Timothy Vogelsang
Names
first: 
Timothy 
last: 
Vogelsang 
Contact
Affiliations

Michigan State University
→ Economics Department
 website
 location: East Lansing, Michigan (United States)
Research profile
author of:

Nonstationarity and Level Shifts with an Application to Purchasing Power Parity.
by Perron, Pierre & Vogelsang, Timothy J.

Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions.
by Perron, Pierre & Vogelsang, Timothy J.

Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
by Vogelsang, Timothy J.

Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.
by Vogelsang, Timothy J. & Perron, Pierre

Are U.S. regions converging? Using new econometric methods to examine old issues
by Timothy J. Vogelsang & Marc Tomljanovich

Testing for a Shift in Mean without Having to Estimate SerialCorrelation Parameters.
by Vogelsang, Timothy J.

Analysis of Vector Autoregressions in the Presence of Shifts in Mean
by Serena Ng & Timothy J. Vogelsang

Level Shifts and Purchasing Power Parity
by Perron, Pierre & Vogelsang, Timothy J.

Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the PrebischSinger Hypothesis
by Bunzel, Helle & Vogelsang, Timothy J.

HeteroskedasticityAutocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
by Nicholas M. Kiefer & Timothy J. Vogelsang

ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN
by Serena Ng & Timothy Vogelsang

Forecasting autoregressive time series in the presence of deterministic components
by Serena Ng & Timothy J. Vogelsang

Testing for common deterministic trend slopes
by Vogelsang, Timothy J. & Franses, Philip Hans

A Simple Test of the Law of Demand for the United States
by Eduardo Zambrano & Timothy J. Vogelsang

Forecasting Dynamic Time Series in the Presence of Deterministic Components
by Serena Ng & Timothy Vogelsang

Trend Function Hypothesis Testing in the Presence of Serial Correlation
by Timothy J. Vogelsang

Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis
by Helle Bunzel & Timothy Vogelsang

Simple Robust Testing of Regression Hypotheses
by Nicholas M. Kiefer & Timothy J. Vogelsang & Helle Bunzel

On Seasonal Cycles, Unit Roots, And Mean Shifts
by Philip Hans Franses & Timothy J. Vogelsang

Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.
by Vogelsang, T. J. & Perron, P.

Powerful Tests of Structural Change That are Robust to Strong Serial Correlation
by Ozgen Sayginsoy & Tim Vogelsang

On Testing for a Unit Root in the Presence of Additive Outliers.
by Vogelsang, T. J.

Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.
by Vogelsang, T. J. & Perron, P.

Nonstationary and Level Shifts With An Application To Purchasing Power Parity.
by Vogelsang, T. I. & Perron, P.

Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the PrebischSinger Hypothesis
by Bunzel, Helle & Vogelsang, Timothy J.

Projection Bias in Catalog Orders
by Michael Conlin & Ted O'Donoghue & Timothy J. Vogelsang

Asymptotic Theory for Econometricians (rev. ed.)
by Vogelsang T. J.

Simple Robust Testing of Hypotheses in Nonlinear Models
by Bunzel H. & Kiefer N. M. & Vogelsang T. J.

Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
by Nigar Hashimzade & Timothy J. Vogelsang

A New Asymptotic Theory for HeteroskedasticityAutocorrelation Robust Tests
by Kiefer, Nicholas M. & Vogelsang, Timothy J.

Forecasting Autoregressive Time Series in the Presence of Deterministic Components
by Ng, Serena & Vogelsang, Tim

Fixedb Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators
by Hashimzade, Nigar & Vogelsang, Timothy

Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series
by Crainiceanu, Ciprian & Vogelsang, Timothy

Testing in GMM Models without Truncation
by Vogelsang, Timothy J.

A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITYAUTOCORRELATION ROBUST TESTS
by Kiefer, Nicholas M. & Vogelsang, Timothy J.

HETEROSKEDASTICITYAUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
by Kiefer, Nicholas M. & Vogelsang, Timothy J.

A New Approach to the Asymptotics of HAC Robust Testing in Econometrics
by Kiefer, Nick & Vogelsang, Tim

Testing for Common Deterministic Trend Slopes
by Vogelsang, Timothy J. & Franses, Philip Hans

The Application of Size Robust Trend Analysis to Global Warming Temperature Series
by Fomby, Tom & Vogelsang, Tim

Change and Involution in Sugar Production in CultivationSystem Java, 1840â€“1870
by Chandra, Siddharth & Vogelsang, Timothy J.

WaldType Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series
by Vogelsang, Timothy J.

The KPSS Test Using Fixedb Critical Values: Size and Power in Highly Autocorrelated Time Series
by Amsler Christine & Schmidt Peter & Vogelsang Timothy J.

Simple Robust Testing of Regression Hypotheses
by Kiefer, Nicholas M. & Bunzel, Helle & Vogelsang, Timothy & Vogelsang, Timothy & Bunzel, Helle

Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems
by Peter Pedroni & Tim Vogelsang

Simple Robust Testing of Hypothesis in NonLinear Models
by Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy

Integrated Modified OLS Estimation and Fixedb Inference for Cointegrating Regressions
by Vogelsang, Timothy J. & Wagner, Martin

BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
by Gonçalves, Sílvia & Vogelsang, Timothy J.

Nonparametric Rank Tests for Nonstationary Panels
by Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim

A Fixedb Perspective on the PhillipsPerron Unit Root Tests
by Vogelsang, Timothy J. & Wagner, Martin

Multivariate trend comparisons between autocorrelated climate series with general trend regressors
by Ross McKitrick & Timothy Vogelsang

TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXEDB ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLSBASED TESTS
by Sayginsoy, Özgen & Vogelsang, Timothy J.

Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixedeffects
by Vogelsang, Timothy J.

SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION
by Taylor, A. M. Robert & Vogelsang, Timothy J.

Fixed‐b analysis of LM‐type tests for a shift in mean
by Jingjing Yang & Timothy J. Vogelsang

Comment
by Timothy J. Vogelsang

HAC robust trend comparisons among climate series with possible level shifts
by Ross R. McKitrick & Timothy J. Vogelsang

Testing for common deterministic trend slopes
by Vogelsang, T. J. & Franses, Ph. H. B. F.

Integrated modified OLS estimation and fixedb inference for cointegrating regressions
by Vogelsang, Timothy J. & Wagner, Martin

Nonparametric rank tests for nonstationary panels
by Pedroni, Peter L. & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim

FIXEDb ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS
by Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B. & Vogelsang, Timothy J.

Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean
by Timothy J. Vogelsang & Jingjing Yang

A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks
by Perron, Pierre & Vogelsang, Timothy J.

Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators
by Yang, Jingjing & Vogelsang, Timothy J.

Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data
by Pierre Perron & Eduardo Zorita & Timothy J. Vogelsang & Nasreen Nawaz

Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers
by Timothy J. Vogelsang

Fixed b Inference for Testing Structural Change in a Time Series Regression
by CheolKeun Cho & Timothy J. Vogelsang

Comment on "HAR Inference: Recommendations for Practice"
by Timothy J. Vogelsang

HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
by Rho, SeungHwa & Vogelsang, Timothy J.

A FIXEDb PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
by Vogelsang, Timothy J. & Wagner, Martin

Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebish Singer Hypothesis
by Bunzel, Helle & Vogelsang, Timothy J.