Timothy Vogelsang : Citation Profile

Michigan State University

21

H index

30

i10 index

3971

Citations

RESEARCH PRODUCTION:

44

Articles

28

Papers

3

Chapters

RESEARCH ACTIVITY:

   33 years (1991 - 2024). See details.
   Cites by year: 120
   Journals where Timothy Vogelsang has often published
   Relations with other researchers
   Recent citing documents: 143.    Total self citations: 27 (0.68 %)

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   Permalink: http://citec.repec.org/pvo70
   Updated: 2026-01-03    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:

Perron, Pierre (142)

Sun, Yixiao (104)

Leybourne, Stephen (81)

Harvey, David (76)

Taylor, Robert (67)

Montañés, Antonio (53)

Phillips, Peter (47)

Shahbaz, Muhammad (42)

Tamarit, Cecilio (42)

Carrion-i-Silvestre, Josep (38)

Hwang, Jungbin (31)

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)

Bai, Jushan (8)

Bunzel, Helle (8)

Watson, Mark (8)

Main data

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
Econometrics Journal2
Journal of Business & Economic Statistics2

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)

YearTitle of citing document
2024Exploring Geographical Variability in Sugarcane Yields: A Geographically Weighted Panel Regression Approach with MM Estimation. (2024). Mondiana, Yani Quarta ; Pramoedyo, Henny ; Iriany, Atiek. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:35-65.

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2024The Relationship Between Inflation, Human Development Index and CO2 in Selected Country Groups. (2024). Engl, Aykut ; Akan, Canan Daidir ; Alkan, Ufuk ; Ate, Mehmet Hanifi. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:39:y:2024:i:122:p:79-109.

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2024The Social Costs of Keystone Species Collapse: Evidence from the Decline of Vultures in India. (2024). Sudarshan, Anant ; Frank, Eyal. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:10:p:3007-40.

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2024A Rising Tide Raises all Boats: The changing distribution of salaries in the NBA over time. (2024). , Tiberiu ; Groothuis, Peter A ; Strazicich, Mark C. In: Working Papers. RePEc:apl:wpaper:24-20.

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2025Normal Approximation in Large Network Models. (2024). Moon, Hyungsik ; Leung, Michael. In: Papers. RePEc:arx:papers:1904.11060.

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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2024). 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. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Prewhitened Long-Run Variance Estimation Robust to Nonstationarity. (2024). 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. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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

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2024On Robust Inference in Time Series Regression. (2024). Mora, Aaron ; Kapetanios, George ; Diebold, Francis ; Baillie, Richard T ; Ho, Kun. In: Papers. RePEc:arx:papers:2203.04080.

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2025Genuinely Robust Inference for Clustered Data. (2025). Wang, Yulong ; Sasaki, Yuya ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2308.10138.

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

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2024Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis. (2024). Gonz, Paula Fern'Andez ; Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.00567.

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2024Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P. In: Papers. RePEc:arx:papers:2410.07224.

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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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2025Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation. (2025). DellaVigna, Stefano ; Ritzwoller, David M ; Kim, Woojin ; Imbens, Guido. In: Papers. RePEc:arx:papers:2504.13295.

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2025Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity. (2025). Chen, Kaicheng. In: Papers. RePEc:arx:papers:2504.18772.

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2025Robust Inference when Nuisance Parameters may be Partially Identified with Applications to Synthetic Controls. (2025). Fry, Joseph. In: Papers. RePEc:arx:papers:2507.00307.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025SLIM: Stochastic Learning and Inference in Overidentified Models. (2025). Lee, Sokbae ; Kim, Min Seong ; Chen, Xiaohong ; Song, Myunghyun ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.20996.

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2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2024The Tourism-led Economic Growth Hypothesis in the Euro Area: Do Asymmetries and Structural Breaks Matter?. (2024). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Konstantakopoulou, Ioanna. In: Working Papers. RePEc:awm:wpaper:20.

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2024Tourism‐induced growth and quality of life: the Singapore story. (2024). Wood, Jacob ; Tan, Sook Rei ; Jang, Haejin ; Li, Changtai ; Wong, Caroline. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:38:y:2024:i:1:p:204-224.

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2024On the impact of institutional change: Rights reassignment and career length. (2024). Schmidt, Martin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1702-1721.

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2024Correcting the bias of the sample cross‐covariance estimator. (2024). Li, Yifan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:214-247.

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2025Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach. (2025). Escribano, Lvaro ; Rodrguez, Juan Andrs. In: UC3M Working papers. Economics. RePEc:cte:werepe:47734.

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2025Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic. (2025). Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:48471.

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2024Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression. (2024). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2399.

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2024Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries. (2024). Phillips, Peter ; Marotta, Fulvia ; Giraitis, Liudas. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2409.

