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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. & Yu, X. (2019). Bootstrap Procedures for Detecting Multiple Persistence Shifts in a Heteroskedastic Time Series.
  • Kejriwal, M. & Li, X. & Totty, E (2018). Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset.
  • Kejriwal, M (2017). A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence.
  • Kejriwal, M. & Zhao, H (2017). Examining the robustness of the democracy-growth nexus.
  • 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.