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Tests for a mean shift with good size and monotonic power

Kejriwal, Mohitosh - In: Economics letters 102 (2009) 2, pp. 78-82

Persistent link: https://www.econbiz.de/10003818331

A robust sequential procedure for estimating the number of structural changes in persistance

Kejriwal, Mohitosh - 2017

Persistent link: https://www.econbiz.de/10011922085

Lopez, Claude - In: Economics letters 104 (2009) 2, pp. 99-101

Persistent link: https://www.econbiz.de/10003870503

Lopez, Claude (contributor) - 2008

Persistent link: https://www.econbiz.de/10003732589

Wald tests for detecting multiple structural changes in persistence

Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - In: Econometric theory 29 (2013) 2, pp. 289-323

Persistent link: https://www.econbiz.de/10009760008

On the power of bootstrap tests for stationarity : a Monte Carlo comparison

Gulesserian, Sevan G.; Kejriwal, Mohitosh - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 973-998

Persistent link: https://www.econbiz.de/10010344368

Testing for multiple structural changes iin cointegrated regression models

Kejriwal, Mohitosh; Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 503-522

Persistent link: https://www.econbiz.de/10008736147

Testing for multiple structural changes in cointegrated regression models

Kejriwal, Mohitosh; Perron, Pierre - 2008 - Rev. November 20, 2008

Persistent link: https://www.econbiz.de/10003819885

Wald tests for detecting multiple structural changes in persistence

Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing - 2009

Persistent link: https://www.econbiz.de/10003887089

Testing for Multiple Structural Changes in Cointegrated Regression Models

Kejriwal, Mohitosh; Perron, Pierre - 2009

This paper considers issues related to testing for multiple structural changes in cointegrated systems. We derive the limiting distribution of the Sup-Wald test under mild conditions on the errors and regressors for a variety of testing problems. We show that even if the coefficients of the...

Persistent link: https://www.econbiz.de/10014209989