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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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Tests for changing mean with monotonic power
Juhl, Ted (contributor); Xiao, Zhijie (contributor) - 2008
Persistent link: https://www.econbiz.de/10003766078
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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/10003813087
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Tests for changing mean with monotonic power
Juhl, Ted; Xiao, Zhijie - 2009
Persistent link: https://www.econbiz.de/10003848719
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Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvao, Antonio Fialho <Jr.>; Juhl, Ted; Montes-Rojas, … - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
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Testing for slope heterogeneity bias in panel data models
Campello, Murillo; Galvao, Antonio Fialho <Jr.>; Juhl, Ted - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 749-760
Persistent link: https://www.econbiz.de/10012179380