Timothy Vogelsang : Citation Profile


Are you Timothy Vogelsang?

Michigan State University

18

H index

24

i10 index

1873

Citations

RESEARCH PRODUCTION:

41

Articles

26

Papers

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 69
   Journals where Timothy Vogelsang has often published
   Relations with other researchers
   Recent citing documents: 195.    Total self citations: 25 (1.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvo70
   Updated: 2019-07-21    RAS profile: 2019-03-26    
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Relations with other researchers


Works with:

Wagner, Martin (3)

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 (95)

Leybourne, Stephen (74)

Perron, Pierre (70)

Harvey, David (68)

Taylor, Robert (63)

Phillips, Peter (25)

Tamarit, Cecilio (24)

Al-Sadoon, Majid (24)

Kruse, Robinson (24)

Montañés, Antonio (22)

Esteve, Vicente (21)

Cites to:

Kiefer, Nicholas (28)

Phillips, Peter (27)

Andrews, Donald (17)

Perron, Pierre (16)

Stock, James (13)

Sun, Yixiao (11)

Ploberger, Werner (9)

Bunzel, Helle (9)

Watson, Mark (8)

Jin, Sainan (7)

Bai, Jushan (6)

Main data


Where Timothy Vogelsang has published?


Journals with more than one article published# docs
Econometric Theory8
Journal of Econometrics5
Journal of Time Series Analysis4
Econometrica4
Journal of Business & Economic Statistics4
Econometrics Journal2
Journal of the American Statistical Association2

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 (2018 and 2017)


YearTitle of citing document
2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Giri, A K ; Shastri, Shruti ; Mohapatra, Geetilaxmi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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2018Effect of exchange rate policy on GDP and GDP components: The Kyrgyz Republic Case. (2018). Sekmen, Fuat ; Madmarov, Nurbek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:137-166.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO. In: CSI: Climate and Sustainable Innovation. RePEc:ags:cpaper:268728.

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2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:253732.

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2018Impact of the Russian agricultural import ban on the Serbian pork exports and domestic price development along the pork value chain. (2018). Duric, I ; Zaric, V ; Glauben, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277201.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991.

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2018Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357.

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

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2018Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039.

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2017A rank approach for studying cross-currency bases and the covered interest rate parity. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gomez-Malagon, Santiago ; Ordoez-Callamand, Daniel. In: Borradores de Economia. RePEc:bdr:borrec:994.

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2019ENERGY USE AND TEMPERATURE HABITUATION: EVIDENCE FROM HIGH FREQUENCY THERMOSTAT USAGE DATA. (2019). Ho, Benjamin ; Ge, QI. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1196-1214.

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2017Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis. (2017). Wied, Dominik ; Wagner, Martin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:960-980.

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2017Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component. (2017). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Perron, Pierre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:822-850.

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2018ANALYSIS OF THE DETERMINANT FACTORS OF THE HISTORICAL DEVELOPMENT OF AIR TRANSPORT: AN EMPIRICAL APPLICATION TO TURKEY. (2018). Kasim, Kraci. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:74-90.

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2017Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014.

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2019Estimation and Inference in Semiparametric Quantile Factor Models. (2019). Ma, S ; Gao, J ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1933.

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2018Heteroscedasticity and Autocorrelation Robust F and t Tests in Stata. (2018). Sun, Yixiao ; Ye, Xiaoqing. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0bb8d0s9.

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2019A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions. (2019). Sun, Yixiao ; Liu, Cheng. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0ck2109g.

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2019Asymptotic F Tests under Possibly Weak Identification. (2019). Wang, Xuexin ; Sun, Yixiao ; Martinez-Iriarte, Julian. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6qk200q8.

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2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk.

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2017Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:597.

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2018Too Slow a Change? Deep Habits, Consumption Shifts and Transitory Tax Policy. (2018). van den Bijgaart, Inge . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6958.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Sentana, Enrique ; Amengual, Dante ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2017_1709.

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2017Testing Distributional Assumptions Using a Continuum of Moments. (2017). Amengual, Dante ; Sentana, Enrique ; Carrasco, Marine. In: Working Papers. RePEc:cmf:wpaper:wp2018_1709.

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2018External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks. (2018). Delbianco, Fernando ; Fioriti, Andres. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016022.

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2017Trends in distributional characteristics : Existence of global warming. (2017). Gonzalo, Jesus ; Gadea, María. In: UC3M Working papers. Economics. RePEc:cte:werepe:24121.

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2018HAR Testing for Spurious Regression in Trend. (2018). Phillips, Peter ; Wang, Xiaohu ; Zhang, Yonghui ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2153.

