Mohitosh Kejriwal : Citation Profile

Are you Mohitosh Kejriwal?

Purdue University

9

H index

9

i10 index

590

Citations

RESEARCH PRODUCTION:

14

Articles

23

Papers

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 36
   Journals where Mohitosh Kejriwal has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 15 (2.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pke148
   Updated: 2024-12-03    RAS profile: 2023-01-01    
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Relations with other researchers

Works with:

Perron, Pierre (4)

Yu, Xuewen (2)

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 (45)

Ketenci, Natalya (23)

Esteve, Vicente (21)

Prats, Maria (20)

Navarro-Ibáñez, Manuel (20)

Congregado, Emilio (19)

Yamamoto, Yohei (18)

Ghoshray, Atanu (17)

Tamarit, Cecilio (16)

Oka, Tatsushi (12)

Skrobotov, Anton (12)

Cites to:

Perron, Pierre (79)

Heckman, James (31)

Taylor, Robert (24)

Bai, Jushan (24)

Leybourne, Stephen (21)

Andrews, Donald (17)

Harvey, David (17)

Carneiro, Pedro (14)

Papell, David (14)

URZUA, SERGIO (12)

Phillips, Peter (12)

Main data

Where Mohitosh Kejriwal has published?

Journals with more than one article published# docs
Journal of Time Series Analysis3
Economics Letters2
Econometric Theory2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Purdue University Economics Working Papers / Purdue University, Department of Economics11
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics9

Recent works citing Mohitosh Kejriwal (2024 and 2023)

YearTitle of citing document
2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023On 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.

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2023Per 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.

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2023DeÂ…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.

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2024Time 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.

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2023Penetrating sporadic return predictability. (2023). Xie, Xinling ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002257.

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2023Robust 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.

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2023The 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.

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2023Time-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.

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2023Oil 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.

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2023A 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.

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2023Assessing 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.

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2023Discerning 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.

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2023A 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.

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2023The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132.

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2023Freedom 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.

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2023Deficit 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.

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2023Penalized 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.

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2023Long-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.

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2023Do 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.

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2023Testing 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.

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2023The 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.

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Works by Mohitosh Kejriwal:

YearTitleTypeCited
2010Testing for Multiple Structural Changes in Cointegrated Regression Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article189
2006Testing 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
2008Testing 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
2008Testing 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
2011Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation In: Working papers.
[Full Text][Citation analysis]		paper43
2010Unit 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
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 nother version. Agregated cites: 43		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 nother version. Agregated cites: 43		paper
2013Unit 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
2010A 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]		article98
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 nother version. Agregated cites: 98		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 98		paper
2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2020Bootstrap 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
2018Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series.(2018) In: Purdue University Economics Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2022A two‐step procedure for testing partial parameter stability in cointegrated regression models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2020A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models.(2020) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2017A 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
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.
[Citation analysis]		paper32
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.
[Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2008DATA 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
2007Cointegration with Structural Breaks : An Application to the Feldstein-Horioka Puzzle In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper55
2008Cointegration 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: 55		article
2006The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper88
2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes.(2008) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 88		article
2014Breaks, trends and unit roots in commodity prices: a robust investigation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article21
2013WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE In: Econometric Theory.
[Full Text][Citation analysis]		article27
2009Wald 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
2009Tests for a mean shift with good size and monotonic power In: Economics Letters.
[Full Text][Citation analysis]		article24
2012A note on estimating a structural change in persistence In: Economics Letters.
[Full Text][Citation analysis]		article2
2009The Nature of Persistence in Euro Area Inflation: A Reconsideration In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]		paper1
2018Multidimensional 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]		paper0
2019Multidemsional 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]		paper1
2019Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]		paper1
2019Generalized Forecasr Averaging in Autoregressions with a Near Unit Root In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]		paper0
2014On the power of bootstrap tests for stationarity: a Monte Carlo comparison In: Empirical Economics.
[Full Text][Citation analysis]		article1

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