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2025Optimal Estimation In A Multicointegrated System. (2025). Phillips, Peter ; Kheifets, Igor L. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2463.

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2025SLIM: Stochastic Learning and Inference in Overidentified Models. (2025). Song, Myunghyun ; Seo, Myung Hwan ; Lee, Sokbae ; Kim, Min Seong ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2472.

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2024Current account determinants in a globalized world. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Carrin, Josep Llus. In: Working Papers. RePEc:eec:wpaper:2410.

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2024Air pollution and online lender behavior: Evidence from Chinese peer-to-peer lending. (2024). Chen, Xiao ; Guo, Gangxing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000340.

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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). Qin, Yu ; Han, Yajie ; Guo, Dongmei ; Dai, Ruochen. 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). de Lipsis, Vincenzo ; Agnolucci, Paolo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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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). Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; 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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2025Market broadening and future volatility: A study of Russell 2000 and S&P 500 equal weight ETFs. (2025). O'Mahony, Barry ; Valadkhani, Abbas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000099.

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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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2024Weather to pay attention to energy efficiency on the housing market. (2024). Fang, Ximeng ; Singhal, Puja. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s0165176524005251.

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2025Estimation and inference in a possibly multicointegrated system with a fixed number of instruments. (2025). Phillips, Peter ; Kheifets, Igor L ; Sun, Yixiao. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s016517652500134x.

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2025A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776.

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2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. (2024). LINTON, OLIVER ; Hong, Yongmiao ; 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). Kolokotrones, Thomas ; Stock, James H ; Walker, Christopher D. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000301.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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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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2024Some fixed-b results for regressions with high frequency data over long spans. (2024). Vogelsang, Timothy J ; Hwang, Taeyoon. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001192.

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2025Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198.

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2025Limit theory and inference in non-cointegrated functional coefficient regression. (2025). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000508.

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2025Dimension-agnostic change point detection. (2025). Gao, Hanjia ; Shao, Xiaofeng ; Wang, Runmin. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000661.

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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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2025Who pays for the EU Emission Trading System? The risk of shifting tax burden from firm to final consumer. (2025). Magazzino, Cosimo ; Bergantino, Angela Stefania ; Amaddeo, Elsa. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000635.

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2025Environment and Energy: Does climate risk shape the energy consumption behavior of firms?. (2025). Srivastav, Shashank Prakash ; Kannadhasan, M. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004578.

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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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2025Lending standards and output growth. (2025). Kirti, Divya. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001360.

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2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. 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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2025Testing for equal predictive accuracy with strong dependence. (2025). Iacone, Fabrizio ; Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1073-1092.

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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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2025Tour detour: Intermediaries’ search diversion in rental markets. (2025). Fan, Ying ; Fu, Yuqi ; Yang, Zan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002446.

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2025Perception and protection: The effect of risk exposure on demand for index insurance in Mongolia. (2025). Kraehnert, Kati ; Mogge, Lukas. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:130:y:2025:i:c:s0095069624001876.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Hanson, Samuel G ; Venter, Gyuri ; Malkhozov, Aytek. 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). Lin, Yixun ; Xia, Xinyue ; Wen, Hanlin. 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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2025Temporal dynamics of uncertainty shocks on Chinas trade openness: A TVP-VAR estimation. (2025). Emmanouilidis, Kyriakos ; Golitsis, Petros. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000209.

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2025Causality and dynamic volatility spillover between the cryptocurrency implied exchange rate and the official exchange rate. (2025). Ma, Shiqun ; Feng, Chao ; Yin, Zhichao ; Xiang, Lijin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001657.

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2025Testing monetary neutrality with respect to relative price of oil using divisia M4. (2025). Miljkovic, Dragan ; Baek, Jungho ; Caton, James Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000195.

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2025Re-assessment of sustainability of current account deficit in India: Insights from threshold cointegration and NARDL analysis. (2025). Mallick, Lingaraj. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s109094432500016x.

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2025The dynamic impact of cryptocurrency implied exchange rates on stock market returns: An empirical study of G7 countries. (2025). Xiao, Zumian ; Feng, Chao ; Ma, Shiqun ; Xiang, Lijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000595.

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2024Cash transfers and the Phillips curve: The case of Brazil during the pandemic. (2024). Divino, Jose Angelo ; da Silva, Adriana Gomes. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:680-688.

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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). Chen, Yuting ; Grubesic, Tony H ; Zhang, Shengrun ; Fuellhart, Kurt ; Witlox, Frank. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:179:y:2024:i:c:s0965856423003452.

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2024Skill intensity in manufacturing exports: do basic, technology-intensive or differentiated exports cause growth in Kuwait?. (2024). Kalaitzi, Athanasia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:124521.

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2025Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2025). Wei, Min ; Minoiu, Camelia ; Schneider, Andrs. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101197.