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2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

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2017Does external debt- poverty relationship confirm the debtoverhang hypothesis for developing counties?. (2017). Zaghdoudi, Taha ; HAKIMI, ABDELAZIZ. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00874.

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2018Inflation and Relative Price Variability in Brazil: A Time-Varying Parameter Approach. (2018). da Silva, Cleomar Gomes ; Boaretto, Gilberto O. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00947.

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2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182197.

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2017Financial Development and Economic Growth: The Empirical Evidence of the Southern Mediterranean Countries. (2017). Aydi, Mohamed ; Aguir, Abdelkader. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-27.

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2018How can Bitcoin Price Fluctuations be Explained?. (2018). Kjarland, Frode ; Oyen, Vilde ; Oust, Are ; Meland, Maria. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-38.

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2018An Asymmetric Analysis of the Relationship between Openness and Inflation in Côte d’Ivoire. (2018). Kouton, Jeffrey. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-10.

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2018FH Puzzle in the Eurozone: A time-varying analysis Preliminary Draft. (2018). Camarero, Mariam ; Tamarit, Cecilio ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:1813.

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2018Anticipating electricity prices for future needs – Implications for liberalised retail markets. (2018). Allan, Tian Sheng ; le Ng, Jia. In: Applied Energy. RePEc:eee:appene:v:212:y:2018:i:c:p:244-264.

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2018Alternative HAC covariance matrix estimators with improved finite sample properties. (2018). Hartigan, Luke . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:55-73.

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2018Assessing the degree of international consumption risk sharing. (2018). Servén, Luis ; Hevia, Constantino ; Serven, Luis. In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:176-190.

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2018Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355.

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2018Does an aging population influence stock markets? Evidence from New Zealand. (2018). Hettihewa, Samanthala ; Zhang, Hanxiong ; Saha, Shrabani. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:142-158.

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2017Fixed bandwidth asymptotics for the studentized mean of fractionally integrated processes. (2017). Iacone, Fabrizio ; Hualde, Javier. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:39-43.

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2017Revisiting inflation in the euro area allowing for long memory. (2017). Iacone, Fabrizio ; Hualde, Javier. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:145-150.

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2017Significance test in nonstationary logit panel model with serially correlated dependent variable. (2017). Chu, Chia-Shang J ; Zhang, Lina ; Liu, Nan. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:37-41.

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2019The Phillips unit root tests for polynomials of integrated processes revisited. (2019). Wagner, Martin ; Stypka, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:109-113.

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2017A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (2017). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:298-322.

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2017Asymptotic F and t tests in an efficient GMM setting. (2017). Sun, Yixiao ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:277-295.

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2017A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62.

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2018Autoregressive spatial spectral estimates. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:80-95.

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2018Asymptotic inference about predictive accuracy using high frequency data. (2018). Li, Jia ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:223-240.

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2018Confidence regions for entries of a large precision matrix. (2018). Chang, Jinyuan ; Zou, Tao ; Yao, Qiwei ; Qiu, Yumou . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:57-82.

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2018Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. (2018). Hwang, Jungbin ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:381-405.

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2018Controlling the size of autocorrelation robust tests. (2018). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:406-431.

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2019Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

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2019Testing subspace Granger causality. (2019). Al-Sadoon, Majid M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:42-61.

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2018Macroeconomic uncertainty and the distant forward-rate slope. (2018). Connolly, Robert ; Stivers, Chris ; Dubofsky, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:140-161.

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2017Price volatility and residential electricity decisions: Experimental evidence on the convergence of energy generating source. (2017). Ewing, Bradley ; Williams, Ryan B ; Cardella, Eric. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:428-437.

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2017Electricity consumption and metropolitan economic performance in Guangzhou: 1950–2013. (2017). Fullerton, Thomas ; Walke, Adam G ; He, Yiming. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:154-160.

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2017Per capita carbon dioxide emissions across U.S. states by sector and fossil fuel source: Evidence from club convergence tests. (2017). Payne, James ; Apergis, Nicholas. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:365-372.

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2017Can foreign direct investment harness energy consumption in China? A time series investigation. (2017). Zhang, Lin ; Salim, Ruhul ; Chen, George ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:43-53.

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2018The role of education in the Environmental Kuznets Curve. Evidence from Australian data. (2018). Balaguer, Jacint ; Cantavella, Manuel. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:289-296.

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2018Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis. (2018). Presno, Maria Jose ; Gonzalez, Paula Fernandez ; Landajo, Manuel . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:563-581.

