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 0 0 123 1 2 4 349
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 0 0 0 101
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 0 0 0 141 1 2 4 395
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 0 2 2 632
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 198 0 2 4 487
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 0 1 347 0 1 2 1,499
Estimation and Inference of Linear Trend Slope Ratios with an Application to Global Temperature Data 0 0 0 1 0 0 0 1
Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators 0 0 0 48 0 0 0 168
Fixed-b Asymptotics for Panel Models with Two-Way Clustering 1 1 3 14 1 4 10 22
Forecasting Autoregressive Time Series in the Presence of Deterministic Components 0 0 0 25 0 0 0 107
Forecasting Dynamic Time Series in the Presence of Deterministic Components 0 0 1 442 0 0 2 2,020
Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions 0 2 16 16 1 3 17 17
Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions 0 0 0 148 0 1 2 346
Level Shifts and Purchasing Power Parity 0 0 0 323 1 2 3 910
Multivariate trend comparisons between autocorrelated climate series with general trend regressors 0 0 0 62 0 0 1 254
Nonparametric Rank Tests for Non-stationary Panels 0 0 0 163 0 0 0 346
Nonstationary and Level Shifts With An Application To Purchasing Power Parity 0 0 0 6 1 1 2 1,060
On Testing for a Unit Root in the Presence of Additive Outliers 0 0 0 0 0 0 0 259
Powerful Tests of Structural Change That are Robust to Strong Serial Correlation 0 0 0 185 0 3 3 484
Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis 0 0 0 106 0 2 3 711
Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis 0 0 1 277 0 1 2 1,051
Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebish Singer Hypothesis 0 0 0 0 0 1 2 7
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 1 1 1 53
Simple Robust Testing of Regression Hypotheses 0 0 0 0 1 2 4 156
Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series 0 1 1 58 0 2 3 201
Testing for Common Deterministic Trend Slopes 0 0 0 43 0 2 2 247
Testing for common deterministic trend slopes 0 0 0 14 0 1 1 189
Testing in GMM Models without Truncation 0 0 0 27 0 0 0 99
The Application of Size Robust Trend Analysis to Global Warming Temperature Series 0 0 0 34 0 0 0 164
Total Working Papers 1 4 23 2,825 8 35 74 12,335


Journal Article 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 0 0 13 0 0 0 75
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 0 1 4 94 1 2 7 262
A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks 0 0 2 35 1 1 7 99
A Simple Test of the Law of Demand for the United States 0 0 0 0 0 0 0 592
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 1 3 77 0 1 4 262
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 0 3 10 1,118
Are U.S. regions converging? Using new econometric methods to examine old issues 0 0 0 250 0 0 2 737
Asymptotic Theory for Econometricians (rev. ed.) 0 0 1 316 0 0 3 601
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 1 5 67 0 2 12 187
Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 0 0 0 8 0 3 4 48
Comment 0 0 0 2 0 0 0 20
Comment on "HAR Inference: Recommendations for Practice" 0 1 1 3 0 1 1 9
Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data 0 0 0 9 0 1 1 98
Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean 1 1 1 31 1 1 3 76
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 1 10 1 2 4 58
Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators 0 0 0 12 0 1 2 54
Fixed- b Inference for Testing Structural Change in a Time Series Regression 0 0 0 5 0 0 0 115
Fixed‐b analysis of LM‐type tests for a shift in mean 0 0 0 38 0 0 2 375
Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators 0 0 0 30 0 1 1 109
Forecasting autoregressive time series in the presence of deterministic components 0 0 0 83 0 0 0 525
HAC robust trend comparisons among climate series with possible level shifts 0 0 0 0 0 2 3 37
HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA 0 0 1 5 0 1 3 40
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 0 40 0 1 1 131
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects 3 3 10 240 4 5 33 975
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 0 168 1 1 9 902
Inference in time series models using smoothed-clustered standard errors 0 0 0 3 0 0 1 20
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions 0 0 0 55 0 0 2 228
Nonparametric rank tests for non-stationary panels 0 1 1 37 0 1 1 144
Nonstationarity and Level Shifts with an Application to Purchasing Power Parity 0 0 0 0 0 1 5 1,254
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 0 108 0 0 0 313
Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis 0 0 0 92 0 2 3 255
Projection Bias in Catalog Orders 0 0 6 93 0 0 12 416
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 0 0 0 62
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 30 1 1 1 101
Simple Robust Testing of Regression Hypotheses 0 0 0 3 0 2 6 940
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series 0 1 1 53 0 1 1 165
TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS 0 1 1 15 0 1 1 64
Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters 0 0 0 0 0 0 0 306
Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions 0 0 0 0 0 2 5 769
Testing for common deterministic trend slopes 0 0 0 48 0 0 0 231
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series 0 1 2 133 0 1 2 391
Trend Function Hypothesis Testing in the Presence of Serial Correlation 0 0 0 4 0 1 11 1,418
Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers 0 0 0 3 1 1 1 10
Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series 0 0 0 137 0 0 1 248
Total Journal Articles 4 12 40 2,361 11 43 165 14,840


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Serial Correlation Robust LM 0 0 0 0 0 0 1 2
TESTING IN GMM MODELS WITHOUT TRUNCATION 0 0 0 1 0 1 1 3
TESTS OF COMMON DETERMINISTIC TREND SLOPES APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 1 0 1 2 5


Statistics updated 2025-04-04