Mohitosh Kejriwal

Available identifiers

Publication	Date of Publication	Type
Generalized Forecast Averaging in Autoregressions with a Near Unit Root	2022-06-22	Paper
Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation	2022-05-31	Paper
A two-step procedure for testing partial parameter stability in cointegrated regression models	2022-03-17	Paper
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series	2020-11-20	Paper
The limit distribution of the estimates in cointegrated regression models with multiple structural changes	2016-06-13	Paper
A note on estimating a structural change in persistence	2014-03-18	Paper
Wald tests for detecting multiple structural changes in persistence	2013-09-11	Paper
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component	2011-11-26	Paper
Testing for multiple structural changes in cointegrated regression models	2010-12-30	Paper
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle	2010-07-02	Paper
Tests for a mean shift with good size and monotonic power	2009-11-13	Paper
DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION	2009-06-11	Paper

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