Timothy J. Vogelsang

Available identifiers

zbMath Open vogelsang.timothy-jMaRDI QIDQ262742

List of research outcomes

Publication	Date of Publication	Type
HAC robust trend comparisons among climate series with possible level shifts	2023-12-18	Paper
Inference in time series models using smoothed-clustered standard errors	2021-07-30	Paper
Serial Correlation Robust LM	2020-11-10	Paper
HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA	2019-06-26	Paper
Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators	2018-10-05	Paper
Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data	2017-09-18	Paper
Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean	2016-10-28	Paper
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects	2016-08-15	Paper
Testing for common deterministic trend slopes	2016-03-30	Paper
FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS	2016-02-23	Paper
Nonparametric rank tests for non-stationary panels	2015-05-06	Paper
Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions	2014-08-07	Paper
A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS	2013-08-22	Paper
Fixed‐banalysis of LM‐type tests for a shift in mean	2013-04-17	Paper
TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS	2011-11-22	Paper
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP	2011-08-16	Paper
Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators	2009-02-28	Paper
Nonmonotonic power for tests of a mean shift in a time series§	2007-11-14	Paper
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation	2006-06-29	Paper
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS	2006-03-22	Paper
Simple Robust Testing of Hypotheses in Nonlinear Models	2004-06-10	Paper
Forecasting autoregressive time series in the presence of deterministic components	2003-05-20	Paper
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE	2003-05-18	Paper
Trend Function Hypothesis Testing in the Presence of Serial Correlation	2002-05-28	Paper
Simple Robust Testing of Regression Hypotheses	2002-05-28	Paper
ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN	2002-01-01	Paper
Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers	2000-05-24	Paper
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series	2000-04-02	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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