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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

A robust sequential procedure for estimating the number of structural changes in persistance

Kejriwal, Mohitosh - 2017

Persistent link: https://www.econbiz.de/10011922085

Generalized forecast averaging in autoregressions with a near unit root

Kejriwal, Mohitosh; Yu, Xuewen - 2019

Persistent link: https://www.econbiz.de/10012139722

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

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

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

On the power of bootstrap tests for stationarity : a Monte Carlo comparison

Gulesserian, Sevan G.; Kejriwal, Mohitosh - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 973-998

Persistent link: https://www.econbiz.de/10010344368

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

Generalized forecast averaging in autoregressions with a near unit root

Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102

Persistent link: https://www.econbiz.de/10012504451

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output : A Robust Evaluation

Kejriwal, Mohitosh; Lopez, Claude - 2011

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards non-rejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of...

Persistent link: https://www.econbiz.de/10014179425