Narrow search
Showing 1 - 10 of 91
Cover Image
A Test for Slope Heterogeneity in Fixed Effects Models
Juhl, Ted; Lugovskyy, Oleksandr - In: Econometric Reviews 33 (2014) 8, pp. 906-935
Typical panel data models make use of the assumption that the regression parameters are the same for each individual cross-sectional unit. We propose tests for slope heterogeneity in panel data models. Our tests are based on the conditional Gaussian likelihood function in order to avoid the...
Persistent link: https://www.econbiz.de/10010975464
Cover Image
Cointegration analysis using M estimators
Juhl, Ted - In: Economics letters 71 (2001) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10001569095
Cover Image
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
Cover Image
A nonparametric adjustment for tests of changing mean
Juhl, Ted (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003075057
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Partially linear models with unit roots
Juhl, Ted; Xiao, Zhijie - 2002
Persistent link: https://www.econbiz.de/10001666256
Cover Image
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