Timothy Vogelsang
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Timothy |
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Vogelsang |
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Michigan State University
/ Economics Department
Research profile
author of:
- Projection Bias in Catalog Orders (RePEc:aea:aecrev:v:97:y:2007:i:4:p:1217-1249)
by Michael Conlin & Ted O'Donoghue & Timothy J. Vogelsang - Fixed-b Asymptotics for Panel Models with Two-Way Clustering (RePEc:arx:papers:2309.08707)
by Kaicheng Chen & Timothy J. Vogelsang - Simple Robust Testing of Hypotheses in Nonlinear Models (RePEc:bes:jnlasa:v:96:y:2001:m:september:p:1088-1096)
by Bunzel H. & Kiefer N. M. & Vogelsang T. J. - Asymptotic Theory for Econometricians (rev. ed.) (RePEc:bes:jnlasa:v:97:y:2002:m:september:p:921-921)
by Vogelsang T.J. - Nonstationarity and Level Shifts with an Application to Purchasing Power Parity (RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20)
by Perron, Pierre & Vogelsang, Timothy J - Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions (RePEc:bes:jnlbes:v:10:y:1992:i:4:p:467-70)
by Perron, Pierre & Vogelsang, Timothy J - Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters (RePEc:bes:jnlbes:v:16:y:1998:i:1:p:73-80)
by Vogelsang, Timothy J - Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis (RePEc:bes:jnlbes:v:23:y:2005:p:381-394)
by Bunzel, Helle & Vogelsang, Timothy J. - Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (RePEc:bla:jtsera:v:20:y:1999:i:2:p:237-252)
by Timothy J. Vogelsang - Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators (RePEc:bla:jtsera:v:29:y:2008:i:1:p:142-162)
by Nigar Hashimzade & Timothy J. Vogelsang - Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean (RePEc:bla:jtsera:v:37:y:2016:i:6:p:723-740)
by Timothy J. Vogelsang & Jingjing Yang - Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data (RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667)
by Pierre Perron & Eduardo Zorita & Timothy J. Vogelsang & Nasreen Nawaz - Level Shifts and Purchasing Power Parity (RePEc:boc:bocins:levshift)
by Perron, Pierre & Vogelsang, Timothy J. - Analysis of Vector Autoregressions in the Presence of Shifts in Mean (RePEc:boc:bocoec:379)
by Serena Ng & Timothy J. Vogelsang - Forecasting Dynamic Time Series in the Presence of Deterministic Components (RePEc:boc:bocoec:445)
by Serena Ng & Timothy Vogelsang - The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series (RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:5)
by Amsler Christine & Schmidt Peter & Vogelsang Timothy J - Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (RePEc:cup:etheor:v:13:y:1997:i:06:p:818-848_00)
by Vogelsang, Timothy J. - Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal To Sample Size (RePEc:cup:etheor:v:18:y:2002:i:06:p:1350-1366_18)
by Kiefer, Nicholas M. & Vogelsang, Timothy J. - A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests (RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05)
by Kiefer, Nicholas M. & Vogelsang, Timothy J. - Block Bootstrap Hac Robust Tests: The Sophistication Of The Naive Bootstrap (RePEc:cup:etheor:v:27:y:2011:i:04:p:745-791_00)
by Gonçalves, Sílvia & Vogelsang, Timothy J. - Special Issue Of Econometric Theory On Bootstrap And Numerical Methods In Time Series: Guest Editors’ Introduction (RePEc:cup:etheor:v:27:y:2011:i:05:p:929-932_00)
by Taylor, A.M. Robert & Vogelsang, Timothy J. - Testing For A Shift In Trend At An Unknown Date: A Fixed-B Analysis Of Heteroskedasticity Autocorrelation Robust Ols-Based Tests (RePEc:cup:etheor:v:27:y:2011:i:05:p:992-1025_00)
by Sayginsoy, Özgen & Vogelsang, Timothy J. - A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS (RePEc:cup:etheor:v:29:y:2013:i:03:p:609-628_00)
by Vogelsang, Timothy J. & Wagner, Martin - FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (RePEc:cup:etheor:v:32:y:2016:i:01:p:154-186_00)
by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B. & Vogelsang, Timothy J. - Heteroskedasticity Autocorrelation Robust Inference In Time Series Regressions With Missing Data (RePEc:cup:etheor:v:35:y:2019:i:03:p:601-629_00)
