Mohitosh Kejriwal
Economics, Econometrics and Finance · Purdue University West Lafayette
Publications
39
Citations
517
Est. group size
~1
Recurring co-author estimate
Active years
20
Publishing since 2006
Mohitosh Kejriwal works in econometrics, developing statistical methods for analyzing time series data—particularly tools for detecting structural breaks, bubbles, and shifts in persistence in economic and financial data over time. This research also touches on applied topics like measuring the economic returns to schooling and testing for unit roots or explosive behavior in autoregressive models. The work is largely methodological, aimed at improving the statistical techniques economists use to study markets, growth, and policy.
Publication output has been fairly steady over the last decade, averaging about one to three papers per year with no strong upward or downward trend.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles
Journal of Time Series Analysis · 2025
- INFERENCE IN MILDLY EXPLOSIVE AUTOREGRESSIONS UNDER UNCONDITIONAL HETEROSKEDASTICITY
Econometric Theory · 2024
- The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation
Journal of Applied Econometrics · 2023
- Multistep Forecast Averaging with Stochastic and Deterministic Trends
Econometrics · 2023
- Multistep Forecast Averaging with Stochastic and Deterministic Trends
SSRN Electronic Journal · 2022
- The Efficacy of Ability Proxies for Estimating the Returns to Schooling: A Factor Model-Based Evaluation
SSRN Electronic Journal · 2021
- A two‐step procedure for testing partial parameter stability in cointegrated regression models
Journal of Time Series Analysis · 2021
- Inference in Mildly Explosive Autoregressions under Unconditional Heteroskedasticity
SSRN Electronic Journal · 2021
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series
Journal of Time Series Analysis · 2020
- Multidimensional skills and the returns to schooling: Evidence from an interactive fixed‐effects approach and a linked survey‐administrative data set
Journal of Applied Econometrics · 2020
- Generalized Forecast Averaging in Autoregressions with a Near Unit Root
Econometrics Journal · 2020
- A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence
Oxford Bulletin of Economics and Statistics · 2019
- Revisiting the Democracy-Growth Nexus:New Evidence from a Dynamic Common Correlated Effects Approach
RePEc: Research Papers in Economics · 2019
- Generalized Forecasr Averaging in Autoregressions with a Near Unit Root
RePEc: Research Papers in Economics · 2019
- Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset
RePEc: Research Papers in Economics · 2018
- RePEc: Research Papers in Economics×5
- Journal of Time Series Analysis×3
- SSRN Electronic Journal×3
- Journal of Applied Econometrics×2
- Oxford Bulletin of Economics and Statistics×1
- Yoosoon Chang
Economics, Econometrics and Finance · Indiana University
- Joshua CC Chan
Economics, Econometrics and Finance · Purdue University West Lafayette
- Christian Matthes
Economics, Econometrics and Finance · Indiana University
- Robert Taylor
Economics, Econometrics and Finance · The Ohio State University
- Joshua C. C. Chan
Economics, Econometrics and Finance · Purdue University West Lafayette
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 20, 2026.
Claim or correct this profile