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 2 9 77
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 75 2 4 13 208
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component 0 0 0 267 2 4 17 755
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models 0 0 0 34 2 4 9 76
Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series 0 0 0 28 3 5 12 55
Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series 0 0 1 24 1 2 7 42
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 0 7 8 13 195
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression 0 0 0 77 1 2 9 293
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 7 301
Generalized Forecasr Averaging in Autoregressions with a Near Unit Root 0 0 0 32 1 3 10 52
Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset 0 0 0 14 8 12 21 62
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 3 12 76
Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach 0 0 2 16 1 6 13 77
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 54 1 5 16 206
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 503 4 8 16 1,168
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 0 31 4 5 16 159
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes 0 0 0 35 1 2 9 127
The Nature of Persistence in Euro Area Inflation: A Reconsideration 0 0 0 147 3 5 13 229
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 32 2 3 22 165
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 84 2 4 9 214
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation 0 1 1 56 3 7 13 190
Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation 0 0 0 61 1 2 9 155
Wald Tests for Detecting Multiple Structural Changes in Persistence 0 0 0 210 2 4 11 447
Total Working Papers 0 1 5 1,944 55 102 286 5,329

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 1 2 5 1 2 13 26
A note on estimating a structural change in persistence 0 0 0 16 7 8 15 107
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component 1 1 3 67 4 9 23 220
A two‐step procedure for testing partial parameter stability in cointegrated regression models 0 0 1 4 2 2 7 23
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series 0 0 0 6 2 4 9 26
Breaks, trends and unit roots in commodity prices: a robust investigation 0 1 3 88 1 4 24 256
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle 0 0 0 246 4 5 10 526
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION 0 0 0 71 1 1 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 4 4 13 56
On the power of bootstrap tests for stationarity: a Monte Carlo comparison 0 0 0 9 1 5 12 73
Testing for Multiple Structural Changes in Cointegrated Regression Models 0 0 1 177 2 4 15 450
Tests for a mean shift with good size and monotonic power 0 0 0 24 2 2 8 104
The limit distribution of the estimates in cointegrated regression models with multiple structural changes 0 1 2 93 4 7 15 321
Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation 0 0 0 25 2 4 7 108
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE 0 0 0 41 1 2 15 134
Total Journal Articles 1 4 12 887 38 63 193 2,702

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Statistics updated 2026-05-06