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Mohitosh Kejriwal

Mohitosh Kejriwal

Professor of Economics
Economics

Education

Ph.D., Economics, Boston University
M.S., Quantitative Economics, Indian Statistical Institute
B.Sc.(Honors), Economics, St. Xavier's College

CV

Professor Kejriwal joined the Krannert faculty in Fall 2007. His areas of interest are econometric theory and applied econometrics. Specificially, he is interested in theoretical and empirical issues in time series and panel data econometrics. His research has been published in peer-reviewed outlets such as Journal of Econometrics, Econometric Theory, Journal of Business & Economic Statistics, Journal of Applied Econometrics, The Econometrics Journal and Journal of Time Series Analysis, among others. He has also served as an ad hoc reviewer for the National Science Foundation as well as several economics and statistics journals. He is the recipient of the 2009 John and Mary Willis Young Faculty Scholar Award and the 2013 Jay N. Ross Young Faculty Scholar Award for excellence in research. He was appointed University Faculty Scholar at Purdue for the period 2014-2019.

 

Journal Articles

  • Kejriwal, M. & Li, X. & Nguyen, L. & Totty, E. (2024). "The Efficacy of Ability Proxies for Estimating the Returns to Schooling: A Factor Model-Based Evaluation." Journal of Applied Econometrics | Download |
  • Kejriwal, M. & Nguyen, L. & Yu, X. (2023). "Multistep Forecast Averaging with Stochastic and Deterministic Trends." Econometrics
  • Kejriwal, M. & Perron, P. & Yu, X (2022). "A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models." Journal of Time Series Analysis | Download |
  • Kejriwal, M. & Yu, X (2021). "Generalized Forecast Averaging in Autoregressions with a Near Unit Root." The Econometrics Journal (Winner of the Denis Sargan Econometrics Prize). | Download |
  • Kejriwal, M. & Yu, X. & Perron, P. (2020). "Bootstrap Procedures for detecting Multiple Persistence Shifts in Heteroskedastic Time Series." Journal of Time Series Analysis | Download |
  • Kejriwal, M., Li, X. & Totty, E (2020). "Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset." Journal of Applied Econometrics Accepted: 2019. | Download |
  • Kejriwal, M (2020). "A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence." Oxford Bulletin of Economics and Statistics Accepted:2019. | Download |
  • Gulesserian, S.G. & Kejriwal, M (2014). "On the Power of Bootstrap Tests for Stationarity: A Monte Carlo Comparison." Empirical Economics
  • Ghoshray, A. & Kejriwal, M. & Wohar, M (2014). "Breaks, Trends and Unit Roots in Commodity Prices: A Robust Investigation." Studies in Nonlinear Dynamics and Econometrics
  • Kejriwal, M. & Perron, P. & Zhou, J (2013). "Wald Tests for Detecting Multiple Structural Changes in Persistence." Econometric Theory
  • Kejriwal, M. & Lopez, C (2013). "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation." Econometric Reviews
  • Kejriwal, M. & Perron, P (2012). "A Note on Estimating a Structural Change in Persistence." Economics Letters
  • 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 |
  • 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 |

Forthcoming Publications

  • Kejriwal, M. & Zhao, H. "Revisiting the Democracy-Growth Nexus: New Evidence from A Dynamic Common Correlated Effects Approach." A Festschrift in Honor of Professor Nityananda Sarkar (edited by Anil K. Bera & Srikanta Kundu), Springer International | Download |

Working Papers

  • Kejriwal, M. & Nguyen, L. & Perron, P. (2024). "An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles." | Download |
  • Kejriwal, M. & Nguyen, L. & Yu, X. (2022). "Multistep Forecast Averaging with Stochastic and Deterministic Trends." | Download |
  • Yu, X. & Kejriwal, M. (2021). "Inference in Mildly Explosive Autoregressions under Unconditional Heteroskedasticity, Revise and Resubmit." Econometric Theory | Download |
  • Kejriwal, M (2012). "The Nature of Persistence in Euro Area Inflation: A Reconsideration."

Contact

mkejriwa@purdue.edu
Phone: (765) 494-4503
Office: KRAN 371

Quick links

Personal website

Area(s) of Expertise

Econometrics