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| >Forthcoming Publications |
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Kejriwal, M., Perron, P. & Zhou, J..
Wald Tests for Detecting Multiple Structural Changes in Persistence.
Econometric Theory.
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Kejriwal, M. & Lopez, C..
Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.
Econometric Reviews.
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Ghoshray, A. & Kejriwal, M. & Wohar, M..
Breaks, Trends and Unit Roots in Commodity Prices: A Robust Investigation.
Studies in Nonlinear Dynamics and Econometrics.
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Gulesserian, S.G. & Kejriwal, M..
On the Power of Bootstrap Tests for Stationarity.
Empirical Economics.
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Kejriwal, M. & Perron, P..
A Note on Estimating a Structural Change in Persistence.
Economics Letters.
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| >Journal Articles |
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Kejriwal, M. & Perron, P.
(2010).
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component..
Journal of Time Series Analysis,
vol. 31, 305-328.
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Kejriwal, M. & Perron, P.
(2010).
Testing for Multiple Structural Changes in Cointegrated Regression Models.
Journal of Business and Economic Statistics,
vol. 28, 503-522.
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Kejriwal, M.
(2009).
Tests for a Mean Shift with Good Size and Monotonic Power.
Economics Letters,
vol. 102 (2), 78-82.
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Kejriwal, M. & Perron, P.
(2008).
The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes.
Journal of Econometrics,
vol. 146 (1), 59-73.
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Kejriwal, M. & Perron, P.
(2008).
Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression.
Econometric Theory,
vol. 24 (5), 1425-1441.
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Kejriwal, M.
(2008).
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle.
Studies in Nonlinear Dynamics and Econometrics,
vol. 12 (1).
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| >Working Papers |
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Kejriwal, M.. The Nature of Persistence in Euro Area Inflation: A Reconsideration. (Revise and Resubmit).
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Kejriwal, M. & Perron, P.. The Asymptotic Properties of the Parameter Estimates in Autoregressive Models with a Break in Persistence.
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