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Testing for heteroskedasticity in fixed effects models
Juhl, Ted; Sosa Escudero, Walter - In: Journal of econometrics 178 (2014) 1, pp. 484-494
Persistent link: https://www.econbiz.de/10010256920
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Testing for unit-roots and trend-breaks in Argentine real GDP
Sosa Escudero, Walter - In: Económica 43 (1997) 1, pp. 123-142
Persistent link: https://www.econbiz.de/10001232263
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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 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
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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
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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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Cointegration analysis using M estimators
Juhl, Ted - In: Economics letters 71 (2001) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10001569095
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Likelihood ratio tests for cointegration in the presence of multiple breaks
Juhl, Ted - 1997
Persistent link: https://www.econbiz.de/10000983658
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Effectos distributivos del impuesto inflacionario : una estimación para el caso Argentino
Ahumada, Hildegart A.; Canavese, Alfredo Juan; … - 1992
Persistent link: https://www.econbiz.de/10000859379
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Tests for unbalanced error component models under local misspecication
Sosa Escudero, Walter (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754790