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Mohitosh Kejriwal

Mohitosh Kejriwal

Associate Professor of Economics
Economics

Education

Ph.D, Economics, Boston University, 2007
M.S., Quantitative Economics, Indian Statistical Institute, 2002
B.Sc.(Honors), Economics, University of Calcutta, 2000

Professor Kejriwal joined the Krannert faculty in Fall 2007. His teaching interests are in Econometrics and Statistics. His research focuses on econometric theory and applied econometrics. Specificially, he is interested in theoretical and empirical issues in time series econometrics and panel data econometrics. His research has been published in peer-reviewed outlets such as Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics and Journal of Time Series Analysis, among others. He has also served as an ad hoc reviewer for 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 has been appointed University Faculty Scholar at Purdue for the period 2014-2019.

Journal Articles

  • Ghoshray, A. & Kejriwal, M. & Wohar, W (2014). Breaks, Trends and Unit Roots in Commodity Prices: A Robust Investigation. Studies in Nonlinear Dynamics and Econometrics,
  • Gulesserian, S.G. & Kejriwal, M (2014). On the Power of Bootstrap Tests for Stationarity: A Monte Carlo Comparison. Empirical Economics,
  • 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. & Zhou, J (2013). Wald Tests for Detecting Multiple Structural Changes in Persistence. Econometric Theory,
  • 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 |

Working Papers

  • Kejriwal, M. & Li, X. & Totty, E (2018). Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed E¤ects Approach and a Linked Survey-Administrative Dataset.
  • Kejriwal, M. & Zhao, H (2017). Examining the robustness of the democracy-growth nexus.
  • Kejriwal, M (2017). A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence.
  • Kejriwal, M & Perron, P (2015). Asymptotics for Estimators dating the Origination and Termination of Explosive Behavior in a Time Series.
  • Kejriwal, M (2012). The Nature of Persistence in Euro Area Inflation: A Reconsideration.

Contact

mkejriwa@purdue.edu
Phone: (765) 49-44503
Office: KRAN 371

Quick links

Personal website