Narrow search
Showing 1 - 10 of 14
Cover Image
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
Cover Image
A robust sequential procedure for estimating the number of structural changes in persistance
Kejriwal, Mohitosh - 2017
Persistent link: https://www.econbiz.de/10011922085
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Unit roots, level shifts and trend breaks in per capita output : a robust evaluation
Kejriwal, Mohitosh; Lopez, Claude - 2011
Persistent link: https://www.econbiz.de/10009381950
Cover Image
Structural change in cointegrated systems : theory and applications
Kejriwal, Mohitosh - 2007
Persistent link: https://www.econbiz.de/10009707948
Cover Image
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/10009758610
Cover Image
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