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 0 1 68
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 267 0 0 1 738
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 0 0 1 195
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 0 1 2 34 0 1 6 67
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 0 0 0 43
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 0 23 0 1 1 35
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 0 0 1 182
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 0 0 1 284
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression* 0 0 0 103 0 0 2 294
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 0 0 1 42
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 0 1 1 41
Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset 0 0 1 23 0 0 1 64
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 1 1 1 14 2 2 3 64
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 0 1 2 143
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 0 2 2 190
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 2 503 0 0 4 1,152
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 0 0 2 118
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 0 146 0 0 1 214
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 55 3 3 3 176
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 1 1 84 0 1 1 205
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 0 0 0 143
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 1 2 2 61 1 2 2 144
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 1 2 210 0 1 7 435
Total Working Papers 2 6 11 1,938 6 15 44 5,037

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 2 0 1 3 12
A note on estimating a structural change in persistence 0 0 0 16 1 1 2 92
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 0 0 2 64 1 1 4 196
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 0 3 0 0 1 15
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 1 6 0 0 2 17
Breaks, trends and unit roots in commodity prices: a robust investigation 0 0 2 85 0 0 5 231
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 1 246 1 1 5 516
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 0 0 42
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 1 9 0 0 5 61
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 1 3 175 0 4 11 433
Tests for a mean shift with good size and monotonic power 0 0 0 24 0 0 1 96
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 0 0 1 91 0 1 7 306
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 1 1 2 25 1 1 2 101
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 0 41 1 1 4 119
Total Journal Articles 1 2 15 873 5 11 52 2,502

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Statistics updated 2025-03-03