20
H index
30
i10 index
3209
Citations
Michigan State University | 20 H index 30 i10 index 3209 Citations RESEARCH PRODUCTION: 43 Articles 26 Papers RESEARCH ACTIVITY: 28 years (1991 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pvo70 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Timothy Vogelsang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometric Theory | 9 |
Journal of Econometrics | 5 |
Econometrica | 4 |
Journal of Business & Economic Statistics | 4 |
Journal of Time Series Analysis | 4 |
Econometrics Journal | 2 |
Journal of Business & Economic Statistics | 2 |
Journal of the American Statistical Association | 2 |
Year | Title of citing document |
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2023 | Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060. Full description at Econpapers || Download paper |
2023 | Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809. Full description at Econpapers || Download paper |
2024 | Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707. Full description at Econpapers || Download paper |
2023 | Some Impossibility Results for Inference With Cluster Dependence with Large Clusters. (2021). Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:2109.03971. Full description at Econpapers || Download paper |
2023 | On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080. Full description at Econpapers || Download paper |
2023 | Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073. Full description at Econpapers || Download paper |
2023 | A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577. Full description at Econpapers || Download paper |
2023 | Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028. Full description at Econpapers || Download paper |
2023 | Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502. Full description at Econpapers || Download paper |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2024 | Cluster-Robust Inference Robust to Large Clusters. (2023). Sasaki, Yuya ; Wang, Yulong ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2308.10138. Full description at Econpapers || Download paper |
2023 | SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564. Full description at Econpapers || Download paper |
2023 | Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707. Full description at Econpapers || Download paper |
2023 | Causal Models for Longitudinal and Panel Data: A Survey. (2023). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458. Full description at Econpapers || Download paper |
2023 | Effects of financial inclusion on tax revenue mobilization: Evidence from WAEMU countries. (2023). Bayale, Nimonka ; Chebochok, Milly Chepkorir. In: African Development Review. RePEc:bla:afrdev:v:35:y:2023:i:2:p:226-238. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach. (2023). Wang, S ; Sun, J ; McCabe, B ; Linton, O B ; Hong, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2367. Full description at Econpapers || Download paper |
2023 | On the trend and variability of 18th century British Transatlantic slave prices. (2023). Ghoshray, Atanu ; Easaw, Joshy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/29. Full description at Econpapers || Download paper |
2023 | Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2. Full description at Econpapers || Download paper |
2023 | The Impact of Financial Inclusion on Economic Development. (2023). Marwa, Elsherif ; Ashraf, Salah Eldin ; Mostafa, Seifelyazal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-11. Full description at Econpapers || Download paper |
2023 | Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696. Full description at Econpapers || Download paper |
2023 | Is tourism growth a power of environmental‘de -degradation’? An empirical analysis for Eurozone economic space. (2023). HALKOS, GEORGE ; Ekonomou, George. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1016-1029. Full description at Econpapers || Download paper |
2023 | Time series analysis of COVID-19 infection curve: A change-point perspective. (2023). Shao, Xiaofeng ; Zhao, Zifeng ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:1-17. Full description at Econpapers || Download paper |
2023 | Finite-sample corrected inference for two-step GMM in time series. (2023). Valdes, Gonzalo ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:327-352. Full description at Econpapers || Download paper |
2023 | Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143. Full description at Econpapers || Download paper |
2023 | Asymptotic F test in regressions with observations collected at high frequency over long span. (2023). Sun, Yixiao ; Pellatt, Daniel F. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1281-1309. Full description at Econpapers || Download paper |
2023 | Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. (2023). Rodrigues, Paulo ; Stoykov, Marian Z ; Nicolau, Joo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2266-2284. Full description at Econpapers || Download paper |
2023 | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392. Full description at Econpapers || Download paper |
2023 | Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application. (2023). Asai, Manabu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:25:y:2023:i:c:p:23-38. Full description at Econpapers || Download paper |
2023 | Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61. Full description at Econpapers || Download paper |
2023 | The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731. Full description at Econpapers || Download paper |
