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Publications for Kejriwal, Mohitosh
>Forthcoming Publications

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

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

Kejriwal, M.. The Nature of Persistence in Euro Area Inflation: A Reconsideration. (Revise and Resubmit).

Kejriwal, M. & Perron, P.. The Asymptotic Properties of the Parameter Estimates in Autoregressive Models with a Break in Persistence.