Mohitosh Kejriwal : Citation Profile


Are you Mohitosh Kejriwal?

Purdue University

9

H index

9

i10 index

455

Citations

RESEARCH PRODUCTION:

11

Articles

16

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 41
   Journals where Mohitosh Kejriwal has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 10 (2.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pke148
   Updated: 2021-11-20    RAS profile: 2021-05-23    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mohitosh Kejriwal.

Is cited by:

Perron, Pierre (40)

Ketenci, Natalya (20)

Esteve, Vicente (19)

Prats, Maria (18)

Navarro-Ibáñez, Manuel (18)

Yamamoto, Yohei (14)

Ghoshray, Atanu (11)

Sobreira, Nuno (10)

liddle, brantley (10)

Messinis, George (10)

Tamarit, Cecilio (10)

Cites to:

Perron, Pierre (49)

Taylor, Robert (18)

Leybourne, Stephen (16)

Harvey, David (13)

Bai, Jushan (12)

Andrews, Donald (11)

Papell, David (10)

Stock, James (8)

Phillips, Peter (7)

Yabu, Tomoyoshi (6)

Ben-David, Dan (5)

Main data


Where Mohitosh Kejriwal has published?


Journals with more than one article published# docs
Econometric Theory2
Studies in Nonlinear Dynamics & Econometrics2
Economics Letters2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics7
Purdue University Economics Working Papers / Purdue University, Department of Economics6

Recent works citing Mohitosh Kejriwal (2021 and 2020)


YearTitle of citing document
2021“Detecting multiple level shifts in bounded time series”. (2021). Carrion-i-Silvestre, Josep ; Gadea, Maria Dolores. In: AQR Working Papers. RePEc:aqr:wpaper:202106.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2020A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2020). Kejriwal, Mohitosh. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:669-685.

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2020Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-009.

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2020Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model. (2020). Yamamoto, Yohei ; Perron, Pierre ; Zhou, Jing. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-010.

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2020A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-011.

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2020Testing for cointegration with threshold adjustment in the presence of structural breaks. (2020). Karsten, Schweikert. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:1:p:28:n:5.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2021Long-run neutrality of money and inflation in Spanish economy, 1830-1998. (2021). Esteve, Vicente ; Congregado, Rafael Emilio. In: Working Papers. RePEc:eec:wpaper:2104.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

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2021Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Du, Lingjie ; Pang, Tianxiao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:277-311.

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2021Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration. (2021). Kim, Dukpa ; Carrion-i-Silvestre, Josep. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:22-38.

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2020Stochastic convergence in per capita CO2 emissions: Evidence from emerging economies, 1921–2014. (2020). Churchill, Sefa Awaworyi ; Ivanovski, Kris ; Inekwe, John. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304566.

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2020Stationarity properties of per capita CO2 emissions in the OECD in the very long-run: A replication and extension analysis. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302085.

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2021Stochastic convergence of disaggregated energy consumption per capita and its catch-up rate: An independent analysis of MENA net oil-exporting and importing countries. (2021). Abdo, Al-Barakani ; Xu, Helian ; Ahmed, Anwar Saeed. In: Energy Policy. RePEc:eee:enepol:v:150:y:2021:i:c:s0301421521000203.

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2020A look at jobless recoveries in G7 countries. (2020). Nikolsko-Rzhevskyy, Alex ; Panovska, Irina ; Elroukh, Ahmed W. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301324.

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2021Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein–Horioka puzzle. (2021). Neto, David. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:179:y:2021:i:c:p:253-264.

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2020Structural breaks and trend awareness-based interaction in crypto markets. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120304726.

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2021On the link between current account and fiscal imbalances in the presence of structural breaks: Empirical evidence from Egypt. (2021). Dissou, Yazid ; Nafie, Yousra. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:15-27.

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2020The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries. (2020). Lenin, Bruno Felipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919302028.

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2020Public policies and the art of catching up: matching the historical evidence with a multi-country agent-based model. (2020). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emanuele. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2018.

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2020Public Policies And The Art Of Catching Up. (2020). Russo, Emmanuele ; Roventini, Andrea ; Dosi, Giovanni. In: Working Papers. RePEc:hal:wpaper:hal-03242369.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Tamarit, Cecilio ; Camarero, Mariam ; Munoz, Alejandro. In: Working Papers. RePEc:inf:wpaper:2021.04.

