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 7 8 76
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 2 10 11 206
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 267 1 10 14 752
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 0 0 0 34 2 5 7 74
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 0 3 7 50
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 1 24 1 2 6 41
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 1 6 6 188
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 1 4 8 292
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 5 299
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 1 6 8 50
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 2 9 11 52
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 7 11 75
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 0 1 2 16 4 10 11 75
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 503 3 11 11 1,163
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 1 6 12 155
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 3 13 14 204
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 1 7 8 126
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 1 147 1 7 11 225
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 0 12 19 162
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 84 2 4 7 212
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 55 3 8 10 186
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 0 0 0 61 0 3 9 153
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 0 210 2 6 10 445
Total Working Papers 0 1 5 1,943 34 158 224 5,261

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 1 1 3 5 1 7 13 25
A note on estimating a structural change in persistence 0 0 0 16 0 4 7 99
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 0 0 2 66 4 10 19 215
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 1 1 4 0 4 6 21
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 0 6 0 3 5 22
Breaks, trends and unit roots in commodity prices: a robust investigation 0 0 2 87 2 11 23 254
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 246 1 4 6 522
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 0 6 6 271
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 6 10 52
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 0 9 2 5 9 70
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 2 177 1 7 14 447
Tests for a mean shift with good size and monotonic power 0 0 0 24 0 2 6 102
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 1 1 2 93 2 6 10 316
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 25 1 3 4 105
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 0 41 1 8 14 133
Total Journal Articles 2 3 12 885 15 86 152 2,654

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Statistics updated 2026-03-04