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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/10006749134
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A nonparametric test for changing trends
Juhl, Ted; Xiao, Zhijie - In: Journal of econometrics 127 (2005) 2, pp. 179-200
Persistent link: https://www.econbiz.de/10006752011
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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/10006754448
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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/10006775135
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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/10007434439
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Tests for changing mean with monotonic power
Juhl, Ted; Xiao, Zhijie - In: Journal of econometrics 148 (2009) 1, pp. 14-24
Persistent link: https://www.econbiz.de/10008170385
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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/10006969749
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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/10006969844
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The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
Juhl, Ted; Kawaller, Ira G.; Koch, Paul D. - In: The journal of futures markets 32 (2012) 9, pp. 837-877
Persistent link: https://www.econbiz.de/10009994129
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NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY
Juhl, Ted; Xiao, Zhijie - In: Econometric theory 29 (2012) 1, pp. 90-114
Persistent link: https://www.econbiz.de/10010073737