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Details about Mohitosh Kejriwal

Homepage:https://www.krannert.purdue.edu/faculty/mkejriwa/home.asp
Workplace:Department of Economics, Krannert School of Management, Purdue University, (more information at EDIRC)

Access statistics for papers by Mohitosh Kejriwal.

Last updated 2021-05-23. Update your information in the RePEc Author Service.

Short-id: pke148


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Working Papers

2017

  1. A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence
    Purdue University Economics Working Papers, Purdue University, Department of Economics Downloads

2011

  1. Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
    Working papers, Banque de France Downloads View citations (4)
    Also in University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics (2010) Downloads View citations (3)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (9)
    Purdue University Economics Working Papers, Purdue University, Department of Economics (2009) Downloads View citations (2)

    See also Journal Article in Econometric Reviews (2013)

2009

  1. A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component
    Purdue University Economics Working Papers, Purdue University, Department of Economics Downloads View citations (10)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2009) View citations (4)

    See also Journal Article in Journal of Time Series Analysis (2010)
  2. The Nature of Persistence in Euro Area Inflation: A Reconsideration
    Purdue University Economics Working Papers, Purdue University, Department of Economics Downloads View citations (1)
  3. Wald Tests for Detecting Multiple Structural Changes in Persistence
    Purdue University Economics Working Papers, Purdue University, Department of Economics Downloads View citations (1)
    See also Journal Article in Econometric Theory (2013)

2008

  1. Testing for Multiple Structural Changes in Cointegrated Regression Models
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (21)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (30)
    Purdue University Economics Working Papers, Purdue University, Department of Economics (2008) Downloads View citations (14)

    See also Journal Article in Journal of Business & Economic Statistics (2010)

2007

  1. Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)
  2. Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression*
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (4)

    See also Journal Article in Econometric Theory (2008)

2006

  1. The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    See also Journal Article in Journal of Econometrics (2008)

Journal Articles

2014

  1. Breaks, trends and unit roots in commodity prices: a robust investigation
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (1), 23-40 Downloads View citations (17)
  2. On the power of bootstrap tests for stationarity: a Monte Carlo comparison
    Empirical Economics, 2014, 46, (3), 973-998 Downloads View citations (2)

2013

  1. Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation
    Econometric Reviews, 2013, 32, (8), 892-927 Downloads View citations (27)
    See also Working Paper (2011)
  2. WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
    Econometric Theory, 2013, 29, (2), 289-323 Downloads View citations (23)
    See also Working Paper (2009)

2012

  1. A note on estimating a structural change in persistence
    Economics Letters, 2012, 117, (3), 932-935 Downloads View citations (3)

2010

  1. A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
    Journal of Time Series Analysis, 2010, 31, (5), 305-328 Downloads View citations (82)
    See also Working Paper (2009)
  2. Testing for Multiple Structural Changes in Cointegrated Regression Models
    Journal of Business & Economic Statistics, 2010, 28, (4), 503-522 Downloads View citations (106)
    See also Working Paper (2008)

2009

  1. Tests for a mean shift with good size and monotonic power
    Economics Letters, 2009, 102, (2), 78-82 Downloads View citations (24)

2008

  1. Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (1), 1-39 Downloads View citations (49)
    See also Working Paper (2007)
  2. DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
    Econometric Theory, 2008, 24, (5), 1425-1441 Downloads View citations (27)
    See also Working Paper (2007)
  3. The limit distribution of the estimates in cointegrated regression models with multiple structural changes
    Journal of Econometrics, 2008, 146, (1), 59-73 Downloads View citations (81)
    See also Working Paper (2006)
 
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