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2021Detecting multiple level shifts in bounded time series.. (2021). Carrion-i-Silvestre, Josep ; Gadea, Maria Dolores. In: IREA Working Papers. RePEc:ira:wpaper:202115.

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2020Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09879-x.

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2020Fiscal policy and the real exchange rate: some evidence from Spain. (2020). Bajo-Rubio, Oscar ; Esteve, Vicente ; Berke, Burcu. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9415-9.

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2021ONE CRISIS AFTER ANOTHER: A DYNAMIC UNEMPLOYMENT PERSISTENCE ANALYSIS FOR THE GIPS COUNTRIES. (2021). Aydin, Dilan ; Yildirim, Dilem. In: ERC Working Papers. RePEc:met:wpaper:2102.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2021Structural breaks in cointegration models. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0429.

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2020Public Policies And The Art Of Catching Up: Matching The Historical Evidence With A Multi-Country Agent-Based Model. (2020). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emmanuele. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3s3jn8tt5h9mab7fo128gecbhj.

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2021Structural breaks, debt limits and the tax smoothing hypothesis: theory and evidence from the OECD countries. (2021). Michelis, Leo ; Angyridis, Constantine. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01786-2.

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2021Monitoring memory parameter change-points in long-memory time series. (2021). Li, Fuxiao ; Xiao, Yanting ; Chen, Zhanshou. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01840-4.

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2020Income Inequality and Persistence Changes. (2020). Vera-Cabello, Maria ; Sanso-Navarro, Marcos. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:152:y:2020:i:2:d:10.1007_s11205-020-02444-2.

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2021Estimating multiple breaks in mean sequentially with fractionally integrated errors. (2021). Pang, Tianxiao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01104-z.

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2020Public policies and the art of catching up: matching the historical evidence with a multi-country agent-based model. (2020). Dosi, Giovanni ; Russo, Emanuele ; Roventini, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2020/10.

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2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model. (2020). Yamamoto, Yohei ; Perron, Pierre ; Zhou, Jing. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:1019-1057.

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2020Foreign debt, capital controls, and secondary markets: Theory and evidence from Nazi Germany. (2020). Schioppa, Claudio ; Papadia, Andrea. In: Working Papers. RePEc:zbw:pp1859:25.

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Works by Mohitosh Kejriwal:


YearTitleTypeCited
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
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article140
2006Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 140
paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 140
paper
2008Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140
paper
2011Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation In: Working papers.
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paper33
2010Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation.(2010) In: University of Cincinnati, Economics Working Papers Series.
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This paper has another version. Agregated cites: 33
paper
2010Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2009Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2009) In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
paper
2013Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation.(2013) In: Econometric Reviews.
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This paper has another version. Agregated cites: 33
article
2010A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component In: Journal of Time Series Analysis.
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article82
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 82
paper
2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers.
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This paper has another version. Agregated cites: 82
paper
2006Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression In: Boston University - Department of Economics - Working Papers Series.
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paper29
2007Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression*.(2007) In: Boston University - Department of Economics - Working Papers Series.
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This paper has another version. Agregated cites: 29
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2008DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory.
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This paper has another version. Agregated cites: 29
article
2007Cointegration with Structural Breaks : An Application to the Feldstein-Horioka Puzzle In: Boston University - Department of Economics - Working Papers Series.
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paper41
2008Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle.(2008) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 41
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2006The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series.
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2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics.
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2014Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics.
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2013WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory.
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article23
2009Wald Tests for Detecting Multiple Structural Changes in Persistence.(2009) In: Purdue University Economics Working Papers.
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This paper has another version. Agregated cites: 23
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2009Tests for a mean shift with good size and monotonic power In: Economics Letters.
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article19
2012A note on estimating a structural change in persistence In: Economics Letters.
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article1
2009The Nature of Persistence in Euro Area Inflation: A Reconsideration In: Purdue University Economics Working Papers.
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2017A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence In: Purdue University Economics Working Papers.
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2014On the power of bootstrap tests for stationarity: a Monte Carlo comparison In: Empirical Economics.
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article2

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