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Tests for a mean shift with good size and monotonic power
Kejriwal, Mohitosh - In: Economics letters 102 (2009) 2, pp. 78-82
Persistent link: https://www.econbiz.de/10003818331
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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
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A robust sequential procedure for estimating the number of structural changes in persistance
Kejriwal, Mohitosh - 2017
Persistent link: https://www.econbiz.de/10011922085
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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
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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
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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
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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