The following pages link to Timothy J. Vogelsang (Q262742):
Displaying 32 items.
- Testing for common deterministic trend slopes (Q262744) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421) (← links)
- Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683) (← links)
- Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean (Q2830677) (← links)
- A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS (Q2845024) (← links)
- TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446) (← links)
- Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators (Q3608191) (← links)
- ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN (Q4443967) (← links)
- Simple Robust Testing of Hypotheses in Nonlinear Models (Q4468313) (← links)
- Trend Function Hypothesis Testing in the Presence of Serial Correlation (Q4530905) (← links)
- Simple Robust Testing of Regression Hypotheses (Q4530976) (← links)
- Forecasting autoregressive time series in the presence of deterministic components (Q4551780) (← links)
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE (Q4807336) (← links)
- Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
- Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers (Q4956031) (← links)
- Serial Correlation Robust LM (Q5133602) (← links)
- BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP (Q5199497) (← links)
- Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data (Q5357986) (← links)
- HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA (Q5384845) (← links)
- Nonmonotonic power for tests of a mean shift in a time series§ (Q5425736) (← links)
- Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation (Q5477765) (← links)
- HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)
- Comment on "HAR Inference: Recommendations for Practice" (Q6623208) (← links)
- Fixed-\(b\) asymptotics for panel models with two-way clustering (Q6664618) (← links)
- Some fixed-\(b\) results for regressions with high frequency data over long spans (Q6664653) (← links)
- Comment (Q6666972) (← links)
