Access Statistics for Timothy Vogelsang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fixed-b Perspective on the Phillips-Perron Unit Root Tests 0 1 1 120 3 6 17 310
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 0 0 4 97
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 0 1 6 128 0 2 22 344
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 1 4 18 602
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 2 7 194 1 4 17 453
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 0 0 343 1 2 11 1,484
Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators 0 0 0 46 1 4 12 159
Forecasting Autoregressive Time Series in the Presence of Deterministic Components 0 1 1 25 0 1 4 105
Forecasting Dynamic Time Series in the Presence of Deterministic Components 0 0 0 441 1 2 5 1,942
Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions 0 0 1 142 1 4 18 318
Level Shifts and Purchasing Power Parity 0 1 2 321 1 6 12 889
Multivariate trend comparisons between autocorrelated climate series with general trend regressors 0 0 1 61 0 1 9 141
Nonparametric Rank Tests for Non-stationary Panels 0 0 1 160 0 4 14 311
Nonstationary and Level Shifts With An Application To Purchasing Power Parity 0 0 0 6 0 2 11 1,036
On Testing for a Unit Root in the Presence of Additive Outliers 0 0 0 0 0 0 7 254
Powerful Tests of Structural Change That are Robust to Strong Serial Correlation 0 0 1 180 0 1 10 462
Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis 0 0 0 106 1 1 7 705
Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis 0 0 0 273 0 1 12 1,036
Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems 0 0 0 68 0 1 8 152
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 0 1 6 45
Simple Robust Testing of Regression Hypotheses 0 0 0 0 1 3 8 132
Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series 1 1 1 55 2 3 5 182
Testing for Common Deterministic Trend Slopes 0 0 0 43 0 3 9 190
Testing for common deterministic trend slopes 0 0 0 14 1 4 12 86
Testing in GMM Models without Truncation 0 0 0 27 0 1 3 95
The Application of Size Robust Trend Analysis to Global Warming Temperature Series 0 0 0 33 0 2 7 144
Total Working Papers 1 7 22 2,810 15 63 268 11,674


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 0 0 0 88 0 1 6 221
A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks 2 4 6 13 2 6 21 34
A Simple Test of the Law of Demand for the United States 0 0 0 0 1 1 4 585
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 0 1 71 0 1 8 245
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 2 12 34 1,036
Are U.S. regions converging? Using new econometric methods to examine old issues 0 1 3 244 0 1 11 725
Asymptotic Theory for Econometricians (rev. ed.) 0 0 0 313 0 0 4 587
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 0 5 44 2 5 22 123
Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 0 0 0 7 0 0 3 42
Comment 0 0 0 2 0 0 1 19
Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data 0 0 3 3 1 7 18 27
Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean 0 1 2 19 0 2 8 58
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 2 6 0 1 10 40
Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators 0 0 3 7 0 1 9 28
Fixed- b Inference for Testing Structural Change in a Time Series Regression 0 0 0 4 2 5 22 36
Fixed‐b analysis of LM‐type tests for a shift in mean 1 1 1 37 1 3 14 294
Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators 0 0 0 28 1 2 11 97
Forecasting autoregressive time series in the presence of deterministic components 0 1 1 83 0 2 7 524
HAC robust trend comparisons among climate series with possible level shifts 0 0 0 0 0 1 3 20
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 1 38 0 2 8 117
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects 1 1 22 164 3 24 97 689
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 1 168 2 3 12 863
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions 0 0 3 38 0 4 25 139
Nonparametric rank tests for non-stationary panels 0 0 0 29 0 2 13 111
Nonstationarity and Level Shifts with an Application to Purchasing Power Parity 0 0 0 0 1 4 23 1,190
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 0 107 0 0 2 305
Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis 0 0 0 90 0 1 7 233
Projection Bias in Catalog Orders 0 1 1 56 3 6 30 310
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 0 0 2 60
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 27 0 1 9 84
Simple Robust Testing of Regression Hypotheses 0 0 0 3 1 2 9 905
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series 0 0 0 48 1 2 9 141
TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS 0 0 0 12 0 1 3 55
Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters 0 0 0 0 0 1 5 295
Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions 0 0 0 0 2 7 19 724
Testing for common deterministic trend slopes 0 0 0 41 0 3 11 148
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series 0 0 2 124 0 3 13 360
Trend Function Hypothesis Testing in the Presence of Serial Correlation 0 0 0 4 1 2 15 1,382
Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers 0 0 1 1 0 0 3 5
Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series 0 0 0 130 0 0 5 228
Total Journal Articles 4 10 58 2,060 26 119 536 13,085


Statistics updated 2020-09-04