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Timothy Vogelsang

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Personal Details

First Name: Timothy
Middle Name:
Last Name: Vogelsang
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RePEc Short-ID: pvo70

Email:
Homepage: http://www.econ.msu.edu/faculty/Vogelsang/Vogelsang.html
Postal Address:
Phone:

Affiliation

Economics Department
Michigan State University
Location: East Lansing, Michigan (United States)
Homepage: http://econ.msu.edu/
Email:
Phone: 517.355.7583
Fax: 517.432.1068
Postal: 110 Marshall, E. Lansing, MI 48824
Handle: RePEc:edi:edmsuus (more details at EDIRC)

Works

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Working papers

  1. Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2011. "Nonparametric Rank Tests for Non-stationary Panels," Economics Series 270, Institute for Advanced Studies.
  2. Ross McKitrick & Timothy Vogelsang, 2011. "Multivariate trend comparisons between autocorrelated climate series with general trend regressors," Working Papers 1109, University of Guelph, Department of Economics and Finance.
  3. Vogelsang, Timothy J. & Wagner, Martin, 2011. "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series 272, Institute for Advanced Studies.
  4. Vogelsang, Timothy J. & Wagner, Martin, 2011. "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions," Economics Series 263, Institute for Advanced Studies.
  5. Hashimzade, Nigar & Vogelsang, Timothy, 2006. "Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators," Working Papers 06-04, Cornell University, Center for Analytic Economics.
  6. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2005. "A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests," Working Papers 05-08, Cornell University, Center for Analytic Economics.
  7. Peter Pedroni & Tim Vogelsang, 2005. "Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems," Department of Economics Working Papers 2005-04, Department of Economics, Williams College.
  8. Ozgen Sayginsoy & Tim Vogelsang, 2004. "Powerful Tests of Structural Change That are Robust to Strong Serial Correlation," Discussion Papers 04-08, University at Albany, SUNY, Department of Economics.
  9. Bunzel, Helle & Vogelsang, Timothy J., 2003. "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis," Staff General Research Papers 10353, Iowa State University, Department of Economics.
  10. Vogelsang, Timothy J. & Franses, Philip Hans, 2001. "Testing for Common Deterministic Trend Slopes," Working Papers 01-15, Cornell University, Center for Analytic Economics.
  11. Crainiceanu, Ciprian & Vogelsang, Timothy, 2001. "Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series," Working Papers 01-14, Cornell University, Center for Analytic Economics.
  12. Bunzel, Helle & Kiefer, Nicholas M. & Vogelsang, Timothy, 2001. "Simple Robust Testing of Hypothesis in Non-Linear Models," Staff General Research Papers 5214, Iowa State University, Department of Economics.
  13. Vogelsang, Timothy J., 2001. "Testing in GMM Models without Truncation," Working Papers 01-12, Cornell University, Center for Analytic Economics.
  14. Kiefer, Nick & Vogelsang, Tim, 2000. "A New Approach to the Asymptotics of HAC Robust Testing in Econometrics," Working Papers 00-09, Cornell University, Center for Analytic Economics.
  15. Ng, Serena & Vogelsang, Tim, 2000. "Forecasting Autoregressive Time Series in the Presence of Deterministic Components," Working Papers 00-07, Cornell University, Center for Analytic Economics.
  16. Kiefer, Nicholas M. & Bunzel, Helle & Vogelsang, Timothy & Vogelsang, Timothy & Bunzel, Helle, 2000. "Simple Robust Testing of Regression Hypotheses," Staff General Research Papers 1832, Iowa State University, Department of Economics.
  17. Fomby, Tom & Vogelsang, Tim, 2000. "The Application of Size Robust Trend Analysis to Global Warming Temperature Series," Working Papers 00-08, Cornell University, Center for Analytic Economics.
  18. Serena Ng & Timothy Vogelsang, 1999. "Forecasting Dynamic Time Series in the Presence of Deterministic Components," Boston College Working Papers in Economics 445, Boston College Department of Economics.
  19. Serena Ng & Timothy J. Vogelsang, 1997. "Analysis of Vector Autoregressions in the Presence of Shifts in Mean," Boston College Working Papers in Economics 379, Boston College Department of Economics.
  20. Vogelsang, T.J., 1994. "On Testing for a Unit Root in the Presence of Additive Outliers," Papers 94-30, Cornell - Department of Economics.
  21. Vogelsang, T.J. & Perron, P., 1994. "Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time," Cahiers de recherche 9422, Universite de Montreal, Departement de sciences economiques.
  22. Vogelsang, T.I. & Perron, P., 1991. "Nonstationary and Level Shifts With An Application To Purchasing Power Parity," Papers 359, Princeton, Department of Economics - Econometric Research Program.
  23. Perron, Pierre & Vogelsang, Timothy J., . "Level Shifts and Purchasing Power Parity," Instructional Stata datasets for econometrics levshift, Boston College Department of Economics.

