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A robust sequential procedure for estimating the number of structural changes in persistance
Kejriwal, Mohitosh
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2017
Persistent link: https://www.econbiz.de/10011922085
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Testing for multiple structural changes in cointegrated regression models
Kejriwal, Mohitosh
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Perron, Pierre
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2008
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Rev. November 20, 2008
Persistent link: https://www.econbiz.de/10003819885
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A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
Kejriwal, Mohitosh
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Perron, Pierre
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2009
Persistent link: https://www.econbiz.de/10003819886
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The nature of persistence in euro area inflation : a reconsideration
Kejriwal, Mohitosh
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2009
Persistent link: https://www.econbiz.de/10003819887
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh
;
Perron, Pierre
;
Zhou, Jing
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2009
Persistent link: https://www.econbiz.de/10003887089
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Unit roots, level shifts and trend breaks in per capita output : a robust evaluation
Kejriwal, Mohitosh
;
Lopez, Claude
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2009
Persistent link: https://www.econbiz.de/10003931205
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7
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
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8
Bootstrap procedures for detecting multiple persistence shifts in a heteroskedastic time series
Kejriwal, Mohitosh
;
Yu, Xuewen
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2018
Persistent link: https://www.econbiz.de/10012050654
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9
Multidimensional skills and the returns to schooling : evidence from an interactive fixed effects approach and a linked survey-administrative dataset
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Totty, Evan
-
2018
Persistent link: https://www.econbiz.de/10012050659
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10
Multidimensional skills and the returns to schooling : evidence from an interactive fixed effects approachand a linked survey-administrative dataset
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Totty, Evan
-
2019
Persistent link: https://www.econbiz.de/10012139691
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