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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
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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
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The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of econometrics 146 (2008) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
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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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Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2013) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10009760008
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A note on estimating a structural change in persistence
Kejriwal, Mohitosh; Perron, Pierre - In: Economics letters 117 (2012) 3, pp. 932-935
Persistent link: https://www.econbiz.de/10009683385
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Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Kejriwal, Mohitosh; Perron, Pierre - In: Econometric theory 24 (2008) 5, pp. 1425-1441
Persistent link: https://www.econbiz.de/10003748806