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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

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

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

Partially linear models with unit roots

Juhl, Ted; Xiao, Zhijie - 2002

Persistent link: https://www.econbiz.de/10001666256

Partially linear models with unit roots

Juhl, Ted; Xiao, Zhijie - In: Econometric theory 21 (2005) 5, pp. 877-906

Persistent link: https://www.econbiz.de/10003101944

Partially Linear Models with Unit Roots

Juhl, Ted; Xiao, Zhijie - 2003

This paper studies the asymptotic properties of a nonstationary partially linear regression model. In particular, we allow for covariates to enter the unit root (or near unit root) model in a nonparametric fashion, so that our model is an extension of the semiparametric model analyzed in...

Persistent link: https://www.econbiz.de/10014117065