Articles

  1. Vogelsang, Timothy J. & Wagner, Martin, 2013. "A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS," Econometric Theory, Cambridge University Press, vol. 29(03), pages 609-628, June.
  2. Vogelsang, Timothy J., 2012. "Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects," Journal of Econometrics, Elsevier, vol. 166(2), pages 303-319.
  3. Taylor, A.M. Robert & Vogelsang, Timothy J., 2011. "Special Issue Of Econometric Theory On Bootstrap And Numerical Methods In Time Series: Guest Editors’ Introduction," Econometric Theory, Cambridge University Press, vol. 27(05), pages 929-932, October.
  4. Sayginsoy, Özgen & Vogelsang, Timothy J., 2011. "Testing For A Shift In Trend At An Unknown Date: A Fixed-B Analysis Of Heteroskedasticity Autocorrelation Robust Ols-Based Tests," Econometric Theory, Cambridge University Press, vol. 27(05), pages 992-1025, October.
  5. Gonçalves, Sílvia & Vogelsang, Timothy J., 2011. "Block Bootstrap Hac Robust Tests: The Sophistication Of The Naive Bootstrap," Econometric Theory, Cambridge University Press, vol. 27(04), pages 745-791, August.
  6. Jingjing Yang & Timothy J. Vogelsang, 2011. "Fixed‐b analysis of LM‐type tests for a shift in mean," Econometrics Journal, Royal Economic Society, vol. 14(3), pages 438-456, October.
  7. Amsler Christine & Schmidt Peter & Vogelsang Timothy J, 2009. "The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series," Journal of Time Series Econometrics, De Gruyter, vol. 1(1), pages 1-44, December.
  8. Nigar Hashimzade & Timothy J. Vogelsang, 2008. "Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(1), pages 142-162, 01.
  9. Michael Conlin & Ted O'Donoghue & Timothy J. Vogelsang, 2007. "Projection Bias in Catalog Orders," American Economic Review, American Economic Association, vol. 97(4), pages 1217-1249, September.
  10. Vogelsang, Timothy J. & Franses, Philip Hans, 2005. "Testing for common deterministic trend slopes," Journal of Econometrics, Elsevier, vol. 126(1), pages 1-24, May.
  11. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2005. "A New Asymptotic Theory For Heteroskedasticity-Autocorrelation Robust Tests," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1130-1164, December.
  12. Bunzel, Helle & Vogelsang, Timothy J., 2005. "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 381-394, October.
  13. Serena Ng & Timothy J. Vogelsang, 2002. "Forecasting autoregressive time series in the presence of deterministic components," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 196-224, June.
  14. Timothy J. Vogelsang & Marc Tomljanovich, 2002. "Are U.S. regions converging? Using new econometric methods to examine old issues," Empirical Economics, Springer, vol. 27(1), pages 49-62.
  15. Kiefer, Nicholas M. & Vogelsang, Timothy J., 2002. "Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal To Sample Size," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1350-1366, December.
  16. Serena Ng & Timothy Vogelsang, 2002. "Analysis Of Vector Autoregressions In The Presence Of Shifts In Mean," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 353-381.
  17. Nicholas M. Kiefer & Timothy J. Vogelsang, 2002. "Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation," Econometrica, Econometric Society, vol. 70(5), pages 2093-2095, September.
  18. Vogelsang T.J., 2002. "Asymptotic Theory for Econometricians (rev. ed.)," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 921-921, September.
  19. Bunzel H. & Kiefer N. M. & Vogelsang T. J., 2001. "Simple Robust Testing of Hypotheses in Nonlinear Models," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1088-1096, September.
  20. Nicholas M. Kiefer & Timothy J. Vogelsang & Helle Bunzel, 2000. "Simple Robust Testing of Regression Hypotheses," Econometrica, Econometric Society, vol. 68(3), pages 695-714, May.
  21. Eduardo Zambrano & Timothy J. Vogelsang, 2000. "A Simple Test of the Law of Demand for the United States," Econometrica, Econometric Society, vol. 68(4), pages 1013-1022, July.
  22. Chandra, Siddharth & Vogelsang, Timothy J., 1999. "Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870," The Journal of Economic History, Cambridge University Press, vol. 59(04), pages 885-911, December.
  23. Vogelsang, Timothy J, 1998. "Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 73-80, January.
  24. Vogelsang, Timothy J & Perron, Pierre, 1998. "Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1073-1100, November.
  25. Vogelsang, Timothy J., 1998. "Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series," Journal of Econometrics, Elsevier, vol. 88(2), pages 283-299, November.
  26. Timothy J. Vogelsang, 1998. "Trend Function Hypothesis Testing in the Presence of Serial Correlation," Econometrica, Econometric Society, vol. 66(1), pages 123-148, January.
  27. Philip Hans Franses & Timothy J. Vogelsang, 1998. "On Seasonal Cycles, Unit Roots, And Mean Shifts," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 231-240, May.
  28. Vogelsang, Timothy J., 1997. "Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series," Econometric Theory, Cambridge University Press, vol. 13(06), pages 818-848, December.
  29. Perron, Pierre & Vogelsang, Timothy J, 1992. "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 301-20, July.
  30. Perron, Pierre & Vogelsang, Timothy J, 1992. "Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 467-70, October.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  2. NEP-ECM: Econometrics (7) 2000-01-31 2003-05-15 2004-06-13 2011-01-30 2011-06-18 2011-08-02 2011-10-22. Author is listed
  3. NEP-ENV: Environmental Economics (1) 2011-10-22
  4. NEP-ETS: Econometric Time Series (5) 2000-01-31 2004-06-13 2011-01-30 2011-06-18 2011-08-02. Author is listed
  5. NEP-IFN: International Finance (1) 2001-12-19

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  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Closeness measure in co-authorship network
  26. Betweenness measure in co-authorship network
  27. Wu-Index
  28. Strength of students

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