2 8 110
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 1 42 2 2 17 141
Total Journal Articles 2 6 17 898 26 44 223 2,776

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Statistics updated 2026-11-12