Ted Juhl

Area Director - Finance, Professor
Primary office:
785-864-4072
Capitol Federal Hall
Room 2187
University of Kansas


Summary

Academic Area

Business Economics

Teaching Interests

  • Econometrics

Research

Econometrics; Time Series; Nonparametric; Panel Data

Selected Publications

Galvao, A. Juhl, T. Montes-Rojas, G. & Olmo, J. (2018). Testing Individual Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns. Journal of Financial Econometrics, 16(2), 211-243.

Cai, Z. Juhl, T. & Yang, B. (2015). Functional Index Coefficient Models with Variable Selection. Journal of Econometrics, 189, 272-284.

Rosenbloom, J. L., Ginther, D. K., Juhl, T. & Heppert, J. A. (2015). The Effects of Research and Development Funding on Scientific Productivity: Academic Chemistry, 1990-2009. PLOS One.

Juhl, T. (2014). A Nonparametric Test of the Predictive Regression Model. Journal of Business and Economic Statistics, 32, 387-394.

Juhl, T. & Lugovskyy, S. (2014). A Test for Slope Heterogeneity in Fixed Effects Models. Econometric Reviews, 33, 906-935.

Juhl, T. & Sosa-Escudero, W. (2014). Testing for Heteroskedasticity in Fixed Effects Models. Journal of Econometrics, 178, 484-494.

Juhl, T. & Xiao, Z. (2013). A Nonparametric Test of Moment Condition Stability. Econometric Theory, 29, 90-114.

Juhl, T. Kawaller, I. & Koch, P. (2012). Compliance with Hedge Accounting Rules: The Effect of the Hedge Horizon on the
Hedge Ratio and R2. The Journal of Futures Markets, 32, 837-876.

Juhl, T. & Xiao, Z. (2009). Tests for Changing Mean with Monotonic Power. Journal of Econometrics, 148, 14-24.

Juhl, T. Miles, B. & Weidenmier, M. (2006). Covered Interest Parity: 1880-1914. Economica, 73, 341-352.

Juhl, T. & Xiao, Z. (2005). A Nonparametric Test for Changing Trends. Journal of Econometrics, 127, 179-199.

Juhl, T. (2005). Functional Coefficient Models Under Unit Root Behavior. The Econometrics Journal, 8, 197-213.

Juhl, T. & Xiao, Z. (2005). Partially Linear Models with Unit Roots. Econometric Theory, 21, 877-906.

Juhl, T. & Xiao, Z. (2005). Testing for Cointegration Using Partially Linear Models. Journal of Econometrics, 124, 363-394.

Juhl, T. (2004). A Lagrange Multiplier Stationarity Test Using Covariates. Economics Letters, 85, 321-326.

Juhl, T. (2004). A Nonparametric Adjustment for Tests of Changing Mean. Economics Bulletin, 3, 1-11.

Juhl, T. Popp, D. & Johnson, D. (2004). Time in Purgatory? Examining the Grant Lag for U.S. Patent Applications. Topics in Economic Analysis and Policy, 4, Article 29.

Juhl, T. & Xiao, Z. (2003). Power Functions and Envelopes for Unit Root Tests. Econometric Theory, 19, 238-251.

Juhl, T. (2001). Cointegration Analysis Using M-Estimators. Economics Letters, 71, 149-154.


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