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Mohitosh Kejriwal, Ph.D. - Publications

Affiliations: 
2007 Boston University, Boston, MA, United States 
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15 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. A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence Oxford Bulletin of Economics and Statistics. 82: 669-685. DOI: 10.1111/Obes.12348  0.591
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  0.635
2020 Kejriwal M, Yu X. Generalized Forecasr Averaging in Autoregressions with a Near Unit Root Econometrics Journal. DOI: 10.1093/Ectj/Utaa006  0.423
2020 Kejriwal M, Li X, Totty E. Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey‐Administrative Dataset Journal of Applied Econometrics. 35: 548-566. DOI: 10.1002/Jae.2759  0.342
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  0.477
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  0.495
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  0.495
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  0.648
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  0.598
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  0.644
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  0.627
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  0.47
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  0.417
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  0.603
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  0.633
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