Mohitosh Kejriwal, Ph.D.

2007 Boston University, Boston, MA, United States 
"Mohitosh Kejriwal"


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Pierre Perron grad student 2007 Boston University
 (Structural change in cointegrated systems: Theory and applications.)
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Kejriwal M, Yu X, Perron P. (2020) Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series Journal of Time Series Analysis. 41: 676-690
Kejriwal M, Yu X. (2020) Generalized Forecasr Averaging in Autoregressions with a Near Unit Root Econometrics Journal
Ghoshray A, Kejriwal M, Wohar M. (2014) Breaks, trends and unit roots in commodity prices: A robust investigation Studies in Nonlinear Dynamics and Econometrics. 18: 23-40
Gulesserian SG, Kejriwal M. (2014) On the power of bootstrap tests for stationarity: A Monte Carlo comparison Empirical Economics. 46: 973-998
Kejriwal M, Lopez C. (2013) Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation Econometric Reviews. 32: 892-927
Kejriwal M, Perron P, Zhou J. (2013) Wald tests for detecting multiple structural changes in persistence Econometric Theory. 29: 289-323
Kejriwal M, Perron P. (2012) A note on estimating a structural change in persistence Economics Letters. 117: 932-935
Kejriwal M, Perron P. (2010) Testing for multiple structural changes in cointegrated regression models Journal of Business and Economic Statistics. 28: 503-522
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. 31: 305-328
Kejriwal M. (2009) Tests for a mean shift with good size and monotonic power Economics Letters. 102: 78-82
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