Details about Mohitosh Kejriwal

Access statistics for papers by Mohitosh Kejriwal.

Last updated 2023-01-01. Update your information in the RePEc Author Service.

Short-id: pke148

Working Papers

2020

1. A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
   See also Journal Article A two‐step procedure for testing partial parameter stability in cointegrated regression models, Journal of Time Series Analysis, Wiley Blackwell (2022) (2022)
2. Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (3)
   Also in Purdue University Economics Working Papers, Purdue University, Department of Economics (2018)
   See also Journal Article Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series, Journal of Time Series Analysis, Wiley Blackwell (2020) View citations (3) (2020)

2019

3. Generalized Forecasr Averaging in Autoregressions with a Near Unit Root
   Purdue University Economics Working Papers, Purdue University, Department of Economics
4. Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset
   Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (1)
5. Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach
   Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (1)

2018

6. Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset
   Purdue University Economics Working Papers, Purdue University, Department of Economics
   See also Journal Article Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (1) (2020)

2017

7. A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence
   Purdue University Economics Working Papers, Purdue University, Department of Economics
   See also Journal Article A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2020) View citations (4) (2020)

2011

8. Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
   Working papers, Banque de France View citations (4)
   Also in University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics (2010) View citations (3)
   Purdue University Economics Working Papers, Purdue University, Department of Economics (2009) View citations (2)
   MPRA Paper, University Library of Munich, Germany (2010) View citations (9)
   See also Journal Article Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation, Econometric Reviews, Taylor & Francis Journals (2013) View citations (35) (2013)

2009

9. A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (5)
   Also in Purdue University Economics Working Papers, Purdue University, Department of Economics (2009) View citations (10)
   See also Journal Article A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component, Journal of Time Series Analysis, Wiley Blackwell (2010) View citations (96) (2010)
10. The Nature of Persistence in Euro Area Inflation: A Reconsideration
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (1)
11. Wald Tests for Detecting Multiple Structural Changes in Persistence
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (1)
    See also Journal Article WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE, Econometric Theory, Cambridge University Press (2013) View citations (30) (2013)

2008

12. Testing for Multiple Structural Changes in Cointegrated Regression Models
    Purdue University Economics Working Papers, Purdue University, Department of Economics View citations (16)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2008) View citations (68)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2006) View citations (39)
    See also Journal Article Testing for Multiple Structural Changes in Cointegrated Regression Models, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (125) (2010)

2007

13. 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 Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2008) View citations (56) (2008)
14. 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 DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION, Econometric Theory, Cambridge University Press (2008) View citations (33) (2008)

2006

15. 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 The limit distribution of the estimates in cointegrated regression models with multiple structural changes, Journal of Econometrics, Elsevier (2008) View citations (95) (2008)

Journal Articles

2022

1. A two‐step procedure for testing partial parameter stability in cointegrated regression models
   Journal of Time Series Analysis, 2022, 43, (2), 219-237
   See also Working Paper A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models, Boston University - Department of Economics - Working Papers Series (2020) (2020)

2020

2. A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence
   Oxford Bulletin of Economics and Statistics, 2020, 82, (3), 669-685 View citations (4)
   See also Working Paper A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence, Purdue University Economics Working Papers (2017) (2017)
3. Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series
   Journal of Time Series Analysis, 2020, 41, (5), 676-690 View citations (3)
   See also Working Paper Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series, Boston University - Department of Economics - Working Papers Series (2020) View citations (3) (2020)
4. Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set
   Journal of Applied Econometrics, 2020, 35, (5), 548-566 View citations (1)
   See also Working Paper Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset, Purdue University Economics Working Papers (2018) (2018)

2014

5. Breaks, trends and unit roots in commodity prices: a robust investigation
   Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (1), 23-40 View citations (21)
6. On the power of bootstrap tests for stationarity: a Monte Carlo comparison
   Empirical Economics, 2014, 46, (3), 973-998 View citations (2)

2013

7. Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation
   Econometric Reviews, 2013, 32, (8), 892-927 View citations (35)
   See also Working Paper Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation, Working papers (2011) View citations (4) (2011)
8. WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
   Econometric Theory, 2013, 29, (2), 289-323 View citations (30)
   See also Working Paper Wald Tests for Detecting Multiple Structural Changes in Persistence, Purdue University Economics Working Papers (2009) View citations (1) (2009)

2012

9. A note on estimating a structural change in persistence
   Economics Letters, 2012, 117, (3), 932-935 View citations (4)

2010

10. 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 View citations (96)
    See also Working Paper A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component, Boston University - Department of Economics - Working Papers Series (2009) View citations (5) (2009)
11. Testing for Multiple Structural Changes in Cointegrated Regression Models
    Journal of Business & Economic Statistics, 2010, 28, (4), 503-522 View citations (125)
    See also Working Paper Testing for Multiple Structural Changes in Cointegrated Regression Models, Purdue University Economics Working Papers (2008) View citations (16) (2008)

2009

12. Tests for a mean shift with good size and monotonic power
    Economics Letters, 2009, 102, (2), 78-82 View citations (26)

2008

13. Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (1), 39 View citations (56)
    See also Working Paper Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle, Boston University - Department of Economics - Working Papers Series (2007) (2007)
14. 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 View citations (33)
    See also Working Paper 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 (2007) View citations (1) (2007)
15. The limit distribution of the estimates in cointegrated regression models with multiple structural changes
    Journal of Econometrics, 2008, 146, (1), 59-73 View citations (95)
    See also Working Paper The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes, Boston University - Department of Economics - Working Papers Series (2006) View citations (1) (2006)