Mohitosh Kejriwal: h-index, Total Citations, and Citation Map
Mohitosh Kejriwal's h-index is 11 (11 i10-index, 1,026+ total citations across 5+ publications) according to Google Scholar as of May 2026. Mohitosh Kejriwal is affiliated with Professor of Economics, Purdue University.
Mohitosh Kejriwal is a researcher affiliated with Professor of Economics, Purdue University, specializing in Econometrics. Their work has been cited 1,026 times. This profile visualizes their global influence, highlighting strong citation networks in United States.
Mohitosh Kejriwal's Citation Metrics
Bibliometric impact based on 5 indexed publications.
- H-Index
- 11
- i10-Index
- 11
- Total Citations
- 1,026
- Citing Countries
- 18
As of May 2026.
Mohitosh Kejriwal has an h-index of 11 and 1,026 total citations across 5 publications, with research cited by institutions in 18 countries.
Download Exports (PNG, CSV, Poster)
Free Viewing Mohitosh Kejriwal's citation map is always free. Pay once to download poster, PNG, and CSV files for offline use or your visa packet.
Global Impact Map
Visualizing the geographic distribution of institutions that have cited your work.
Starting…
Pins will appear here as institutions are resolved — no need to refresh.
Top Cited Works
Tip: clickto hide a row from the map
Testing for multiple structural changes in cointegrated regression models
2010262
Top Citing Countries
Top Citing Institutions
Visa Evidence Package
Views and exports tuned for EB-1A, O-1A, and EB-2 NIW petitions. Sustained acclaim, geographic reach, and independent-citation filtering are the strongest evidence categories immigration adjudicators look for.
Significant Contributions
Auto-detected research lines — a seminal paper and the follow-up work building on it. Review and edit before using in a petition. Each Free PDF opens in a new tab — EB-1A organises this into the structure USCIS applies to Criterion 5 of 8 CFR § 204.5(h)(3)(v); EB-1B re-frames it under § 204.5(i)(3) (outstanding researcher); NIW presents it under prong 2 of Matter of Dhanasar.
13 citing papers could not be classified (no author data) — excluded from the percentages above.
The researcher developed a statistical framework for testing multiple structural changes in cointegrated regression models, establishing a foundational method for analyzing non-stationary time series data with regime shifts.
The researcher established the asymptotic limit distribution for cointegrated regression estimates involving multiple structural breaks, providing a foundational theoretical framework for econometric analysis in non-stationary environments.
The researcher advanced econometric methodology by developing cointegration techniques that account for structural breaks, applying this framework to analyze the Feldstein-Horioka puzzle.
Citation trend (last 10 years)Click to expand
Citation Trend (Last 10 Years)
Related Guides
Learn how to use citation maps for your research and visa applications.
