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 0 67
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 1 2 4 195
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 267 1 2 19 738
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 1 2 3 33 1 3 6 62
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 0 0 1 43
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 1 23 0 0 4 34
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 0 1 2 181
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 1 1 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 13 292
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 0 0 0 41
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 0 0 1 40
Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset 0 0 0 22 0 0 1 63
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 0 0 0 13 0 1 5 61
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 0 0 0 141
Testing for Multiple Structural Changes in Cointegrated Regression Models 1 1 2 502 1 2 11 1,149
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 0 2 4 188
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 1 1 2 117
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 1 146 0 0 2 213
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 0 1 1 143
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 83 0 1 1 204
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 1 55 0 1 2 173
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 0 0 0 59 0 1 1 142
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 0 208 0 0 1 428
Total Working Papers 2 3 8 1,929 6 19 82 4,999


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 0 0 0 1 1 9
A note on estimating a structural change in persistence 0 0 0 16 0 0 0 90
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 0 0 0 62 0 1 4 192
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 1 3 0 0 2 14
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 0 5 0 0 2 15
Breaks, trends and unit roots in commodity prices: a robust investigation 0 1 2 83 0 1 3 226
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 1 1 2 246 1 2 4 512
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 0 0 16 265
Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set 0 1 5 15 0 1 8 42
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 0 8 0 0 1 56
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 2 9 172 0 2 12 422
Tests for a mean shift with good size and monotonic power 0 0 1 24 0 1 5 95
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 0 1 2 90 2 3 7 301
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 23 0 1 1 99
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 1 41 0 0 1 115
Total Journal Articles 1 6 23 859 3 13 67 2,453


Statistics updated 2024-04-03