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Testing for multiple structural changes in cointegrated regression models
Kejriwal, Mohitosh; Perron, Pierre - 2008 - Rev. November 20, 2008
Persistent link: https://www.econbiz.de/10003819885
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A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
Kejriwal, Mohitosh; Perron, Pierre - 2009
Persistent link: https://www.econbiz.de/10003819886
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - 2009
Persistent link: https://www.econbiz.de/10003887089
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The nature of persistence in euro area inflation : a reconsideration
Kejriwal, Mohitosh - 2009
Persistent link: https://www.econbiz.de/10003819887
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Unit roots, level shifts and trend breaks in per capita output : a robust evaluation
Kejriwal, Mohitosh; Lopez, Claude - 2009
Persistent link: https://www.econbiz.de/10003931205