Mohitosh Kejriwal

Journal Articles

• Kejriwal, M. & Li, X. & Nguyen, L. & Totty, E. (2022). The Efficacy of Ability Proxies for Estimating the Returns to Schooling: A Factor Model-Based Evaluation. Journal of Applied Econometrics, | Download |
• 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. & 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.