by Rho, Seung-Hwa & Vogelsang, Timothy J. - Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 (RePEc:cup:jechis:v:59:y:1999:i:04:p:885-911_02)
by Chandra, Siddharth & Vogelsang, Timothy J. - Forecasting Autoregressive Time Series in the Presence of Deterministic Components (RePEc:ecl:corcae:00-07)
by Ng, Serena & Vogelsang, Tim - The Application of Size Robust Trend Analysis to Global Warming Temperature Series (RePEc:ecl:corcae:00-08)
by Fomby, Tom & Vogelsang, Tim - A New Approach to the Asymptotics of HAC Robust Testing in Econometrics (RePEc:ecl:corcae:00-09)
by Kiefer, Nick & Vogelsang, Tim - Testing in GMM Models without Truncation (RePEc:ecl:corcae:01-12)
by Vogelsang, Timothy J. - Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series (RePEc:ecl:corcae:01-14)
by Crainiceanu, Ciprian & Vogelsang, Timothy - Testing for Common Deterministic Trend Slopes (RePEc:ecl:corcae:01-15)
by Vogelsang, Timothy J. & Franses, Philip Hans - A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests (RePEc:ecl:corcae:05-08)
by Kiefer, Nicholas M. & Vogelsang, Timothy J. - Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators (RePEc:ecl:corcae:06-04)
by Hashimzade, Nigar & Vogelsang, Timothy - Trend Function Hypothesis Testing in the Presence of Serial Correlation (RePEc:ecm:emetrp:v:66:y:1998:i:1:p:123-148)
by Timothy J. Vogelsang - Simple Robust Testing of Regression Hypotheses (RePEc:ecm:emetrp:v:68:y:2000:i:3:p:695-714)
by Nicholas M. Kiefer & Timothy J. Vogelsang & Helle Bunzel - A Simple Test of the Law of Demand for the United States (RePEc:ecm:emetrp:v:68:y:2000:i:4:p:1013-1022)
by Eduardo Zambrano & Timothy J. Vogelsang - Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation (RePEc:ecm:emetrp:v:70:y:2002:i:5:p:2093-2095)
by Nicholas M. Kiefer & Timothy J. Vogelsang - Fixed‐b analysis of LM‐type tests for a shift in mean (RePEc:ect:emjrnl:v:14:y:2011:i:3:p:438-456)
by Jingjing Yang & Timothy J. Vogelsang - Forecasting autoregressive time series in the presence of deterministic components (RePEc:ect:emjrnl:v:5:y:2002:i:1:p:196-224)
by Serena Ng & Timothy J. Vogelsang - Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (RePEc:eee:ecolet:v:165:y:2018:i:c:p:21-27)
by Yang, Jingjing & Vogelsang, Timothy J. - Testing for common deterministic trend slopes (RePEc:eee:econom:v:126:y:2005:i:1:p:1-24)
by Vogelsang, Timothy J. & Franses, Philip Hans - Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (RePEc:eee:econom:v:166:y:2012:i:2:p:303-319)
by Vogelsang, Timothy J. - Integrated modified OLS estimation and fixed-b inference for cointegrating regressions (RePEc:eee:econom:v:178:y:2014:i:2:p:741-760)
by Vogelsang, Timothy J. & Wagner, Martin - Nonparametric rank tests for non-stationary panels (RePEc:eee:econom:v:185:y:2015:i:2:p:378-391)
by Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim - Inference in time series models using smoothed-clustered standard errors (RePEc:eee:econom:v:224:y:2021:i:1:p:113-133)
by Rho, Seunghwa & Vogelsang, Timothy J. - Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (RePEc:eee:econom:v:88:y:1998:i:2:p:283-299)
by Vogelsang, Timothy J. - Tests Of Common Deterministic Trend Slopes Applied To Quarterly Global Temperature Data (RePEc:eme:aecozz:s0731-9053(03)17002-8)
by Thomas B. Fomby & Timothy J. Vogelsang - Testing In Gmm Models Without Truncation (RePEc:eme:aecozz:s0731-9053(03)17010-7)
by Timothy J. Vogelsang - Serial Correlation Robust LM (RePEc:eme:aecozz:s0731-9053(2012)0000030009)
by Jingjing Yang & Timothy J. Vogelsang - Testing for common deterministic trend slopes (RePEc:ems:eureir:1680)
by Vogelsang, T.J. & Franses, Ph.H.B.F. - On Testing for a Unit Root in the Presence of Additive Outliers (RePEc:fth:cornel:94-30)
by Vogelsang, T.J. - Nonstationary and Level Shifts With An Application To Purchasing Power Parity (RePEc:fth:prinem:359)
by Vogelsang, T.I. & Perron, P. - Fixed- b Inference for Testing Structural Change in a Time Series Regression (RePEc:gam:jecnmx:v:5:y:2016:i:1:p:2-:d:86546)
by Cheol-Keun Cho & Timothy J. Vogelsang - Multivariate trend comparisons between autocorrelated climate series with general trend regressors (RePEc:gue:guelph:2011-09.)
