Time in purgatory: Examining the grant lag for US patent applications D Popp, T Juhl, DKN Johnson Topics in Economic Analysis & Policy 4 (1), 2004 | 238* | 2004 |

Time in purgatory: Determinants of the grant lag for US patent applications D Popp, T Juhl, DKN Johnson National Bureau of Economic Research, 2003 | 238 | 2003 |

Testing for slope heterogeneity bias in panel data models M Campello, AF Galvao, T Juhl Journal of Business & Economic Statistics 37 (4), 749-760, 2019 | 128 | 2019 |

The effects of research & development funding on scientific productivity: Academic chemistry, 1990-2009 JL Rosenbloom, DK Ginther, T Juhl, JA Heppert PloS one 10 (9), e0138176, 2015 | 100 | 2015 |

Tests for changing mean with monotonic power T Juhl, Z Xiao Journal of Econometrics 148 (1), 14-24, 2009 | 71 | 2009 |

The effect of the hedge horizon on optimal hedge size and effectiveness when prices are cointegrated T Juhl, IG Kawaller, PD Koch Journal of Futures Markets 32 (9), 837-876, 2012 | 52 | 2012 |

Covered interest arbitrage: then versus now T Juhl, W Miles, MD Weidenmier Economica 73 (290), 341-352, 2006 | 46 | 2006 |

A test for slope heterogeneity in fixed effects models T Juhl, O Lugovskyy Econometric Reviews 33 (8), 906-935, 2014 | 42 | 2014 |

Functional‐coefficient models under unit root behaviour T Juhl The Econometrics Journal 8 (2), 197-213, 2005 | 41 | 2005 |

A nonparametric test for changing trends T Juhl, Z Xiao Journal of Econometrics 127 (2), 179-199, 2005 | 31 | 2005 |

Functional index coefficient models with variable selection Z Cai, T Juhl, B Yang Journal of econometrics 189 (2), 272-284, 2015 | 29 | 2015 |

Power functions and envelopes for unit root tests T Juhl, Z Xiao Econometric Theory 19 (2), 240-253, 2003 | 29 | 2003 |

Partially linear models with unit roots T Juhl, Z Xiao Econometric Theory 21 (5), 877-906, 2005 | 28 | 2005 |

Testing for heteroskedasticity in fixed effects models T Juhl, W Sosa-Escudero Journal of econometrics 178, 484-494, 2014 | 21 | 2014 |

Testing for cointegration using partially linear models T Juhl, Z Xiao Journal of Econometrics 124 (2), 363-394, 2005 | 19 | 2005 |

Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns AF Galvao, T Juhl, G Montes-Rojas, J Olmo Journal of Financial Econometrics 16 (2), 211-243, 2017 | 18 | 2017 |

Nonparametric tests of moment condition stability T Juhl, Z Xiao Econometric Theory 29 (1), 90-114, 2013 | 18 | 2013 |

A nonparametric test of the predictive regression model T Juhl Journal of Business & Economic Statistics 32 (3), 387-394, 2014 | 12 | 2014 |

A Direct Test for Cross% Sectional Correlation in Panel Data Models T Juhl Mimeo, 2011 | 5 | 2011 |

A Lagrange multiplier stationarity test using covariates T Juhl Economics Letters 85 (3), 321-326, 2004 | 3 | 2004 |