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Forthcoming Publications

  • Ghoshray, A. & Kejriwal, M. & Wohar, M. Breaks, Trends and Unit Roots in Commodity Prices: A Robust Investigation. Studies in Nonlinear Dynamics and Econometrics, | Download |
  • Kejriwal, M., Perron, P. & Zhou, J. Wald Tests for Detecting Multiple Structural Changes in Persistence. Econometric Theory, | Download |
  • Kejriwal, M. & Lopez, C. Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation. Econometric Reviews, | Download |
  • Gulesserian, S.G. & Kejriwal, M. On the Power of Bootstrap Tests for Stationarity. Empirical Economics, | Download |
  • Kejriwal, M. & Perron, P. A Note on Estimating a Structural Change in Persistence. Economics Letters, | Download |

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. | Download |
  • Kejriwal, M. & Perron, P. (2010). Testing for Multiple Structural Changes in Cointegrated Regression Models. Journal of Business and Economic Statistics, vol. 28 503-522. | Download Download |
  • Kejriwal, M. (2009). Tests for a Mean Shift with Good Size and Monotonic Power. Economics Letters, vol. 102 (2), 78-82. | Download |
  • 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. | Download |
  • 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. | Download |
  • Kejriwal, M. (2008). Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. Studies in Nonlinear Dynamics and Econometrics, vol. 12 (1), | Download |

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.