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 1 121 1 4 12 328
A New Approach to the Asymptotics of HAC Robust Testing in Econometrics 0 0 0 23 0 1 3 100
A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests 1 1 3 134 2 4 18 374
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 0 1 3 622
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 1 2 197 1 2 9 472
Analysis of Vector Autoregressions in the Presence of Shifts in Mean 0 0 0 345 0 0 3 1,495
Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators 0 0 1 47 1 2 4 166
Forecasting Autoregressive Time Series in the Presence of Deterministic Components 0 0 0 25 0 0 2 107
Forecasting Dynamic Time Series in the Presence of Deterministic Components 0 0 0 441 0 3 19 1,966
Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions 0 1 1 147 1 3 10 335
Level Shifts and Purchasing Power Parity 0 0 1 323 0 0 2 897
Multivariate trend comparisons between autocorrelated climate series with general trend regressors 0 0 0 62 1 4 45 196
Nonparametric Rank Tests for Non-stationary Panels 0 0 0 161 1 2 23 339
Nonstationary and Level Shifts With An Application To Purchasing Power Parity 0 0 0 6 0 0 2 1,051
On Testing for a Unit Root in the Presence of Additive Outliers 0 0 0 0 0 0 3 259
Powerful Tests of Structural Change That are Robust to Strong Serial Correlation 0 1 1 183 1 2 6 475
Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis 0 0 0 106 0 0 1 707
Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis 0 0 0 275 0 0 3 1,045
Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebish Singer Hypothesis 0 0 0 0 0 0 2 4
Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems 0 0 1 70 1 1 5 166
Simple Robust Testing of Hypothesis in Non-Linear Models 0 0 0 0 0 0 3 51
Simple Robust Testing of Regression Hypotheses 0 0 0 0 0 0 8 147
Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series 0 0 0 57 0 2 7 197
Testing for Common Deterministic Trend Slopes 0 0 0 43 4 5 15 209
Testing for common deterministic trend slopes 0 0 0 14 2 6 38 130
Testing in GMM Models without Truncation 0 0 0 27 0 0 3 99
The Application of Size Robust Trend Analysis to Global Warming Temperature Series 0 0 0 34 1 1 6 158
Total Working Papers 1 4 11 2,842 17 43 255 12,095


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 1 72
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS 0 0 1 89 1 1 17 248
A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks 0 0 0 16 1 2 7 54
A Simple Test of the Law of Demand for the United States 0 0 0 0 0 0 3 592
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN 0 0 0 72 0 0 3 253
Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time 0 0 0 1 1 6 31 1,099
Are U.S. regions converging? Using new econometric methods to examine old issues 0 1 2 247 0 1 4 732
Asymptotic Theory for Econometricians (rev. ed.) 0 0 1 314 0 0 5 594
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP 0 1 3 52 0 2 17 153
Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 0 0 0 7 0 0 1 43
Comment 0 0 0 2 0 0 0 20
Comment on "HAR Inference: Recommendations for Practice" 0 0 1 2 0 0 2 5
Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data 0 0 1 6 2 6 29 67
Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean 0 1 2 24 0 2 4 65
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS 0 0 1 8 0 0 6 52
Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators 0 0 1 12 0 1 7 46
Fixed- b Inference for Testing Structural Change in a Time Series Regression 0 0 0 4 2 8 35 81
Fixed‐b analysis of LM‐type tests for a shift in mean 0 0 0 37 3 5 22 363
Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators 0 0 1 29 1 1 4 106
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 0 9 32
HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA 0 0 1 3 1 1 13 29
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE 0 0 0 39 0 0 4 127
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects 0 2 20 201 4 10 87 828
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation 0 0 0 168 0 1 11 882
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions 2 2 6 52 3 8 34 203
Nonparametric rank tests for non-stationary panels 0 0 0 32 0 1 11 132
Nonstationarity and Level Shifts with an Application to Purchasing Power Parity 0 0 0 0 0 2 17 1,231
On Seasonal Cycles, Unit Roots, And Mean Shifts 0 0 1 108 0 0 6 312
Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis 0 0 0 91 0 0 5 244
Projection Bias in Catalog Orders 2 4 8 71 7 10 39 366
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 0 0 0 61
Simple Robust Testing of Hypotheses in Nonlinear Models 0 0 0 27 0 2 7 95
Simple Robust Testing of Regression Hypotheses 0 0 0 3 0 1 7 923
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series 0 0 1 49 0 2 6 152
TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS 0 1 1 13 0 1 3 60
Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters 0 0 0 0 0 0 2 302
Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions 0 0 0 0 0 0 14 751
Testing for common deterministic trend slopes 0 0 3 46 1 6 36 198
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series 0 0 3 129 1 2 10 380
Trend Function Hypothesis Testing in the Presence of Serial Correlation 0 0 0 4 2 2 4 1,400
Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers 0 1 2 3 0 1 2 8
Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series 1 1 1 131 1 1 1 231
Total Journal Articles 5 14 61 2,198 31 86 526 14,117


Statistics updated 2022-06-07