Timothy Vogelsang : Citation Profile


Are you Timothy Vogelsang?

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.
   Cites by year: 114
   Journals where Timothy Vogelsang has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 25 (0.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvo70
   Updated: 2024-04-18    RAS profile: 2021-03-19    
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Relations with other researchers


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:

Sun, Yixiao (101)

Perron, Pierre (90)

Leybourne, Stephen (81)

Harvey, David (75)

Taylor, Robert (66)

Montañés, Antonio (40)

Tamarit, Cecilio (38)

Phillips, Peter (35)

Shahbaz, Muhammad (35)

Carrion-i-Silvestre, Josep (34)

Camarero, Mariam (27)

Cites to:

Phillips, Peter (29)

Kiefer, Nicholas (28)

Andrews, Donald (19)

Perron, Pierre (16)

Stock, James (13)

Sun, Yixiao (12)

Bunzel, Helle (10)

Ploberger, Werner (9)

Watson, Mark (8)

Jin, Sainan (8)

Bai, Jushan (8)

Main data


Where Timothy Vogelsang has published?


Journals with more than one article published# docs
Econometric Theory9
Journal of Econometrics5
Econometrica4
Journal of Business & Economic Statistics4
Journal of Time Series Analysis4
Econometrics Journal2
Journal of Business & Economic Statistics2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
Working Papers / Cornell University, Center for Analytic Economics8
Staff General Research Papers Archive / Iowa State University, Department of Economics3
Economics Series / Institute for Advanced Studies3
Boston College Working Papers in Economics / Boston College Department of Economics2

Recent works citing Timothy Vogelsang (2024 and 2023)


YearTitle of citing document
2023Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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2023Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2024Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2023Some Impossibility Results for Inference With Cluster Dependence with Large Clusters. (2021). Song, Kyungchul ; Kojevnikov, Denis. In: Papers. RePEc:arx:papers:2109.03971.

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2023On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2023Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2023A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577.

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2023Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2023Fast 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.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2024Cluster-Robust Inference Robust to Large Clusters. (2023). Sasaki, Yuya ; Wang, Yulong ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2308.10138.

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2023SGMM: 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.

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2023Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2023Causal Models for Longitudinal and Panel Data: A Survey. (2023). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

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2023Effects 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.

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2023.

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2023External 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.

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2023.

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2023Kolmogorov-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.

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2023On 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.

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2023Per 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.

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2023The 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.

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2023Does 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.

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2023Is 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.

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2023Time 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.

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2023Finite-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.

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2023Lasso 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.

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2023Asymptotic 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.

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2023Tail 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.

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2023Theory 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.

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2023Feasible 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.

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2023Robust 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.

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2023The 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.

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2023Agricultural 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.

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2023A 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.

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2023Testing 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.

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2023Effects 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.

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2023Symmetric 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.

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2023Resource 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.

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2023Oil 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.

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2023Geopolitics 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.

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2023Short and long run democracy diffusion. (2023). Janus, Thorsten. In: European Journal of Political Economy. RePEc:eee:poleco:v:78:y:2023:i:c:s0176268023000393.

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2023How 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.

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2023Effect 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.

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2023An empirical analysis of the economic impact of air pollution. (2023). Mateosian, Edward. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2023_03.

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2023External 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.

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2023The COVID-19 Pandemic and World Machinery Trade Network. (2023). Kiyota, Kozo. In: Working Papers. RePEc:era:wpaper:dp-2023-10.

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2023.

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2023Do 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.

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2023Oil 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.

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2023Fiscal 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.

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2023Nexus 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.

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2023Can 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.

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2023Search 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.

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2023Leveraging 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.

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2023Controlling 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.

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2023Income 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.

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2023Manufactured 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.

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2023Effect 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.

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2023Sunspots 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.

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2023Sinking Ships: Illiquidity and the Predictability of Returns on Real Assets in Recessions. (2023). Doshchyn, Artur. In: Economics Series Working Papers. RePEc:oxf:wpaper:1028.

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2023The 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.

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2023China’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.

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2023A Sufficient Statistical Test for Dynamic Stability. (2023). Nawaz, Nasreen ; Ahmed, Muhammad Ashfaq. In: MPRA Paper. RePEc:pra:mprapa:116684.

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2023Testing 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.

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2023Daily 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.

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2023Returns 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.

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2023External 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.

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2023Does 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.

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2023Trends 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.

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2023Manufacturing 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.

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2023Robust 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.

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2023Stock 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.

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2023Inference 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.

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2023Testing 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.

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2023.

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2023Does 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.

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Works by Timothy Vogelsang:


YearTitleTypeCited
2007Projection Bias in Catalog Orders In: American Economic Review.
[Full Text][Citation analysis]
article76
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
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article9
2001Simple 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
2002Asymptotic Theory for Econometricians (rev. ed.) In: Journal of the American Statistical Association.
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article0
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]
article672
1991Nonstationary 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
1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
[Citation analysis]
article160
1998Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters. In: Journal of Business & Economic Statistics.
[Citation analysis]
article25
2005Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis In: Journal of Business & Economic Statistics.
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article76
2003Powerful 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.
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This paper has nother version. Agregated cites: 76
paper
2003Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis.(2003) In: Econometrics.
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This paper has nother version. Agregated cites: 76
paper
1999Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers In: Journal of Time Series Analysis.
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article62
2008Fixed?b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators In: Journal of Time Series Analysis.
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article20
2006Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 20
paper
2016Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean In: Journal of Time Series Analysis.
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article2
2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data In: Journal of Time Series Analysis.
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article1
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
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paper518
1997Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics.
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paper18
2002ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN.(2002) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 18
article
1999Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics.
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paper0
2009The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series In: Journal of Time Series Econometrics.
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article8
1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series In: Econometric Theory.
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article117
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
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article93
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
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article216
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