2023 | Agricultural carbon footprint, energy utilization and economic quality: What causes what, and where?. (2023). Zhao, Minjuan ; Kipperberg, Gorm ; Sauer, Johannes ; Khan, Sufyan Ullah ; Cui, YU. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s036054422301280x. Full description at Econpapers || Download paper |
2023 | A dynamic analysis of the neglected firm effect. (2023). Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003799. Full description at Econpapers || Download paper |
2023 | Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622. Full description at Econpapers || Download paper |
2023 | Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy. (2023). Luvsannyam, davaajargal ; Doojav, Gan-Ochir ; Enkh-Amgalan, Elbegjargal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000223. Full description at Econpapers || Download paper |
2023 | Symmetric and asymmetric effects of gold, and oil price on environment: The role of clean energy in China. (2023). Kamal, Mustafa ; Hossain, Md Emran ; Haseeb, Mohammad ; Tursoy, Turgut ; Ali, Mumtaz ; Samour, Ahmed ; Joof, Foday. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001514. Full description at Econpapers || Download paper |
2023 | Resource curse hypothesis in COP26 perspective: Access to clean fuel technology and electricity from renewable energy. (2023). Wang, Tingting ; Zhao, Erlong ; Li, Jiabao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001563. Full description at Econpapers || Download paper |
2023 | Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development. (2023). Suleymanov, Elchin ; Hasanov, Fakhri J ; Taskin, Dilvin ; Aliyev, Ruslan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002313. Full description at Econpapers || Download paper |
2023 | Geopolitics and rare earth metals. (2023). Roca, Eduardo ; Omura, Akihiro ; Fan, John Hua. In: European Journal of Political Economy. RePEc:eee:poleco:v:78:y:2023:i:c:s0176268022001598. Full description at Econpapers || Download paper |
2023 | Short and long run democracy diffusion. (2023). Janus, Thorsten. In: European Journal of Political Economy. RePEc:eee:poleco:v:78:y:2023:i:c:s0176268023000393. Full description at Econpapers || Download paper |
2023 | How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?. (2023). ben Haj, Hayet ; ben Nouir, Jihed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001957. Full description at Econpapers || Download paper |
2023 | Effect of the duration of membership in the GATT/WTO on economic growth volatility. (2023). Gnangnon, Sena Kimm. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:65:y:2023:i:c:p:448-467. Full description at Econpapers || Download paper |
2023 | An empirical analysis of the economic impact of air pollution. (2023). Mateosian, Edward. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2023_03. Full description at Econpapers || Download paper |
2023 | External sustainability in Spanish economy: bubbles and crises, 1970–2020. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114887. Full description at Econpapers || Download paper |
2023 | The COVID-19 Pandemic and World Machinery Trade Network. (2023). Kiyota, Kozo. In: Working Papers. RePEc:era:wpaper:dp-2023-10. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Do Oil Price, Renewable Energy, and Financial Development Matter for Environmental Quality in Oman? Novel Insights from Augmented ARDL Approach. (2023). Baldan, Cristina Florentina ; Radulescu, Magdalena ; Tawfik, Omar Ikbal ; Samour, Ahmed. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4574-:d:1166082. Full description at Econpapers || Download paper |
2023 | Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations. (2023). Razek, Noha ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:9011-:d:1162758. Full description at Econpapers || Download paper |
2023 | Fiscal Policy, Oil Price, Foreign Direct Investment, and Renewable Energy—A Path to Sustainable Development in South Africa. (2023). Samour, Ahmed ; Ahmed, Dildar Haydar ; Maarof, Mamon Adam. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9500-:d:1170206. Full description at Econpapers || Download paper |
2023 | Nexus between Green Investment, Fiscal Policy, Environmental Tax, Energy Price, Natural Resources, and Clean Energy—A Step towards Sustainable Development by Fostering Clean Energy Inclusion. (2023). Kor, Sylvia ; Qamruzzaman, MD ; Yan, Han. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13591-:d:1237708. Full description at Econpapers || Download paper |
2023 | Can Business and Leisure Tourism Spending Lead to Lower Environmental Degradation Levels? Research on the Eurozone Economic Space. (2023). HALKOS, GEORGE ; Ekonomou, George. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6063-:d:1112875. Full description at Econpapers || Download paper |
2023 | Search Frictions in Rental Markets: Evidence from Urban China. (2023). Fu, Yuqi ; Fan, Ying ; Chen, Ming ; Yang, Zan. In: Working Paper Series. RePEc:hhs:kthrec:2023_011. Full description at Econpapers || Download paper |
2023 | Leveraging the Power of Images in Managing Product Return Rates. (2023). el Kihal, Siham ; Dzyabura, Daria ; Ibragimov, Marat ; Hauser, John R. In: Marketing Science. RePEc:inm:ormksc:v:42:y:2023:i:6:p:1125-1142. Full description at Econpapers || Download paper |
2023 | Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing. (2023). Omay, Tolga ; Iren, Perihan. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10205-7. Full description at Econpapers || Download paper |
