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~person:"Vogelsang, Timothy J."
~subject:"Regression analysis"
~subject:"Time series analysis"
~subject:"Unit root test"
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Vogelsang, Timothy J.
Phillips, Peter C. B.
31
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Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
Rho, Seung-Hwa
;
Vogelsang, Timothy J.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 601-629
Persistent link: https://www.econbiz.de/10012146158
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2
A fixed-b perspective on the Phillips-Perron unit root tests
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Econometric theory
29
(
2013
)
3
,
pp. 609-628
Persistent link: https://www.econbiz.de/10009778503
Saved in:
3
Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
4
Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760
Saved in:
5
Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 818-849
Persistent link: https://www.econbiz.de/10001236162
Saved in:
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