| Testing for multiple structural changes in cointegrated regression models M Kejriwal, P Perron Journal of Business & Economic Statistics 28 (4), 503-522, 2010 | 248 | 2010 |
| A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component M Kejriwal, P Perron Journal of Time Series Analysis 31 (5), 305-328, 2010 | 162 | 2010 |
| The limit distribution of the estimates in cointegrated regression models with multiple structural changes M Kejriwal, P Perron Journal of Econometrics 146 (1), 59-73, 2008 | 141 | 2008 |
| Cointegration with structural breaks: An application to the Feldstein-Horioka puzzle M Kejriwal Studies in nonlinear dynamics & econometrics 12 (1), 2008 | 115 | 2008 |
| Wald tests for detecting multiple structural changes in persistence M Kejriwal, P Perron, J Zhou Econometric Theory 29 (2), 289-323, 2013 | 61 | 2013 |
| Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression M Kejriwal, P Perron Econometric Theory 24 (5), 1425-1441, 2008 | 57 | 2008 |
| Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation M Kejriwal, C Lopez Econometric Reviews 32 (8), 892-927, 2013 | 48 | 2013 |
| Breaks, trends and unit roots in commodity prices: a robust investigation A Ghoshray, M Kejriwal, M Wohar Studies in Nonlinear Dynamics and Econometrics 18 (1), 23-40, 2014 | 41 | 2014 |
| Tests for a mean shift with good size and monotonic power M Kejriwal Economics Letters 102 (2), 78-82, 2009 | 34 | 2009 |
| Multidimensional skills and the returns to schooling: Evidence from an interactive fixed-effects approach and a linked survey-administrative data set M Kejriwal, X Li, E Totty Journal of Applied Econometrics 35 (5), 548-566, 2020 | 13 | 2020 |
| A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence M Kejriwal Oxford Bulletin of Economics and Statistics 82 (3), 669-685, 2020 | 9 | 2020 |
| Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series M Kejriwal, X Yu, P Perron Journal of Time Series Analysis 41 (5), 676-690, 2020 | 6 | 2020 |
| The Nature of Persistence in Euro-area Inflation: A Reconsideration M Kejriwal Working Paper, Purdue University, 2016 | 6* | 2016 |
| The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation M Kejriwal, X Li, L Nguyen, E Totty Journal of Applied Econometrics 39 (1), 3-21, 2024 | 5 | 2024 |
| A note on estimating a structural change in persistence M Kejriwal, P Perron Economics Letters 117 (3), 932-935, 2012 | 5 | 2012 |
| On the power of bootstrap tests for stationarity: a Monte Carlo comparison SG Gulesserian, M Kejriwal Empirical Economics 46, 973-998, 2014 | 4 | 2014 |
| A two‐step procedure for testing partial parameter stability in cointegrated regression models M Kejriwal, P Perron, X Yu Journal of Time Series Analysis 43 (2), 219-237, 2022 | 3 | 2022 |
| Generalized forecast averaging in autoregressions with a near unit root M Kejriwal, X Yu The Econometrics Journal 24 (1), 83-102, 2021 | 3 | 2021 |
| Revisiting the democracy-growth nexus: New evidence from a dynamic common correlated effects approach M Kejriwal, H Zhao Krannert School of Management, Purdue University, Institute for Research in …, 2019 | 3 | 2019 |
| Inference in Mildly Explosive Autoregressions under Unconditional Heteroskedasticity X Yu, M Kejriwal Econometric Theory - forthcoming, 2024 | 1 | 2024 |
