9
H index
9
i10 index
589
Citations
Purdue University | 9 H index 9 i10 index 589 Citations RESEARCH PRODUCTION: 13 Articles 23 Papers RESEARCH ACTIVITY: 14 years (2006 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pke148 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 2 |
Economics Letters | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
Journal of Time Series Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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Purdue University Economics Working Papers / Purdue University, Department of Economics | 11 |
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics | 9 |
Year | Title of citing document |
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2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper |
2023 | On the trend and variability of 18th century British Transatlantic slave prices. (2023). Ghoshray, Atanu ; Easaw, Joshy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/29. Full description at Econpapers || Download paper |
2023 | Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2. Full description at Econpapers || Download paper |
2023 | DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301. Full description at Econpapers || Download paper |
2024 | Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates. (2024). Nicolau, Joo ; Damasio, Bruno. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000298. Full description at Econpapers || Download paper |
2023 | Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257. Full description at Econpapers || Download paper |
2023 | Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61. Full description at Econpapers || Download paper |
2023 | The sustainability of current account in the BRICS countries depends on economic policies’ support to structural adaptation. (2023). Singh, Tarlok. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:570-591. Full description at Econpapers || Download paper |
2023 | Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757. Full description at Econpapers || Download paper |
2023 | Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development. (2023). Suleymanov, Elchin ; Hasanov, Fakhri J ; Taskin, Dilvin ; Aliyev, Ruslan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002313. Full description at Econpapers || Download paper |
2023 | A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90. Full description at Econpapers || Download paper |
2023 | Assessing consensus on nexus between natural gas consumption and economic growth. (2023). Olafuyi, Saburi G ; Okoro, Emeka E. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:187:y:2023:i:c:s1364032123005324. Full description at Econpapers || Download paper |
2023 | Discerning trends in international metal prices in the presence of nonstationary volatility. (2023). Ghoshray, Atanu ; Addison, Tony. In: Resource and Energy Economics. RePEc:eee:resene:v:71:y:2023:i:c:s0928765522000513. Full description at Econpapers || Download paper |
2023 | A semi-parametric study on dynamic linkages among international real interest rates. (2023). Goodwin, Barry K ; You, Zhongyuan ; Guney, Selin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:215-229. Full description at Econpapers || Download paper |
2023 | The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132. Full description at Econpapers || Download paper |
2023 | Freedom through taxation: the effect of fiscal capacity on the rule of law. (2023). Oreilly, Colin ; Murphy, Ryan H. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:56:y:2023:i:1:d:10.1007_s10657-023-09772-x. Full description at Econpapers || Download paper |
2023 | Deficit sustainability and fiscal theory of price level: the case of Italy, 1861–2020. (2023). Esteve, Vicente ; Diaz-Roldan, Carmen ; Congregado, Emilio. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09577-w. Full description at Econpapers || Download paper |
2023 | Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5. Full description at Econpapers || Download paper |
2023 | Long-run relationship between the unemployment rate and the current account balance in the United States: An empirical analysis. (2023). Nasser, Tareque ; Ahmed, Haydory Akbar. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:3:d:10.1007_s10258-022-00220-3. Full description at Econpapers || Download paper |
2023 | Do terms of trade affect economic growth? Robust evidence from India. (2023). Singh, Tarlok. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:2:p:491-521. Full description at Econpapers || Download paper |
2023 | Testing for multiple level shifts with an integrated or stationary noise component. (2023). Gadea, Maria Dolores ; Carrionisilvestre, Josep Lluis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:801-819. Full description at Econpapers || Download paper |
2023 | The demand for money at the zero interest rate bound. (2023). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:968-976. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 189 |
2006 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2006) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 189 | paper | |
2008 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has nother version. Agregated cites: 189 | paper | |
2008 | Testing for Multiple Structural Changes in Cointegrated Regression Models.(2008) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 189 | paper | |
2011 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation In: Working papers. [Full Text][Citation analysis] | paper | 43 |
2010 | Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation.(2010) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2010 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | paper | |
2009 | Unit 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 nother version. Agregated cites: 43 | paper | |
2013 | Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
2010 | A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 98 |
2009 | A 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 nother version. Agregated cites: 98 | paper | |
2009 | A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 98 | paper | |
2020 | Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
2020 | Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series.(2020) In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series.(2018) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
2017 | A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence.(2017) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2006 | Data 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. [Citation analysis] | paper | 32 |
2007 | Data 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. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2008 | DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION.(2008) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
2007 | Cointegration with Structural Breaks : An Application to the Feldstein-Horioka Puzzle In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 54 |
2008 | Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle.(2008) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
2006 | The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 88 |
2008 | The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
2020 | A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 21 |
2013 | WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory. [Full Text][Citation analysis] | article | 27 |
2009 | Wald Tests for Detecting Multiple Structural Changes in Persistence.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2009 | Tests for a mean shift with good size and monotonic power In: Economics Letters. [Full Text][Citation analysis] | article | 24 |
2012 | A note on estimating a structural change in persistence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2009 | The Nature of Persistence in Euro Area Inflation: A Reconsideration In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Generalized Forecasr Averaging in Autoregressions with a Near Unit Root In: Purdue University Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | On the power of bootstrap tests for stationarity: a Monte Carlo comparison In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
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