Timothy Vogelsang : Citation Profile

Are you Timothy Vogelsang?

Michigan State University

20

H index

29

i10 index

3254

Citations

RESEARCH PRODUCTION:

42

Articles

29

Papers

3

Chapters

RESEARCH ACTIVITY:

   33 years (1991 - 2024). See details.
   Cites by year: 98
   Journals where Timothy Vogelsang has often published
   Relations with other researchers
   Recent citing documents: 139.    Total self citations: 28 (0.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvo70
   Updated: 2024-12-03    RAS profile: 2024-08-08    
   Missing citations? Add them    Incorrect content? Let us know

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 (80)

Harvey, David (75)

Taylor, Robert (65)

Phillips, Peter (43)

Montañés, Antonio (40)

Tamarit, Cecilio (39)

Shahbaz, Muhammad (35)

Carrion-i-Silvestre, Josep (34)

Camarero, Mariam (27)

Cites to:

Phillips, Peter (34)

Kiefer, Nicholas (31)

Andrews, Donald (21)

Perron, Pierre (17)

Sun, Yixiao (16)

Stock, James (13)

Bunzel, Helle (10)

Ploberger, Werner (9)

Jin, Sainan (9)

Watson, Mark (8)

Bai, Jushan (8)

Main data

Where Timothy Vogelsang has published?

Journals with more than one article published# docs
Econometric Theory9
Journal of Econometrics6
Econometrica4
Journal of Business & Economic Statistics4
Journal of Time Series Analysis3
Journal of the American Statistical Association2
Journal of Business & Economic Statistics2

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Revisiting financial opening and financial development: A regulation heterogeneity perspective. (2023). Zhang, Yuling ; Zhu, Chaowei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:181-197.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Some impossibility results for inference with cluster dependence with large clusters. (2023). Song, Kyungchul ; Kojevnikov, Denis. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623002403.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023GameFi: The perfect symbiosis of blockchain, tokens, DeFi, and NFTs?. (2023). Schweizer, Denis ; Sevigny, Stephane ; Proelss, Juliane. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004325.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Do petrol prices rise faster than they fall? Evidence from the UK retail and wholesale petrol sectors. (2023). Amountzias, Chrysovalantis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000385.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Testing the impacts of renewable energy, natural resources rent, and technological innovation on the ecological footprint in the USA: Evidence from Bootstrapping ARDL. (2023). Samour, Ahmed ; Joof, Foday ; Ali, Mumtaz ; Radulescu, Magdalena ; Balsalobre-Lorente, Daniel ; Tursoy, Turgut. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008504.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Assessing consensus on nexus between natural gas consumption and economic growth. (2023). Olafuyi, Saburi G ; Okoro, Emeka E. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:187:y:2023:i:c:s1364032123005324.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Works by Timothy Vogelsang:

YearTitleTypeCited
2007Projection Bias in Catalog Orders In: American Economic Review.
[Full Text][Citation analysis]		article81
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]		article683
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: 683		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]		article169
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
2016Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
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]		article119
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]		article96
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article219
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 219		paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article24
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]		article16
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: 16		paper
2016FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article20
2019HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory.
[Full Text][Citation analysis]		article2
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]		paper5
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: 5		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
2006Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators In: Working Papers.
[Full Text][Citation analysis]		paper7
1998Trend Function Hypothesis Testing in the Presence of Serial Correlation In: Econometrica.
[Citation analysis]		article174
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]		article143
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has nother version. Agregated cites: 143		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]		article115
2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators In: Economics Letters.
[Full Text][Citation analysis]		article2
2012Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article95
2014Integrated modified OLS estimation and fixed-b inference for cointegrating regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
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: 26		paper
2015Nonparametric rank tests for non-stationary panels In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2011Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021Inference in time series models using smoothed-clustered standard errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1998Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2003TESTS OF COMMON DETERMINISTIC TREND SLOPES APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter2
2012Serial Correlation Robust LM In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
1994On Testing for a Unit Root in the Presence of Additive Outliers. In: Cornell - Department of Economics.
[Citation analysis]		paper5
2016Fixed- b Inference for Testing Structural Change in a Time Series Regression In: Econometrics.
[Full Text][Citation analysis]		article0
2011Multivariate trend comparisons between autocorrelated climate series with general trend regressors In: Working Papers.
[Full Text][Citation analysis]		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]		article335
1994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time..(1994) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 335		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 nother version. Agregated cites: 335		paper
2024Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions In: IHS Working Paper Series.
[Full Text][Citation analysis]		paper0
2004Powerful Tests of Structural Change That are Robust to Strong Serial Correlation In: Discussion Papers.
[Full Text][Citation analysis]		paper7
1993A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]		article10
2002Are U.S. regions converging? Using new econometric methods to examine old issues In: Empirical Economics.
[Full Text][Citation analysis]		article34
2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2018Comment on HAR Inference: Recommendations for Practice In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
1998On Seasonal Cycles, Unit Roots, And Mean Shifts In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article36
2005Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper10
2014HAC robust trend comparisons among climate series with possible level shifts In: Environmetrics.
[Full Text][Citation analysis]		article20

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team