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 2 11 79
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 1 1 268 0 1 18 758
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 0 1 15 210
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 1 1 1 35 1 2 11 79
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 0 0 12 56
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 0 24 0 2 10 46
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 1 2 15 197
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 8 293
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression* 0 0 0 103 1 1 7 302
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 0 0 8 52
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 1 1 22 63
Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset 0 0 1 24 1 1 12 79
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 0 0 2 16 0 0 15 79
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 1 2 19 162
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 503 2 3 19 1,171
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 0 1 18 208
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 0 0 9 127
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 0 147 0 0 13 229
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 2 2 25 168
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 84 0 0 9 214
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 1 56 2 2 15 192
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 0 0 0 61 0 0 7 155
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 0 210 1 2 13 449
Total Working Papers 1 2 6 1,946 13 25 311 5,368

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 11 27
A note on estimating a structural change in persistence 0 0 0 16 1 1 15 108
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 0 0 2 67 0 0 19 220
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 1 4 1 3 11 27
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 0 6 2 2 10 28
Breaks, trends and unit roots in commodity prices: a robust investigation 0 0 2 88 0 1 21 258
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 1 1 247 1 3 12 529
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 0 0 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 3 14 59
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 0 9 0 0 12 75
Testing for Multiple Structural Changes in Cointegrated Regression Models 2 3 4 180 3 6 22 458
Tests for a mean shift with good size and monotonic power 0 0 0 24 0 0 5 104
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 1 3 5 96 1 6 22 330
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 25 0 0 6 108
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 1 1 42 0 2 19 139
Total Journal Articles 3 8 17 895 10 28 206 2,742

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Statistics updated 2026-09-10