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Mohitosh Kejriwal · Study

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Mohitosh Kejriwal

10 works· latest 2013· 1 institutionscluster: provisionalORCID 0000-0003-4341-8821

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Citations689

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Most cited in this library

Testing for Multiple Structural Changes in Cointegrated Regression Models2009 · 185 citations
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component2010 · 123 citations
The limit distribution of the estimates in cointegrated regression models with multiple structural changes2008 · 115 citations
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle2008 · 74 citations
WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE2012 · 52 citations

Works

10 shown

Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation

Econometric Reviews·2013·2 authors

30citations

WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE

Econometric Theory·2012·3 authors

52citations

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

SSRN Electronic Journal·2011·2 authors·preprint·Open access

26citations

A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

Journal of Time Series Analysis·2010·2 authors

123citations

Testing for Multiple Structural Changes in Cointegrated Regression Models

Journal of Business and Economic Statistics·2009·2 authors·Open access

185citations

A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component

SSRN Electronic Journal·2009·2 authors·preprint·Open access

19citations

Tests for a mean shift with good size and monotonic power

Economics Letters·2008·1 author

28citations

The limit distribution of the estimates in cointegrated regression models with multiple structural changes

Journal of Econometrics·2008·2 authors

115citations

DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION

Econometric Theory·2008·2 authors

37citations

Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle

Studies in Nonlinear Dynamics and Econometrics·2008·1 author

74citations