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A two‐step procedure for testi...
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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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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
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2019
Persistent link: https://www.econbiz.de/10012139722
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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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Testing for multiple structural changes in cointegrated regression models
Kejriwal, Mohitosh
;
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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5
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
Kejriwal, Mohitosh
;
Perron, Pierre
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2009
Persistent link: https://www.econbiz.de/10003819886
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Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
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2020
Persistent link: https://www.econbiz.de/10012542396
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7
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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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
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2018
Persistent link: https://www.econbiz.de/10012050659
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9
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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Revisiting the democracy-growth nexus : new evidence from a dynamic common correlated effects approach
Kejriwal, Mohitosh
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Zhao, Haiqing
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2019
Persistent link: https://www.econbiz.de/10012139713
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