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2019Price and volatility spillovers across the international steam coal market. (2019). , Marco ; Ciner, Cetin ; Brzeszczynski, Janusz ; Batten, Jonathan A ; Yarovaya, Larisa ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

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2018The relationship between energy consumption, urbanization, and economic growth in new emerging-market countries. (2018). bakirtas, tahsin ; Akpolat, Ahmet Gokce . In: Energy. RePEc:eee:energy:v:147:y:2018:i:c:p:110-121.

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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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2019Knowing me, imagining you: Projection and overbidding in auctions. (2019). Breitmoser, Yves. In: Games and Economic Behavior. RePEc:eee:gamebe:v:113:y:2019:i:c:p:423-447.

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2017An international examination of the economic effectiveness of banking recapitalization. (2017). Guney, Yilmaz ; Adegbite, Emmanuel ; Tahir, Suleiman . In: International Business Review. RePEc:eee:iburev:v:26:y:2017:i:3:p:417-434.

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2019Institutional determinants of inward FDI: Evidence from Pakistan. (2019). Shafique, Sujana ; Zafar, Sheeba ; Chowdhury, Anup ; Uddin, Moshfique ; Liu, Jia. In: International Business Review. RePEc:eee:iburev:v:28:y:2019:i:2:p:344-358.

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2018The dawn of an ‘age of deposits’ in the United States. (2018). Rousseau, Peter ; Jaremski, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:264-281.

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2018The impact of institutional volatility on financial volatility in transition economies. (2018). Hartwell, Christopher. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:2:p:598-615.

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2017Perceptions of institutional quality: Evidence of limited attention to higher education rankings. (2017). Meyer, Andrew ; Hanson, Andrew ; Hickman, Daniel C. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:142:y:2017:i:c:p:241-258.

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2018Dynamics and factors of inflation convergence in the European union. (2018). Kočenda, Evžen ; Brož, Václav ; Koenda, Even. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:93-111.

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2018How global is “global inflation”?. (2018). Parker, Miles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:174-197.

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2018The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration. (2018). Türsoy, Turgut ; Faisal, Faisal ; Tursoy, Turgut . In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:49-54.

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2017Tax measures and household financial behaviour: Evidence from France. (2017). Schalck, Christophe. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:127-135.

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2018Monetary policy and overshooting of oil prices in an open economy. (2018). Baek, Jungho ; Miljkovic, Dragan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:1-5.

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2019Fast short-term global solar irradiance forecasting with wrapper mutual information. (2019). Gueymard, Christian A ; Bouzgou, Hassen . In: Renewable Energy. RePEc:eee:renene:v:133:y:2019:i:c:p:1055-1065.

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2017Financial stability, energy consumption and environmental quality: Evidence from South Asian economies. (2017). Ozturk, Ilhan ; Anwar, Sofia ; Nasreen, Samia. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:67:y:2017:i:c:p:1105-1122.

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2017Trend in aggregate idiosyncratic volatility. (2017). Kang, Moonsoo ; Khaksari, Shahriar ; Nam, Kiseok. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:11-28.

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2017Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test. (2017). Tiwari, Aviral ; Kyophilavong, Phouphet ; Bolat, Suleyman . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1089-1095.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323.

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2017Modified information approach for detecting change points in piecewise linear failure rate function. (2017). Cai, Xia ; Ning, Wei ; Tian, Yubin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:125:y:2017:i:c:p:130-140.

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2018Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model. (2018). Tzavalis, Elias ; Karavias, Yiannis ; Symeonides, Spyridon D. In: Statistics & Probability Letters. RePEc:eee:stapro:v:135:y:2018:i:c:p:54-59.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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2017Testing for high-dimensional white noise using maximum cross correlations. (2017). Chang, Jinyuan ; Zhou, Wen ; Yao, Qiwei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68531.

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2018Confidence regions for entries of a large precision matrix. (2018). Zou, Tao ; Yao, Qiwei ; Qiu, Yumou ; Chang, Jinyuan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87513.

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2018Modelling the Relationship between Crude Oil and Agricultural Commodity Prices. (2018). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115608.

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2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2017.09.

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2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2018.01.

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2018Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations. (2018). Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1223.

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2017Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. (2017). Perron, Pierre ; Chang, Seong Yeon. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:5-:d:87211.

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2017Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations. (2017). Rodríguez, Gabriel ; Quineche, Ricardo ; Rodriguez, Gabriel. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:17-:d:95932.

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2017Unit Roots and Structural Breaks. (2017). Perron, Pierre. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:22-:d:100001.

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2018Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392.

