Timothy Vogelsang : Citation Profile

Michigan State University

21

H index

30

i10 index

3316

Citations

RESEARCH PRODUCTION:

44

Articles

28

Papers

3

Chapters

RESEARCH ACTIVITY:

   33 years (1991 - 2024). See details.
   Cites by year: 100
   Journals where Timothy Vogelsang has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 27 (0.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo70
   Updated: 2025-04-19    RAS profile: 2024-08-08    
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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 (103)

Perron, Pierre (93)

Leybourne, Stephen (81)

Harvey, David (75)

Taylor, Robert (66)

Phillips, Peter (44)

Montañés, Antonio (40)

Tamarit, Cecilio (39)

Shahbaz, Muhammad (35)

Carrion-i-Silvestre, Josep (34)

Camarero, Mariam (28)

Cites to:

Phillips, Peter (34)

Kiefer, Nicholas (30)

Andrews, Donald (21)

Sun, Yixiao (17)

Perron, Pierre (16)

Stock, James (13)

Jin, Sainan (10)

Ploberger, Werner (9)

Watson, Mark (8)

Bai, Jushan (8)

Bunzel, Helle (8)

Main data

Production by document typearticlechapterpaper19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 21Most cited documents12345678910111213141516171819202122230250500750Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Timothy Vogelsang has published?

Journals with more than one article published# docs
Econometric Theory9
Journal of Econometrics6
Journal of Time Series Analysis4
Econometrica4
Journal of Business & Economic Statistics4
Journal of the American Statistical Association2
Journal of Business & Economic Statistics2
Econometrics Journal2

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

Recent works citing Timothy Vogelsang (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Normal Approximation in Large Network Models. (2019). Leung, Michael ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1904.11060.

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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity. (2021). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02235.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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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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2024On 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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2025Cluster-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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2024Causal Models for Longitudinal and Panel Data: A Survey. (2023). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors. (2025). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2503.13950.

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2024.

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2024Search frictions in rental markets: Evidence from urban China. (2024). Yang, Zan ; Fu, Yuqi ; Fan, Ying ; Chen, Ming. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001852.

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2024Pollution-induced trips: Evidence from flight and train bookings in China. (2024). Han, Yajie ; Guo, Dongmei ; Dai, Ruochen ; Qin, YU. In: Journal of Development Economics. RePEc:eee:deveco:v:171:y:2024:i:c:s0304387824000890.

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2024Climate change and the US wheat commodity market. (2024). Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

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2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

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2024Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810.

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2024Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762.

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2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). Hong, Yongmiao ; Linton, Oliver ; Wang, Shouyang ; Sun, Jiajing ; McCabe, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003196.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity. (2024). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300341x.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024Standard errors for panel data models with unknown clusters. (2024). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303341.

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2024Is Newey–West optimal among first-order kernels?. (2024). Walker, Christopher D ; Stock, James H ; Kolokotrones, Thomas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

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2024Fixed-b asymptotics for panel models with two-way clustering. (2024). Vogelsang, Timothy J ; Chen, Kaicheng. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001763.

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2024Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481.

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2024Retail traders and co-movement: Evidence from Robinhood trading activity. (2024). faff, robert ; Oliver, Barry ; Haghighi, Afshin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

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2024Survey density forecast comparison in small samples. (2024). Iacone, Fabrizio ; Coroneo, Laura ; Profumo, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504.

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2024Managing decision fatigue: Evidence from analysts’ earnings forecasts. (2024). Jiao, Yawen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000393.

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2024And suddenly, the rain! When surprises shape experienced utility. (2024). Figini, Paolo ; Leoni, Veronica ; Vici, Laura. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:771-784.

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2024Heat of the Moment: How Temperature Influences the Search and Purchase of Energy-Using Appliances. (2024). Cattaneo, Cristina ; Tavoni, Massimo ; Dadda, Giovanna ; Bonan, Jacopo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003093.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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2024Polluted cognition: The effect of air pollution on online purchasing behavior. (2024). Wen, Hanlin ; Lin, Yixun ; Xia, Xinyue. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:79:y:2024:i:c:s0969698924001358.

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2024Mineral resources policy with economic risk: Envisaging the role of mineral resources with inclusive financial development for the US economy. (2024). Ma, Liuyun ; Niu, Lijuan. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724004732.

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2024Cross-sectional financial conditions, business cycles and the lending channel. (2024). , Thiago. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:c:s0304393224000503.

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2024The impact of capacity utilisation on product innovation in emerging economies: The moderating effects of firm ownerships. (2024). Soukal, Ivan ; Ardito, Lorenzo ; Odei, Samuel Amponsah. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004621.

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2024An analysis of the context factors influencing the diverse response of airports to COVID-19 using panel and group regression. (2024). Grubesic, Tony H ; Fuellhart, Kurt ; Chen, Yuting ; Witlox, Frank ; Zhang, Shengrun. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:179:y:2024:i:c:s0965856423003452.

