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 3 4 4 72
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 267 3 5 7 745
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 5 6 6 201
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 0 0 1 34 1 2 4 70
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 1 4 5 48
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 1 24 0 3 4 39
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 3 3 3 185
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 2 5 6 290
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression* 0 0 0 103 2 2 5 299
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 3 3 5 47
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 1 3 4 44
Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset 0 1 1 24 1 2 5 69
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 0 1 2 15 2 3 5 67
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 2 3 5 193
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 503 3 3 3 1,155
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 2 8 9 151
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 2 3 3 121
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 1 147 4 5 8 222
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 6 13 13 156
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 84 1 4 4 209
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 55 4 4 9 182
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 0 0 1 61 0 2 7 150
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 0 210 1 4 5 440
Total Working Papers 0 2 7 1,942 52 94 129 5,155

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 2 3 9 20
A note on estimating a structural change in persistence 0 0 0 16 0 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 4 7 14 209
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 0 3 1 2 3 18
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 0 1 2 87 2 8 14 245
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 246 1 2 4 519
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 2 2 2 267
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 5 6 9 51
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 0 9 0 2 4 65
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 3 177 1 4 12 441
Tests for a mean shift with good size and monotonic power 0 0 0 24 1 2 5 101
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 0 0 1 92 1 2 5 311
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 1 25 2 2 4 104
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 0 41 2 7 9 127
Total Journal Articles 0 2 11 882 24 52 100 2,592

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Statistics updated 2026-01-09