Mohitosh Kejriwal

Economics and Econometrics · 2008–2010

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Mohitosh Kejriwal trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Pierre Perron
  2. P. R. Hansen
  3. Jushan Bai
  4. Giuseppe Cavaliere
  5. Yoosoon Chang
  6. Donald W. K. Andrews
  7. Joon Y. Park
  8. B. Lambrecht
  9. Alan M. Taylor
  10. Zhongjun Qu

Who trusts Mohitosh Kejriwal overall

  1. Z. Mrabet
  2. Russell Smyth *
  3. Mouyad Alsamara
  4. Shaif Hezam Jarallah
  5. Paresh Kumar Narayan
  6. Pierre Perron
  7. V. Esteve
  8. Martin Wagner
  9. Tatsushi Oka
  10. Eiji Kurozumi

Papers from Mohitosh Kejriwal's perspective

Ordered by how strongly the researchers Mohitosh Kejriwal trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Nonmonotonic power for tests of a mean shift in a time series
  2. DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Econometric Theory)
  3. Tests for Parameter Instability and Structural Change with Unknown Change Point
  4. Information Theory and an Extension of the Maximum Likelihood Principle
  5. Dealing with Structural Breaks
  6. Bootstrapping cointegrating regressions
  7. Strong Rules for Detecting the Number of Breaks in a Time Series
  8. Testing for unit roots in time series models with non-stationary volatility
  9. Structural changes in the cointegrated vector autoregressive model
  10. Generalized autoregressive conditional heteroskedasticity

Their papers