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7901 05-05-14; 7835/0206
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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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3
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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4
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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5
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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6
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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8
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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9
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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10
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
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