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Timothy J. Vogelsang
Timothy J. Vogelsang
Addy Professor of Economics, Michigan State University
Verified email at msu.edu - Homepage
Title
Cited by
Cited by
Year
Nonstationarity and level shifts with an application to purchasing power parity
P Perron, TJ Vogelsang
Journal of business & economic statistics 10 (3), 301-320, 1992
17141992
Additional tests for a unit root allowing for a break in the trend function at an unknown time
TJ Vogelsang, P Perron
International economic review, 1073-1100, 1998
8421998
A new asymptotic theory for heteroskedasticity-autocorrelation robust tests
NM Kiefer, TJ Vogelsang
Econometric Theory 21 (6), 1130-1164, 2005
4832005
Testing for a unit root in a time series with a changing mean: corrections and extensions
P Perron, TJ Vogelsang
Journal of business & economic statistics 10 (4), 467-470, 1992
4821992
Trend function hypothesis testing in the presence of serial correlation
TJ Vogelsang
Econometrica, 123-148, 1998
3921998
Wald-type tests for detecting breaks in the trend function of a dynamic time series
TJ Vogelsang
Econometric Theory 13 (6), 818-848, 1997
3421997
Projection bias in catalog orders
M Conlin, T O'Donoghue, TJ Vogelsang
American Economic Review 97 (4), 1217-1249, 2007
3402007
Simple robust testing of regression hypotheses
NM Kiefer, TJ Vogelsang, H Bunzel
Econometrica 68 (3), 695-714, 2000
3312000
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett kernel without truncation
NM Kiefer, TJ Vogelsang
Econometrica 70 (5), 2093-2095, 2002
2832002
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
TJ Vogelsang
Journal of Econometrics 166 (2), 303-319, 2012
2522012
Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
NM Kiefer, TJ Vogelsang
Econometric Theory 18 (6), 1350-1366, 2002
1982002
Powerful trend function tests that are robust to strong serial correlation, with an application to the Prebisch–Singer hypothesis
H Bunzel, TJ Vogelsang
Journal of Business & Economic Statistics 23 (4), 381-394, 2005
1592005
Are US regions converging? Using new econometric methods to examine old issues
M Tomljanovich, TJ Vogelsang
Empirical Economics 27, 49-62, 2002
1392002
Two simple procedures for testing for a unit root when there are additive outliers
TJ Vogelsang
Journal of time series analysis 20 (2), 237-252, 1999
1351999
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
TJ Vogelsang
Journal of Econometrics 88 (2), 283-299, 1999
1281999
The application of size-robust trend statistics to global-warming temperature series
TB Fomby, TJ Vogelsang
Journal of Climate 15 (1), 117-123, 2002
1082002
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
TJ Vogelsang, M Wagner
Journal of Econometrics 178 (2), 741-760, 2014
932014
Block bootstrap HAC robust tests: The sophistication of the naive bootstrap
S Gonçalves, TJ Vogelsang
Econometric Theory 27 (4), 745-791, 2011
902011
On seasonal cycles, unit roots, and mean shifts
PH Franses, TJ Vogelsang
Review of Economics and Statistics 80 (2), 231-240, 1998
841998
Additional tests for a unit root allowing the possibility of breaks in the trend function
TJ Vogelsang, P Perron
International Economic Review 39 (4), 1073-1100, 1998
811998
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