by Ross McKitrick & Timothy Vogelsang - Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (RePEc:ier:iecrev:v:39:y:1998:i:4:p:1073-1100)
by Vogelsang, Timothy J & Perron, Pierre - Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions (RePEc:ihs:ihsesp:263)
by Vogelsang, Timothy J. & Wagner, Martin - Nonparametric Rank Tests for Non-stationary Panels (RePEc:ihs:ihsesp:270)
by Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim - A Fixed-b Perspective on the Phillips-Perron Unit Root Tests (RePEc:ihs:ihsesp:272)
by Vogelsang, Timothy J. & Wagner, Martin - Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions (RePEc:ihs:ihswps:53)
by Vogelsang, Timothy J. & Wagner, Martin - Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis (RePEc:isu:genres:10353)
by Bunzel, Helle & Vogelsang, Timothy J. - Simple Robust Testing of Regression Hypotheses (RePEc:isu:genres:1832)
by Kiefer, Nicholas M. & Bunzel, Helle & Vogelsang, Timothy & Vogelsang, Timothy & Bunzel, Helle - Simple Robust Testing of Hypothesis in Non-Linear Models (RePEc:isu:genres:5214)
by Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy - Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebish Singer Hypothesis (RePEc:isu:genstf:200304010800001212)
by Bunzel, Helle & Vogelsang, Timothy J. - Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (RePEc:mtl:montde:9422)
by Vogelsang, T.J. & Perron, P. - Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (RePEc:mtl:montec:9422)
by Vogelsang, T.J. & Perron, P. - Powerful Tests of Structural Change That are Robust to Strong Serial Correlation (RePEc:nya:albaec:04-08)
by Ozgen Sayginsoy & Tim Vogelsang - Estimation and Inference of Linear Trend Slope Ratios with an Application to Global Temperature Data (RePEc:pra:mprapa:117435)
by Vogelsang, Timothy & Nawaz, Nasreen - A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks (RePEc:sbe:breart:v:13:y:1993:i:2:a:2981)
by Perron, Pierre & Vogelsang, Timothy J. - Are U.S. regions converging? Using new econometric methods to examine old issues (RePEc:spr:empeco:v:27:y:2002:i:1:p:49-62)
by Timothy J. Vogelsang & Marc Tomljanovich - Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean (RePEc:taf:emetrv:v:21:y:2002:i:3:p:353-381)
by Serena Ng & Timothy Vogelsang - Comment (RePEc:taf:jnlbes:v:32:y:2014:i:3:p:334-338)
by Timothy J. Vogelsang - Comment on "HAR Inference: Recommendations for Practice" (RePEc:taf:jnlbes:v:36:y:2018:i:4:p:569-573)
by Timothy J. Vogelsang - On Seasonal Cycles, Unit Roots, And Mean Shifts (RePEc:tpr:restat:v:80:y:1998:i:2:p:231-240)
by Philip Hans Franses & Timothy J. Vogelsang - Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems (RePEc:wil:wileco:2005-04)
by Peter Pedroni & Tim Vogelsang - HAC robust trend comparisons among climate series with possible level shifts (RePEc:wly:envmet:v:25:y:2014:i:7:p:528-547)
by Ross R. McKitrick & Timothy J. Vogelsang - Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis (RePEc:wpa:wuwpem:0304002)
by Helle Bunzel & Timothy Vogelsang