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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

The distributive effects of education : an unconditional quantile regression approach

Alejo, Javier; Gabrielli, Maria Florencia; Sosa … - In: Revista de análisis económico 29 (2014) 1, pp. 53-76

Persistent link: https://www.econbiz.de/10011499616

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 - 2002

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

The distribution of rolling regression estimators

Cai, Zongwu; Juhl, Ted - 2020

Persistent link: https://www.econbiz.de/10012312838

Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns

Galvão Júnior, Antônio Fialho; Juhl, Ted; … - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 211-243

Persistent link: https://www.econbiz.de/10011987759

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

The distribution of rolling regression estimators

Cai, Zongwu; Juhl, Ted - 2022

Persistent link: https://www.econbiz.de/10014280636

The distribution of rolling regression estimators

Cai, Zongwu; Juhl, Ted - In: Journal of econometrics 235 (2023) 2, pp. 1447-1463

Persistent link: https://www.econbiz.de/10014471400