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2024Evaluating Renewable Energy’s Role in Mitigating CO 2 Emissions: A Case Study of Solar Power in Finland Using the ARDL Approach. (2024). Georgescu, Irina ; Kinnunen, Jani ; Nica, Ionu. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:16:p:4152-:d:1460500.

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2024The Real-Time Impact of Political Risk on Market Valuations: Evidence from Peru. (2024). Saiegh, Sebastian ; Navia, Patricio ; Pinto, Pablo ; Micozzi, Juan Pablo. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:298-:d:1434544.

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2024Testing a Class of Piece-Wise CHARN Models with Application to Change-Point Study. (2024). Khraibani, Zaher ; Salman, Youssef ; Ngatchou-Wandji, Joseph. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:13:p:2092-:d:1428441.

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2024A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675.

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2025Smoothing the Subjective Financial Risk Tolerance: Volatility and Market Implications. (2025). Kim, Eunchan ; Heo, Wookjae. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:4:p:680-:d:1594857.

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2024Evaluating the Determinants of Deforestation in Romania: Empirical Evidence from an Autoregressive Distributed Lag Model and the Bayer–Hanck Cointegration Approach. (2024). Georgescu, Irina ; Nica, Ionu. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:13:p:5297-:d:1419743.

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2024Technological Innovation, Trade Openness, Natural Resources, and Environmental Sustainability in Egypt and Turkey: Evidence from Load Capacity Factor and Inverted Load Capacity Factor with Fourier Functions. (2024). Qamruzzaman, MD ; Jahan, Sharmin ; Yingjun, Zhu. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:19:p:8643-:d:1493164.

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2024Assessing Forest Conservation for Finland: An ARDL-Based Evaluation. (2024). Georgescu, Irina ; Kinnunen, Jani ; Nica, Ionu. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:2:p:612-:d:1316645.

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2024Examining the Impact of External Debt, Natural Resources, Foreign Direct Investment, and Economic Growth on Ecological Sustainability in Brazil. (2024). Saleem, Saleem Haji ; Ahmed, Dildar Haydar ; Samour, Ahmed. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:3:p:1037-:d:1326402.

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2025Investigating the Influence of Renewable Energy Use and Innovative Investments in the Transportation Sector on Environmental Sustainability—A Nonlinear Assessment. (2025). Alsunousi, Mohammed Adgheem ; Tenekeci, Gktu. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4311-:d:1652499.

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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). Yamamoto, Yohei ; Hara, Naoko. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-142.

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2024THE DRIVERS OF US BANKS’ DEMAND OF GOVERNMENT SECURITIES. (2024). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp03362024.

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2024The Asymmetric Impacts of Economic, Social, and Political Globalization on Inflation. (2024). Yilmaz, Hande Aksoz. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:1:p:63-74.

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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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2025Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm. (2025). Amalan, Zge ; Hasdemir, Esra ; Omay, Tolga ; Kker, Mustafa Can. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10651-z.

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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.
[Full Text][Citation analysis]		article89
2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering In: Papers.
[Full Text][Citation analysis]		paper1
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]		article698
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: 698		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]		article744
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]		article80
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: 80		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: 80		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]		article22
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: 22		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]		article5
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]		article122
2002HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]		article99
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS In: Econometric Theory.
[Full Text][Citation analysis]		article233
2005A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 233		paper
2011BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP In: Econometric Theory.
[Full Text][Citation analysis]		article27
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]		article19
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: 19		paper
2016FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]		article22
2019HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory.
[Full Text][Citation analysis]		article5
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]		paper17
2005Testing for common deterministic trend slopes.(2005) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2001Testing for common deterministic trend slopes.(2001) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
1998Trend Function Hypothesis Testing in the Presence of Serial Correlation In: Econometrica.
[Citation analysis]		article178
2000Simple Robust Testing of Regression Hypotheses In: Econometrica.
[Citation analysis]		article153
2000Simple Robust Testing of Regression Hypotheses.(2000) In: Staff General Research Papers Archive.
[Citation analysis]
This paper has nother version. Agregated cites: 153		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]		article124
2011Fixed‐b analysis of LM‐type tests for a shift in mean In: Econometrics Journal.
[Full Text][Citation analysis]		article13
2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators In: Economics Letters.
[Full Text][Citation analysis]		article4
2012Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article104
2014Integrated modified OLS estimation and fixed-b inference for cointegrating regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
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: 32		paper
2015Nonparametric rank tests for non-stationary panels In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2011Nonparametric Rank Tests for Non-stationary Panels.(2011) In: Economics Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		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]		article351
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: 351		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: 351		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]		paper9
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]		article13
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
2014HAC robust trend comparisons among climate series with possible level shifts In: Environmetrics.
[Full Text][Citation analysis]		article20

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