2023 | Income inequality, economic growth, and structural changes in Egypt: new insights from quantile cointegration approach. (2023). Ali, Ibrahim Mohamed. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09429-w. Full description at Econpapers || Download paper |
2023 | Manufactured exports, disaggregated imports and economic growth: the case of Kuwait. (2023). Chamberlain, Trevor W ; Kalaitzi, Athanasia Stylianou. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09444-x. Full description at Econpapers || Download paper |
2023 | Effect of the duration of membership in the GATT/WTO on human development in developed and developing countries. (2023). Gnangnon, Sena Kimm. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09589-6. Full description at Econpapers || Download paper |
2023 | Sunspots That Matter: The Effect of Weather on Solar Technology Adoption. (2023). Lamp, Stefan. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00753-3. Full description at Econpapers || Download paper |
2023 | Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028. Full description at Econpapers || Download paper |
2023 | The statistics of time varying cross-sectional information coefficients. (2023). Sun, Yixiao ; Ding, Zhuanxin. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00295-9. Full description at Econpapers || Download paper |
2023 | China’s climate governance for carbon neutrality: regulatory gaps and the ways forward. (2023). Xu, Shengqing. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02381-8. Full description at Econpapers || Download paper |
2023 | A Sufficient Statistical Test for Dynamic Stability. (2023). Nawaz, Nasreen ; Ahmed, Muhammad Ashfaq. In: MPRA Paper. RePEc:pra:mprapa:116684. Full description at Econpapers || Download paper |
2023 | Testing hysteresis for the US and UK involuntary part-time employment. (2023). Vilchez, Inmaculada ; Rubino, Nicola ; Garcia-Clemente, Javier ; Congregado, Emilio. In: MPRA Paper. RePEc:pra:mprapa:118115. Full description at Econpapers || Download paper |
2023 | Daily Temperature and Sales of Energy-using Durables. (2023). d'Adda, Giovanna ; Bonan, Jacopo ; Tavoni, Massimo ; Cattaneo, Cristina. In: RFF Working Paper Series. RePEc:rff:dpaper:dp-23-43. Full description at Econpapers || Download paper |
2023 | Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach. (2023). Karimo, Tari M ; Atoi, Ngozi V ; Tumala, Mohammed M. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0943. Full description at Econpapers || Download paper |
2023 | External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy. (2023). Luvsannyam, Davaajargal ; Pontines, Victor. In: Working Papers. RePEc:sea:wpaper:wp51. Full description at Econpapers || Download paper |
2023 | Does natural resource abundance breed corruption? The role of political institutions. (2023). Ahmed, Monir Uddin ; Munim, Mohammad Abdul. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:9:d:10.1007_s43546-023-00545-x. Full description at Econpapers || Download paper |
2023 | Trends in Income Inequality: Evidence from Developing and Developed Countries. (2023). Makhlouf, Yousef. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:165:y:2023:i:1:d:10.1007_s11205-022-03010-8. Full description at Econpapers || Download paper |
2023 | Manufacturing output and extreme temperature: Evidence from Canada. (2023). Rivers, Nicholas ; Kabore, Philippe. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:191-224. Full description at Econpapers || Download paper |
2023 | Robust Inference on Infinite and Growing Dimensional Time?Series Regression. (2023). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:4:p:1333-1361. Full description at Econpapers || Download paper |
2023 | Stock exchange volatility forecasting under market stress with MIDAS regression. (2023). Karan, Mehmet Baha ; Kors, Murat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:295-306. Full description at Econpapers || Download paper |
2023 | Inference in difference?in?differences: How much should we trust in independent clusters?. (2023). Ferman, Bruno. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:358-369. Full description at Econpapers || Download paper |
2023 | Testing for multiple level shifts with an integrated or stationary noise component. (2023). Gadea, Maria Dolores ; Carrionisilvestre, Josep Lluis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:801-819. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Does individual behavior converge to policy recommendations in times of pandemic? Evidence from COVID-19 in US states. (2023). Gottwald-Belini, Martina ; Sonora, Robert J. In: EFZG Working Papers Series. RePEc:zag:wpaper:2304. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Projection Bias in Catalog Orders In: American Economic Review. [Full Text][Citation analysis] | article | 76 |
2001 | Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 9 |
2001 | Simple Robust Testing of Hypothesis in Non-Linear Models.(2001) In: Staff General Research Papers Archive. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2002 | Asymptotic Theory for Econometricians (rev. ed.) In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
1992 | Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 672 |
1991 | Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program. [Citation analysis] This paper has nother version. Agregated cites: 672 | paper | |
1992 | Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 160 |
1998 | Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 25 |
2005 | Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 76 |
2003 | Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis.(2003) In: Staff General Research Papers Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2003 | Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
