Mohitosh Kejriwal, Ph.D. - Publications

2007 Boston University, Boston, MA, United States 

13 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Kejriwal M, Yu X, Perron P. Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series Journal of Time Series Analysis. 41: 676-690. DOI: 10.1111/Jtsa.12528  1
2020 Kejriwal M, Yu X. Generalized Forecasr Averaging in Autoregressions with a Near Unit Root Econometrics Journal. DOI: 10.1093/Ectj/Utaa006  0.56
2014 Ghoshray A, Kejriwal M, Wohar M. Breaks, trends and unit roots in commodity prices: A robust investigation Studies in Nonlinear Dynamics and Econometrics. 18: 23-40. DOI: 10.1515/Snde-2013-0022  1
2014 Gulesserian SG, Kejriwal M. On the power of bootstrap tests for stationarity: A Monte Carlo comparison Empirical Economics. 46: 973-998. DOI: 10.1007/S00181-013-0711-8  1
2013 Kejriwal M, Lopez C. Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation Econometric Reviews. 32: 892-927. DOI: 10.2139/Ssrn.1549852  1
2013 Kejriwal M, Perron P, Zhou J. Wald tests for detecting multiple structural changes in persistence Econometric Theory. 29: 289-323. DOI: 10.1017/S0266466612000357  1
2012 Kejriwal M, Perron P. A note on estimating a structural change in persistence Economics Letters. 117: 932-935. DOI: 10.1016/J.Econlet.2012.07.020  1
2010 Kejriwal M, Perron P. Testing for multiple structural changes in cointegrated regression models Journal of Business and Economic Statistics. 28: 503-522. DOI: 10.1198/Jbes.2009.07220  1
2010 Kejriwal M, Perron P. 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. DOI: 10.1111/J.1467-9892.2010.00666.X  1
2009 Kejriwal M. Tests for a mean shift with good size and monotonic power Economics Letters. 102: 78-82. DOI: 10.1016/J.Econlet.2008.11.013  1
2008 Kejriwal M. Cointegration with structural breaks: An application to the Feldstein-Horioka puzzle Studies in Nonlinear Dynamics and Econometrics. 12. DOI: 10.2202/1558-3708.1467  1
2008 Kejriwal M, Perron P. Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression Econometric Theory. 24: 1425-1441. DOI: 10.1017/S0266466608080560  1
2008 Kejriwal M, Perron P. The limit distribution of the estimates in cointegrated regression models with multiple structural changes Journal of Econometrics. 146: 59-73. DOI: 10.1016/J.Jeconom.2008.07.001  1
Show low-probability matches.