Mohitosh Kejriwal
Personal Details
First Name: | Mohitosh |
Middle Name: | |
Last Name: | Kejriwal |
Suffix: | |
RePEc Short-ID: | pke148 |
[This author has chosen not to make the email address public] | |
https://mohitoshk.weebly.com/ | |
Terminal Degree: | 2007 Department of Economics; Boston University (from RePEc Genealogy) |
Affiliation
Department of Economics
Mitchell E. Daniels, Jr. School of Business
Purdue University
West Lafayette, Indiana (United States)http://www.krannert.purdue.edu/academics/economics/
RePEc:edi:depurus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2020.
"A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models,"
Boston University - Department of Economics - Working Papers Series
WP2020-011, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2022. "A two‐step procedure for testing partial parameter stability in cointegrated regression models," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(2), pages 219-237, March.
- Mohitosh Kejriwal & Xiaoxiao Li & Evan Totty, 2019. "Multidemsional Skills and Returns to Schooling: Evidence from an Interactive Fixed Effects Aproach and a Linked Survey-Administrative Dataset," Purdue University Economics Working Papers 1316, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Xuewen Yu, 2019. "Generalized Forecasr Averaging in Autoregressions with a Near Unit Root," Purdue University Economics Working Papers 1318, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Haiqing Zhao, 2019. "Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach," Purdue University Economics Working Papers 1317, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Xuewen Yu, 2018.
"Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series,"
Purdue University Economics Working Papers
1308, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020. "Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 676-690, September.
- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020. "Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series," Boston University - Department of Economics - Working Papers Series WP2020-009, Boston University - Department of Economics.
- Mohitosh Kejriwal & Xiaoxiao Li & Evan Totty, 2018.
"Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset,"
Purdue University Economics Working Papers
1309, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Xiaoxiao Li & Evan Totty, 2020. "Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 548-566, August.
- Mohitosh Kejriwal, 2017.
"A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence,"
Purdue University Economics Working Papers
1303, Purdue University, Department of Economics.
- Mohitosh Kejriwal, 2020. "A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 669-685, June.
- Kejriwal , M. & Lopez, C., 2011.
"Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation,"
Working papers
334, Banque de France.
- Mohitosh Kejriwal & Claude Lopez, 2013. "Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation," Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 892-927, November.
- Kejriwal, Mohitosh & Lopez, Claude, 2010. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," MPRA Paper 25204, University Library of Munich, Germany.
- Mohitosh Kejriwal & Claude Lopez, 2010. "Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation," University of Cincinnati, Economics Working Papers Series 2010-02, University of Cincinnati, Department of Economics.
- Mohitosh Kejriwal & Claude Lopez, 2009. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Purdue University Economics Working Papers 1227, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2009.
"A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component,"
Purdue University Economics Working Papers
1217, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2010. "A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 305-328, September.
- Mohitosh Kejriwal & Pierre Perron, 2009. "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series wp2009-005, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009.
"Wald Tests for Detecting Multiple Structural Changes in Persistence,"
Purdue University Economics Working Papers
1223, Purdue University, Department of Economics.
- Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing, 2013. "Wald Tests For Detecting Multiple Structural Changes In Persistence," Econometric Theory, Cambridge University Press, vol. 29(2), pages 289-323, April.
- Mohitosh Kejriwal, 2009. "The Nature of Persistence in Euro Area Inflation: A Reconsideration," Purdue University Economics Working Papers 1218, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2008.
"Testing for Multiple Structural Changes in Cointegrated Regression Models,"
Purdue University Economics Working Papers
1216, Purdue University, Department of Economics.
- Kejriwal, Mohitosh & Perron, Pierre, 2010. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 503-522.
- Mohitosh Kejriwal & Pierre Perron, 2006. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series WP2006-051, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2007. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series wp2008-020, Boston University - Department of Economics, revised Nov 2008.
- Mohitosh Kejriwal & Pierre Perron, 2007.
"Cointegration with Structural Breaks : An Application to the Feldstein-Horioka Puzzle,"
Boston University - Department of Economics - Working Papers Series
WP2006-057, Boston University - Department of Economics.
- Kejriwal Mohitosh, 2008. "Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-39, March.
- Mohitosh Kejriwal & Pierre Perron, 2006.
"Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression,"
Boston University - Department of Economics - Working Papers Series
WP2006-035, Boston University - Department of Economics.
- Kejriwal, Mohitosh & Perron, Pierre, 2008. "Data Dependent Rules For Selection Of The Number Of Leads And Lags In The Dynamic Ols Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 24(5), pages 1425-1441, October.
- Mohitosh Kejriwal & Pierre Perron, 2007. "Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression," Boston University - Department of Economics - Working Papers Series WP2007-018, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2006.
"The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes,"
Boston University - Department of Economics - Working Papers Series
WP2006-064, Boston University - Department of Economics.
- Kejriwal, Mohitosh & Perron, Pierre, 2008. "The limit distribution of the estimates in cointegrated regression models with multiple structural changes," Journal of Econometrics, Elsevier, vol. 146(1), pages 59-73, September.
Articles
- Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2022.
"A two‐step procedure for testing partial parameter stability in cointegrated regression models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(2), pages 219-237, March.
- Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2020. "A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series WP2020-011, Boston University - Department of Economics.
- Mohitosh Kejriwal, 2020.
"A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 669-685, June.
- Mohitosh Kejriwal, 2017. "A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence," Purdue University Economics Working Papers 1303, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020.
"Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 676-690, September.
- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020. "Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series," Boston University - Department of Economics - Working Papers Series WP2020-009, Boston University - Department of Economics.
- Mohitosh Kejriwal & Xuewen Yu, 2018. "Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series," Purdue University Economics Working Papers 1308, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Xiaoxiao Li & Evan Totty, 2020.
"Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(5), pages 548-566, August.
- Mohitosh Kejriwal & Xiaoxiao Li & Evan Totty, 2018. "Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset," Purdue University Economics Working Papers 1309, Purdue University, Department of Economics.
- Ghoshray Atanu & Kejriwal Mohitosh & Wohar Mark, 2014. "Breaks, trends and unit roots in commodity prices: a robust investigation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 23-40, February.
- Sevan Gulesserian & Mohitosh Kejriwal, 2014. "On the power of bootstrap tests for stationarity: a Monte Carlo comparison," Empirical Economics, Springer, vol. 46(3), pages 973-998, May.
- Mohitosh Kejriwal & Claude Lopez, 2013.
"Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(8), pages 892-927, November.
- Kejriwal, Mohitosh & Lopez, Claude, 2010. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," MPRA Paper 25204, University Library of Munich, Germany.
- Kejriwal , M. & Lopez, C., 2011. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Working papers 334, Banque de France.
- Mohitosh Kejriwal & Claude Lopez, 2010. "Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation," University of Cincinnati, Economics Working Papers Series 2010-02, University of Cincinnati, Department of Economics.
- Mohitosh Kejriwal & Claude Lopez, 2009. "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Purdue University Economics Working Papers 1227, Purdue University, Department of Economics.
- Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing, 2013.
"Wald Tests For Detecting Multiple Structural Changes In Persistence,"
Econometric Theory, Cambridge University Press, vol. 29(2), pages 289-323, April.
- Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009. "Wald Tests for Detecting Multiple Structural Changes in Persistence," Purdue University Economics Working Papers 1223, Purdue University, Department of Economics.
- Kejriwal, Mohitosh & Perron, Pierre, 2012. "A note on estimating a structural change in persistence," Economics Letters, Elsevier, vol. 117(3), pages 932-935.
- Kejriwal, Mohitosh & Perron, Pierre, 2010.
"Testing for Multiple Structural Changes in Cointegrated Regression Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(4), pages 503-522.
- Mohitosh Kejriwal & Pierre Perron, 2008. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Purdue University Economics Working Papers 1216, Purdue University, Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2006. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series WP2006-051, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2007. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series wp2008-020, Boston University - Department of Economics, revised Nov 2008.
- Mohitosh Kejriwal & Pierre Perron, 2010.
"A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 305-328, September.
- Mohitosh Kejriwal & Pierre Perron, 2009. "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series wp2009-005, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2009. "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Purdue University Economics Working Papers 1217, Purdue University, Department of Economics.
- Kejriwal, Mohitosh, 2009. "Tests for a mean shift with good size and monotonic power," Economics Letters, Elsevier, vol. 102(2), pages 78-82, February.
- Kejriwal Mohitosh, 2008.
"Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-39, March.
- Mohitosh Kejriwal & Pierre Perron, 2007. "Cointegration with Structural Breaks : An Application to the Feldstein-Horioka Puzzle," Boston University - Department of Economics - Working Papers Series WP2006-057, Boston University - Department of Economics.
- Kejriwal, Mohitosh & Perron, Pierre, 2008.
"Data Dependent Rules For Selection Of The Number Of Leads And Lags In The Dynamic Ols Cointegrating Regression,"
Econometric Theory, Cambridge University Press, vol. 24(5), pages 1425-1441, October.
- Mohitosh Kejriwal & Pierre Perron, 2007. "Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression," Boston University - Department of Economics - Working Papers Series WP2007-018, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2006. "Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression," Boston University - Department of Economics - Working Papers Series WP2006-035, Boston University - Department of Economics.
- Kejriwal, Mohitosh & Perron, Pierre, 2008.
"The limit distribution of the estimates in cointegrated regression models with multiple structural changes,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 59-73, September.
- Mohitosh Kejriwal & Pierre Perron, 2006. "The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes," Boston University - Department of Economics - Working Papers Series WP2006-064, Boston University - Department of Economics.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (11) 2009-04-13 2009-04-13 2009-04-18 2009-07-17 2009-08-22 2010-08-28 2018-02-19 2019-02-04 2020-02-17 2020-06-22 2020-06-22. Author is listed
- NEP-ETS: Econometric Time Series (11) 2009-04-13 2009-04-18 2009-07-17 2009-08-22 2010-04-17 2010-08-28 2018-02-19 2019-02-04 2020-02-17 2020-06-22 2020-06-22. Author is listed
- NEP-ORE: Operations Research (4) 2020-02-17 2020-02-17 2020-06-22 2020-06-22
- NEP-BEC: Business Economics (1) 2007-08-14
- NEP-CBA: Central Banking (1) 2009-04-13
- NEP-CFN: Corporate Finance (1) 2007-08-14
- NEP-COM: Industrial Competition (1) 2007-08-14
- NEP-CSE: Economics of Strategic Management (1) 2007-08-14
- NEP-EEC: European Economics (1) 2009-04-13
- NEP-FOR: Forecasting (1) 2020-02-17
- NEP-IND: Industrial Organization (1) 2007-08-14
- NEP-MAC: Macroeconomics (1) 2009-04-13
- NEP-MON: Monetary Economics (1) 2009-04-13
- NEP-RMG: Risk Management (1) 2019-02-04
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