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 1 1 1 69
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 0 1 1 196
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 267 0 2 4 742
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 0 0 1 34 0 1 3 69
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 3 3 4 47
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 1 24 1 3 5 39
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 0 0 0 182
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 2 3 4 288
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 3 297
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 0 0 2 44
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 0 2 3 43
Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset 1 1 1 24 1 1 4 68
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 0 1 2 15 0 1 3 65
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 503 0 0 0 1,152
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 0 1 3 191
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 3 6 7 149
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 1 1 1 119
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 1 147 1 2 4 218
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 55 0 1 5 178
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 1 7 7 150
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 1 84 2 3 4 208
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 0 0 2 61 1 2 8 150
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 1 210 2 3 5 439
Total Working Papers 1 2 10 1,942 19 46 81 5,103

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 4 0 2 7 18
A note on estimating a structural change in persistence 0 0 0 16 1 2 4 95
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 0 1 2 66 1 4 10 205
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 0 3 0 1 2 17
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 0 6 0 1 2 19
Breaks, trends and unit roots in commodity prices: a robust investigation 1 1 2 87 6 6 12 243
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 246 1 1 3 518
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 0 0 0 265
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 1 4 46
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 0 9 2 2 4 65
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 1 3 177 2 4 11 440
Tests for a mean shift with good size and monotonic power 0 0 0 24 0 1 4 100
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 0 1 1 92 1 2 5 310
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 1 25 0 0 2 102
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 0 41 1 5 7 125
Total Journal Articles 1 4 11 882 15 32 77 2,568

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Statistics updated 2025-12-06