The following pages link to Mohitosh Kejriwal (Q295696):
Displaying 12 items.
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Tests for a mean shift with good size and monotonic power (Q1036841) (← links)
- A note on estimating a structural change in persistence (Q2440469) (← links)
- WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584) (← links)
- Testing for Multiple Structural Changes in Cointegrated Regression Models (Q3063002) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle (Q3574711) (← links)
- DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) (← links)
- A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
- Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
- Generalized Forecast Averaging in Autoregressions with a Near Unit Root (Q5083250) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)