Mohitosh Kejriwal

发表

A two‐step procedure for testing partial parameter stability in cointegrated regression models

Mohitosh Kejriwal, Pierre Perrony, Xuewen Yuz, 2020, Journal of Time Series Analysis.

A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

Pierre Perron, Mohitosh Kejriwal, M. Kejriwal, 2009 .

The limit distribution of the estimates in cointegrated regression models with multiple structural changes

Pierre Perron, Mohitosh Kejriwal, M. Kejriwal, 2008 .

Testing for Multiple Structural Changes in Cointegrated Regression Models

Pierre Perron, Mohitosh Kejriwal, P. Perron, 2008 .