Ted Juhl is the O. Maurice Joy Professor and Area Director of Finance at the University of Kansas School of Business. His research focuses on econometric methodologies, particularly in time series analysis, nonparametric models, panel data, and quantile regression. He has contributed to understanding slope heterogeneity in panel data models and testing for structural stability in econometric frameworks. His work bridges theoretical econometrics with practical applications in finance and policy analysis. His research interests emphasize advancing methodologies for analyzing complex economic and financial datasets, including cointegration analysis, predictive regression, and model diagnostics. Notable contributions include addressing issues of heteroskedasticity in fixed effects models and evaluating the impact of R&D funding on scientific productivity in academic chemistry. Recent publications explore topics like rolling regression estimator distributions, policy heterogeneity in corporate finance, and the implications of cross-sectional correlation in panel data. While no specific awards are listed, his extensive publication record reflects sustained scholarly impact in econometric theory and applications. Teaching focuses on econometrics at the graduate level, aligning with his research expertise. His professional address is Capitol Federal Hall, Room 4113, Lawrence, KS. No advising or grant details are explicitly stated in the provided materials.









