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~person:"Vogelsang, Timothy J."
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Search: subject_exact:"AR(1) model"
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Vogelsang, Timothy J.
Phillips, Peter C. B.
60
Lee, Lung-fei
43
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36
Teräsvirta, Timo
30
Lanne, Markku
23
Baltagi, Badi H.
20
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18
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Shin, Yongcheol
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13
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13
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12
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12
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12
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11
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11
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ECONIS (ZBW)
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1
Inference in time series models using smoothed-clustered standard errors
Rho, Seunghwa
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10013275365
Saved in:
2
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
Saved in:
3
Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J.
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10009511326
Saved in:
4
Serial correlation robust LM type test for a shift in trend
Yang, Jingjing
;
Vogelsang, Timothy J.
- In:
30th anniversary edition
,
(pp. 97-131)
.
2012
Persistent link: https://www.econbiz.de/10009711998
Saved in:
5
Powerful tests of structural change that are robust to strong serial correlation
Sayginsoy, Özgen
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002707940
Saved in:
6
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:
7
A new asymptotic theory for heteroskedasticity-autocorrelation robust tests
Kiefer, Nicholas Maximilian
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003148418
Saved in:
8
A new asymptotic theory for heteroskedasticity : autocorrelation robust tests
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1130-1164
Persistent link: https://www.econbiz.de/10003193574
Saved in:
9
Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1350-1366
Persistent link: https://www.econbiz.de/10001716907
Saved in:
10
Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian
;
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
Saved in:
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