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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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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/10008170742
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Testing for Multiple Structural Changes in Cointegrated Regression Models
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 503-523
Persistent link: https://www.econbiz.de/10008704009
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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
Persistent link: https://www.econbiz.de/10010091258
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WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2012) 2, pp. 289-323
Persistent link: https://www.econbiz.de/10010099083
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A note on estimating a structural change in persistence
Kejriwal, Mohitosh; Perron, Pierre - In: Economics letters 117 (2012) 3, pp. 932-936
Persistent link: https://www.econbiz.de/10010042088
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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. 1425-1442
Persistent link: https://www.econbiz.de/10008088968
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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/10008109084
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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. 59-74
Persistent link: https://www.econbiz.de/10008881136