Amit Sen, Ph.D.

Professor, Economics

Amit Sen earned his Ph.D. from North Carolina State University in Economics and Statistics (co-major). Amit is a Professor of Economics at Xavier University and currently serves as the Co-Director of the Center for International Business. In this capacity, he oversees the International Business B.S.B.A. program as well as co-ordinates all international study trips for the MBA program. For the 2019-2020 academic year, he has designed study abroad trips to Morocco and Portugal.

Amit teaches courses for the undergraduate business/economics programs (Econometrics, Time Series, and International Business), the Customer Analytics M.S. program (Applied Multivariate Statistics), and the MBA program (Statistics, International Business, Managerial Economics). Amit is also affiliated with the Philosophy, Politics & the Public Honors program and the Modern Languages & International Economics B.A. program at Xavier. 

Amit’s research focuses on methodological issues related to unit root testing in univariate time series as well as applied econometrics. Amit’s publications have appeared in the Journal of Business and Economic Statistics, The Econometrics Journal, the Journal of Time Series Analysis, Journal of Statistical Planning and Inference, Computational Statistics & Data Analysis, Economics Letters, Statistics and Probability Letters, Applied Economics, Empirical Economics, Communication in Statistics - Theory and Methods, Communications in Statistics - Simulation and Computation.



First Year at Xavier




  • Ph.D., Economics & Statistics (Co-Major), North Carolina State University
  • M.E., Economics, North Carolina State University
  • B.A. (Honours), Mathematics, St. Stephen's College, University of Delhi


  • Sen, A., 2018, “A Simple Unit Root Testing Methodology That Does Not Require Knowl- edge Regarding the Presence of a Break,” Communications in Statistics - Simulation and Computation, 47 (3), 871-889.
  • Sen, A., 2018, “Lagrange Multiplier Unit Root Test in the Presence of a Break in the Innovation Variance,” Communications in Statistics - Theory and Methods, 47(7), 1580-1596.
  • Costantini, M., and Sen, A., 2016, ”A Simple Testing Procedure for Unit Root and Model Specification,” Computational Statistics and Data Analysis, 102, 37-54.
  • Queneau, H., and Sen, A., 2012, “On the Structure of U.S. Unemployment Disaggregated by Race, Ethnicity, and Gender,” Economics Letters, 117 (1), 91-95.
  • Constantini, M., and Sen, A., 2012, “On the Distribution of a Perron-Type Innovational Outlier Unit Root Test for Trending and Breaking Series,” Journal of Statistical Planning and Inference, 142 (7), 1690-1697.
  • Sen, A., 2009, “Unit Root Tests in the Presence of an Innovation Variance Break That Have Power Against the Stationary Alternative with a Break in the Mean,” Statistics & Probability Letters, 79 (3), 354-360.
  • Sen, A., 2007, “Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance,” Journal of Time Series Analysis, 28 (5), 686-700.
  • Dawson, J. W., and Sen, A., 2007, “New Evidence on the Convergence of International Income From a Group of 29 Countries,” Empirical Economics, 33 (2), 199-230.
  • Sen, A., 2007, “On the Distribution of the Break-Date Estimator Implied by the Perron- Type Statistics When the Form of Break is Misspecified,” Economics Bulletin, 3 (6), 1-19.
  • Sen, A., 2003, “Limiting Behaviour of Dickey-Fuller F-Tests Under the Crash Model Alternative,” The Econometrics Journal, 6 (2), 421-429.
  • Sen, A., 2003, “On Unit Root Tests When the Alternative is a Trend-Break Stationary Process,” Journal of Business and Economic Statistics, 21 (1), 174-184.