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Cointegration analysis using M estimators
Juhl, Ted - In: Economics letters 71 (2001) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10001569095
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Functional-coefficient models under unit root behaviour
Juhl, Ted - In: The econometrics journal 8 (2005) 2, pp. 197-213
Persistent link: https://www.econbiz.de/10003018933
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A nonparametric adjustment for tests of changing mean
Juhl, Ted (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003075057
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A Lagrange multiplier stationarity test using covariates
Juhl, Ted - In: Economics letters 85 (2004) 3, pp. 321-326
Persistent link: https://www.econbiz.de/10002367590
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A nonparametric test of the predictive regression model
Juhl, Ted - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 387-394
Persistent link: https://www.econbiz.de/10010488497
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Time in purgatory : determinants of the grant lag for U.S. patent applications
Popp, David; Juhl, Ted; Johnson, Daniel K. N. - 2003
Persistent link: https://www.econbiz.de/10001739328
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Power functions and envelopes for unit root tests
Juhl, Ted; Xiao, Zhijie - In: Econometric theory 19 (2003) 2, pp. 240-253
Persistent link: https://www.econbiz.de/10001743400
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Partially linear models with unit roots
Juhl, Ted; Xiao, Zhijie - 2002
Persistent link: https://www.econbiz.de/10001666256
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Testing for cointegration using partially linear models
Juhl, Ted; Xiao, Zhijie - In: Journal of econometrics 124 (2005) 2, pp. 363-394
Persistent link: https://www.econbiz.de/10002515642
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Covered interest arbitrage : then vs. now
Juhl, Ted; Miles, William; Weidenmier, Marc D. - 2004
Persistent link: https://www.econbiz.de/10002509542