Timothy J. Vogelsang

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	전체	2020년 이후
서지정보	8254	2007
h-index	35	20
i10-index	54	29

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Pierre PerronDepartment of Economics, Boston Universitybu.edu의 이메일 확인됨
Martin WagnerDepartment of Economics, University of Klagenfurt, Bank of Slovenia, Ljubljana and IHS Viennaaau.at의 이메일 확인됨
Philip Hans FransesErasmus School of Economicsese.eur.nl의 이메일 확인됨
Helle BunzelIowa State Universityiastate.edu의 이메일 확인됨
Serena NgColumbia Universitycolumbia.edu의 이메일 확인됨
Ciprian CrainiceanuProfessor of Biostatistics, Johns Hopkins Universityjhsph.edu의 이메일 확인됨
Ted O'DonoghueProfessor of Economics, Cornell Universitycornell.edu의 이메일 확인됨
Ross McKitrickProfessor of Economics, University of Guelphuoguelph.ca의 이메일 확인됨
Silvia GoncalvesProfessor, McGill Universitymcgill.ca의 이메일 확인됨
Timothy G Conleyprofessor of economics, university of western ontariouwo.ca의 이메일 확인됨
Christian B HansenProfessor of Econometrics and Statistics, University of Chicago, Booth School of Businesschicagobooth.edu의 이메일 확인됨
Marc TomljanovichProfessor of Economics and Businessdrew.edu의 이메일 확인됨
Nigar HashimzadeProfessor of Economics, Brunel University Londonbrunel.ac.uk의 이메일 확인됨
Peter PedroniWilliams Collegewilliams.edu의 이메일 확인됨
Joakim WesterlundLund University, Deakin Universitynek.lu.se의 이메일 확인됨
Seunghwa RhoEmory Universityemory.edu의 이메일 확인됨
David RuppertAndrew Schultz Professor of Engineering, Professor of Statistics and Data Science, Cornellcornell.edu의 이메일 확인됨
Petr ChylekScientistlanl.gov의 이메일 확인됨
Dave HigdonVirginia Techvt.edu의 이메일 확인됨
Manvendra DubeyLaboratory Fellow, Earth and Environmental Sciences, Los Alamos National Laboratorylanl.gov의 이메일 확인됨

팔로우

Timothy J. Vogelsang

Addy Professor of Economics, Michigan State University

msu.edu의 이메일 확인됨 - 홈페이지

Time Series Econometrics


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
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	1721	1992
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	893	1998
A new asymptotic theory for heteroskedasticity-autocorrelation robust tests NM Kiefer, TJ Vogelsang Econometric Theory 21 (6), 1130-1164, 2005	512	2005
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	498	1992
Trend function hypothesis testing in the presence of serial correlation TJ Vogelsang Econometrica, 123-148, 1998	397	1998
Projection bias in catalog orders M Conlin, T O'Donoghue, TJ Vogelsang American Economic Review 97 (4), 1217-1249, 2007	355	2007
Wald-type tests for detecting breaks in the trend function of a dynamic time series TJ Vogelsang Econometric Theory 13 (6), 818-848, 1997	347	1997
Simple robust testing of regression hypotheses NM Kiefer, TJ Vogelsang, H Bunzel Econometrica 68 (3), 695-714, 2000	345	2000
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett kernel without truncation NM Kiefer, TJ Vogelsang Econometrica 70 (5), 2093-2095, 2002	295	2002
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects TJ Vogelsang Journal of Econometrics 166 (2), 303-319, 2012	285	2012
Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size NM Kiefer, TJ Vogelsang Econometric Theory 18 (6), 1350-1366, 2002	206	2002
Erratum [The great crash, the oil price shock and the unit root hypothesis] P Perron, TJ Vogelsang Econometrica 61 (1), 248-49, 1993	172	1993
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	163	2005
Are US regions converging? Using new econometric methods to examine old issues M Tomljanovich, TJ Vogelsang Empirical Economics 27, 49-62, 2002	142	2002
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	137	1999
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	127	1999
The application of size-robust trend statistics to global-warming temperature series TB Fomby, TJ Vogelsang Journal of Climate 15 (1), 117-123, 2002	110	2002
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions TJ Vogelsang, M Wagner Journal of Econometrics 178 (2), 741-760, 2014	96	2014
Block bootstrap HAC robust tests: The sophistication of the naive bootstrap S Gonçalves, TJ Vogelsang Econometric Theory 27 (4), 745-791, 2011	92	2011
On seasonal cycles, unit roots, and mean shifts PH Franses, TJ Vogelsang Review of Economics and Statistics 80 (2), 231-240, 1998	85	1998

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