1999 | Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 62 |
2008 | Fixed?b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 20 |
2006 | Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2016 | Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
2017 | Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 518 | |
1997 | Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
2002 | ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN.(2002) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
1999 | Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2009 | The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 8 |
1997 | Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series In: Econometric Theory. [Full Text][Citation analysis] | article | 117 |
2002 | HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory. [Full Text][Citation analysis] | article | 93 |
2005 | A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 216 |
2005 | A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 216 | paper | |
2011 | BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
2011 | SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2011 | TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
2013 | A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
2011 | A Fixed-b Perspective on the Phillips-Perron Unit Root Tests.(2011) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2016 | FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS In: Econometric Theory. [Full Text][Citation analysis] | article | 19 |
2019 | HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
1999 | Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 In: The Journal of Economic History. [Full Text][Citation analysis] | article | 0 |
2000 | Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2002 | Forecasting autoregressive time series in the presence of deterministic components.(2002) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2000 | The Application of Size Robust Trend Analysis to Global Warming Temperature Series In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2000 | A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Testing in GMM Models without Truncation In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2001 | Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2001 | Testing for Common Deterministic Trend Slopes In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2005 | Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2001 | Testing for common deterministic trend slopes.(2001) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
1998 | Trend Function Hypothesis Testing in the Presence of Serial Correlation In: Econometrica. [Citation analysis] | article | 174 |
2000 | Simple Robust Testing of Regression Hypotheses In: Econometrica. [Citation analysis] | article | 139 |
2000 | Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive. [Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2000 | A Simple Test of the Law of Demand for the United States In: Econometrica. [Citation analysis] | article | 3 |
2002 | Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation In: Econometrica. [Citation analysis] | article | 110 |
2011 | Fixedâ€b analysis of LMâ€type tests for a shift in mean In: Econometrics Journal. [Full Text][Citation analysis] | article | 12 |
2018 | Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2012 | Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects In: Journal of Econometrics. [Full Text][Citation analysis] | article | 91 |
2014 | Integrated modified OLS estimation and fixed-b inference for cointegrating regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
2011 | Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions.(2011) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2015 | Nonparametric rank tests for non-stationary panels In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2011 | Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1998 | Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
1994 | On Testing for a Unit Root in the Presence of Additive Outliers. In: Cornell - Department of Economics. [Citation analysis] | paper | 5 |
2016 | Fixed- b Inference for Testing Structural Change in a Time Series Regression In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2011 | Multivariate trend comparisons between autocorrelated climate series with general trend regressors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. In: International Economic Review. [Citation analysis] | article | 318 |
1994 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
1994 | Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2004 | Powerful Tests of Structural Change That are Robust to Strong Serial Correlation In: Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1993 | A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 10 |
2002 | Are U.S. regions converging? Using new econometric methods to examine old issues In: Empirical Economics. [Full Text][Citation analysis] | article | 34 |
2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2018 | Comment on HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
1998 | On Seasonal Cycles, Unit Roots, And Mean Shifts In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 36 |
2005 | Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 10 |
2014 | HAC robust trend comparisons among climate series with possible level shifts In: Environmetrics. [Full Text][Citation analysis] | article | 21 |
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