Similar Search Results

Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation

Kejriwal, Mohitosh; Lopez, Claude - In: Econometric Reviews 32 (2013) 8, pp. 892-927

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards nonrejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of...

Persistent link: https://www.econbiz.de/10010680234

Cointegration with structural breaks : an application to the Feldstein-Horioka puzzle

Kejriwal, Mohitosh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10009513639

Cointegration with structural breaks : an application to the Feldstein-Horioka puzzle

Kejriwal, Mohitosh - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10009949914

A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence

Kejriwal, Mohitosh - In: Oxford Bulletin of Economics and Statistics 82 (2019) 3, pp. 669-685

Persistent link: https://www.econbiz.de/10012192471

Multidimensional skills and the returns to schooling : Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set

Kejriwal, Mohitosh; Li, Xiaoxiao; Totty, Evan - In: Journal of Applied Econometrics 35 (2020) 5, pp. 548-566

Persistent link: https://www.econbiz.de/10012273430

Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series

Kejriwal, Mohitosh; Yu, Xuewen; Perron, Pierre - In: Journal of Time Series Analysis 41 (2020) 5, pp. 676-690

Persistent link: https://www.econbiz.de/10012283127

A two‐step procedure for testing partial parameter stability in cointegrated regression models

Kejriwal, Mohitosh; Perron, Pierre; Yu, Xuewen - In: Journal of Time Series Analysis 43 (2021) 2, pp. 219-237

Persistent link: https://www.econbiz.de/10012636170

Breaks, trends and unit roots in commodity prices : a robust investigation

Ghoshray, Atanu; Kejriwal, Mohitosh; Wohar, Mark E. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 1, pp. 23-40

Persistent link: https://www.econbiz.de/10010347340

Generalized forecast averaging in autoregressions with a near unit root

Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102

Persistent link: https://www.econbiz.de/10012504451

The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation

Kejriwal, Mohitosh; Li, Xiaoxiao; Nguyen, Linh; Totty, Evan - In: Journal of applied econometrics 39 (2024) 1, pp. 3-21

Persistent link: https://www.econbiz.de/10014474429