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2025.

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2025Towards Sustainable Development: Assessing the Significance of World Uncertainty in Green Technology Innovation. (2025). Qin, Meng ; Dou, Junyi ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1314-:d:1584794.

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2024Testing and Quantifying Economic Resilience. (2024). Hara, Naoko ; Yamamoto, Yohei. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-142.

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2024Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test. (2024). Wang, Zhenxin ; Yan, Yayi. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10553-0.

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2024Interpersonal Projection Bias: Experimental Evidence. (2024). Jafarli, Farid. In: SocArXiv. RePEc:osf:socarx:qrk73.

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2024Impact of Exchange Rate on Trade Balance of India: Evidence from Threshold Cointegration with Asymmetric Error Correction Approach. (2024). Mallick, Lingaraj ; Behera, Smruti Ranjan ; Bhattacharya, Mita. In: Foreign Trade Review. RePEc:sae:fortra:v:59:y:2024:i:2:p:279-308.

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2024Urban growth in the long term: Belgium, 1880–1970. (2024). Standaert, Samuel ; Ramos, Arturo ; González-Val, Rafael ; Gonzlez-Val, Rafael. In: The Annals of Regional Science. RePEc:spr:anresc:v:72:y:2024:i:3:d:10.1007_s00168-023-01226-1.

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2024The effects of the oil price and temperature on food inflation in Latin America. (2024). Kse, Nezir ; Nal, Emre. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:2:d:10.1007_s10668-022-02817-2.

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2024COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0.

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2025Asymptotic F and t Tests in Cointegrating Regressions with Asymptotically Homogeneous Functions. (2025). Sun, Yixiao ; Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2025-01.

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2024Porter-Type Regional Agglomerations, Export Performance, and Inclusive Regional Policy: An Empirical Assessment of Turkish Manufacturing Sector. (2024). Cem, Kirankabe Mustafa ; Abdullah, Erkul. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:2:p:136-152:n:1009.

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2024Changes in the effects of oil price shocks on US industrial production. (2024). Kwon, Dohyoung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2515-2526.

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Works by Timothy Vogelsang:

Year  ↓Title  ↓Type  ↓Cited  ↓
2007Projection Bias in Catalog Orders In: American Economic Review.
[Full Text][Citation analysis]		article85
2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering In: Papers.
[Full Text][Citation analysis]		paper0
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article10
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: 10		paper
2002Asymptotic Theory for Econometricians (rev. ed.) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]		article684
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: 684		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]		article171
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article62
2008Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article21
2006Fixed-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: 21		paper
2016Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2015Estimation and Inference of Linear Trend Slope Ratios with an Application to Global Temperature Data.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper518
1997Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper19
2002ANALYSIS 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: 19		article
1999Forecasting Dynamic Time Series in the Presence of Deterministic Components In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2009The 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]		article8
1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series In: Econometric Theory.
[Full Text][Citation analysis]		article121
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]		article97
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article226
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 226		paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article25
2011SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION In: Econometric Theory.
[Full Text][Citation analysis]		article0
2011TESTING 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]		article13
2013A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article18
2011A 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: 18		paper
2016FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article21
2019HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory.
[Full Text][Citation analysis]		article4
1999Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 In: The Journal of Economic History.
[Full Text][Citation analysis]		article0
2000Forecasting Autoregressive Time Series in the Presence of Deterministic Components In: Working Papers.
[Full Text][Citation analysis]		paper6
2002Forecasting autoregressive time series in the presence of deterministic components.(2002) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2000The Application of Size Robust Trend Analysis to Global Warming Temperature Series In: Working Papers.
[Full Text][Citation analysis]		paper6
2000A New Approach to the Asymptotics of HAC Robust Testing in Econometrics In: Working Papers.
[Full Text][Citation analysis]		paper0
2001Testing in GMM Models without Truncation In: Working Papers.
[Full Text][Citation analysis]		paper5
2003TESTING IN GMM MODELS WITHOUT TRUNCATION.(2003) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		chapter
2001Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series In: Working Papers.
[Full Text][Citation analysis]		paper8
2001Testing for Common Deterministic Trend Slopes In: Working Papers.
[Full Text][Citation analysis]		paper16
2005Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2001Testing for common deterministic trend slopes.(2001) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
1998Trend Function Hypothesis Testing in the Presence of Serial Correlation In: Econometrica.
[Citation analysis]		article175
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]		article145
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has nother version. Agregated cites: 145		paper
2000A Simple Test of the Law of Demand for the United States In: Econometrica.
[Citation analysis]		article3
2002Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation In: Econometrica.
[Citation analysis]		article119
2011Fixed‐b analysis of LM‐type tests for a shift in mean In: Econometrics Journal.
[Full Text][Citation analysis]		article12
2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators In: Economics Letters.
[Full Text][Citation analysis]		article3
2012Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article99
2014Integrated modified OLS estimation and fixed-b inference for cointegrating regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2011Integrated 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: 27		paper
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