The following pages link to Ted Juhl (Q261906):
Displaying 14 items.
- (Q197600) (redirect page) (← links)
- Testing for cointegration using partially linear models (Q261908) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Tests for changing mean with monotonic power (Q301955) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- A Lagrange multiplier stationarity test using covariates (Q1927621) (← links)
- Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
- PARTIALLY LINEAR MODELS WITH UNIT ROOTS (Q3375344) (← links)
- POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS (Q4561952) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- A Test for Slope Heterogeneity in Fixed Effects Models (Q5080477) (← links)
- Functional‐coefficient models under unit root behaviour (Q5703226) (← links)
- Cointegration analysis using \(M\) estimators. (Q5941012) (← links)
- The distribution of rolling regression estimators (Q6108308) (← links)