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2018The Environmental Consequences of Growth: Empirical Evidence from the Republic of Kazakhstan. (2018). Baek, Jungho ; Akbota, Amantay. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:1:p:19-:d:137005.

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2019Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919.

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2017Effectiveness of Weather Derivatives as a Risk Management Tool in Food Retail: The Case of Croatia. (2017). Tulec, Ivana . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:2-:d:86707.

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More than 100 citations found, this list is not complete...

Works by Timothy Vogelsang:


YearTitleTypeCited
2007Projection Bias in Catalog Orders In: American Economic Review.
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article43
2001Simple Robust Testing of Hypotheses in Nonlinear Models In: Journal of the American Statistical Association.
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article8
2001Simple Robust Testing of Hypothesis in Non-Linear Models.(2001) In: Staff General Research Papers Archive.
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This paper has another version. Agregated cites: 8
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]
article510
1991Nonstationary and Level Shifts With An Application To Purchasing Power Parity..(1991) In: Princeton, Department of Economics - Econometric Research Program.
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This paper has another version. Agregated cites: 510
paper
1992Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions. In: Journal of Business & Economic Statistics.
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article115
1998Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters. In: Journal of Business & Economic Statistics.
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article20
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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article62
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 another version. Agregated cites: 62
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 another version. Agregated cites: 62
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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article3
2008Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators In: Journal of Time Series Analysis.
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article18
2006Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 18
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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article0
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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article0
Level Shifts and Purchasing Power Parity In: Instructional Stata datasets for econometrics.
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paper0
1997Analysis of Vector Autoregressions in the Presence of Shifts in Mean In: Boston College Working Papers in Economics.
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paper13
2002ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN.(2002) In: Econometric Reviews.
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This paper has another version. Agregated cites: 13
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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article7
1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series In: Econometric Theory.
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article97
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
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article77
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
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article137
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 137
paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
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article18
2011SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION In: Econometric Theory.
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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.
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article10
2013A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS In: Econometric Theory.
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article9
2011A Fixed-b Perspective on the Phillips-Perron Unit Root Tests.(2011) In: Economics Series.
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This paper has another version. Agregated cites: 9
paper
2016FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
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article9
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.
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paper3
2002Forecasting autoregressive time series in the presence of deterministic components.(2002) In: Econometrics Journal.
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This paper has another version. Agregated cites: 3
article
2000The Application of Size Robust Trend Analysis to Global Warming Temperature Series In: Working Papers.
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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.
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paper2
2001Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series In: Working Papers.
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paper8
2001Testing for Common Deterministic Trend Slopes In: Working Papers.
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paper14
2005Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 14
article
2001Testing for common deterministic trend slopes.(2001) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 14
paper
1998Trend Function Hypothesis Testing in the Presence of Serial Correlation In: Econometrica.
[Citation analysis]
article144
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]
article103
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has another version. Agregated cites: 103
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.
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article65
2011Fixed‐b analysis of LM‐type tests for a shift in mean In: Econometrics Journal.
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article11
2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators In: Economics Letters.
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article0
2012Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects In: Journal of Econometrics.
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article29
2014Integrated modified OLS estimation and fixed-b inference for cointegrating regressions In: Journal of Econometrics.
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article7
2011Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions.(2011) In: Economics Series.
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This paper has another version. Agregated cites: 7
paper
2015Nonparametric rank tests for non-stationary panels In: Journal of Econometrics.
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article1
2011Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series.
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This paper has another version. Agregated cites: 1
paper
1998Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series In: Journal of Econometrics.
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article19
1994On Testing for a Unit Root in the Presence of Additive Outliers. In: Cornell - Department of Economics.
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paper5
2016Fixed- b Inference for Testing Structural Change in a Time Series Regression In: Econometrics.
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article0
2011Multivariate trend comparisons between autocorrelated climate series with general trend regressors In: Working Papers.
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paper0
1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. In: International Economic Review.
[Citation analysis]
article207
1994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 207
paper
1994Additional 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 another version. Agregated cites: 207
paper
2004Powerful Tests of Structural Change That are Robust to Strong Serial Correlation In: Discussion Papers.
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paper5
1993A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics.
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article3
2002Are U.S. regions converging? Using new econometric methods to examine old issues In: Empirical Economics.
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article27
2014Comment In: Journal of Business & Economic Statistics.
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article0
1998On Seasonal Cycles, Unit Roots, And Mean Shifts In: The Review of Economics and Statistics.
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article32
2005Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems In: Department of Economics Working Papers.
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paper10
2014HAC robust trend comparisons among climate series with possible level shifts In: Environmetrics.
[Full Text][Citation analysis]
article13

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