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Mohitosh Kejriwal

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This is information that was supplied by Mohitosh Kejriwal in registering through RePEc. If you are Mohitosh Kejriwal , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Mohitosh
Middle Name:
Last Name: Kejriwal
Suffix:

RePEc Short-ID: pke148

Email: [This author has chosen not to make the email address public]
Homepage: http://www.mgmt.purdue.edu/faculty/mkejriwa/home.asp
Postal Address:
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Affiliation

Department of Economics
Krannert School of Management
Purdue University
Location: West Lafayette, Indiana (United States)
Homepage: http://www.krannert.purdue.edu/academics/economics/
Email:
Phone: 765-494-4449
Fax: 765-494-9658
Postal: 1310 Krannert Building, West Lafayette, IN 47907-1310
Handle: RePEc:edi:depurus (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.
  3. Mohitosh Kejriwal, 2009. "The Nature of Persistence in Euro Area Inflation: A Reconsideration," Purdue University Economics Working Papers 1218, Purdue University, Department of Economics.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.

Articles

  1. Kejriwal, Mohitosh & Perron, Pierre, 2012. "A note on estimating a structural change in persistence," Economics Letters, Elsevier, vol. 117(3), pages 932-935.
  2. 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.
  3. 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, 09.
  4. Kejriwal, Mohitosh, 2009. "Tests for a mean shift with good size and monotonic power," Economics Letters, Elsevier, vol. 102(2), pages 78-82, February.
  5. 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.
  6. 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.
  7. 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(05), pages 1425-1441, October.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2007-08-14
  2. NEP-CBA: Central Banking (1) 2009-04-13
  3. NEP-CFN: Corporate Finance (1) 2007-08-14
  4. NEP-COM: Industrial Competition (1) 2007-08-14
  5. NEP-CSE: Economics of Strategic Management (1) 2007-08-14
  6. NEP-ECM: Econometrics (6) 2009-04-13 2009-04-13 2009-04-18 2009-07-17 2009-08-22 2010-08-28. Author is listed
  7. NEP-EEC: European Economics (1) 2009-04-13
  8. NEP-ETS: Econometric Time Series (6) 2009-04-13 2009-04-18 2009-07-17 2009-08-22 2010-04-17 2010-08-28. Author is listed
  9. NEP-IND: Industrial Organization (1) 2007-08-14
  10. NEP-MAC: Macroeconomics (1) 2009-04-13
  11. NEP-MON: Monetary Economics (1) 2009-04-13

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