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Forecasting autoregressive tim...
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Ng, Serena
351
Vogelsang, Timothy J.
125
Bai, Jushan
69
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40
Ng, S.
36
Perron, Pierre
33
Gorodnichenko, Yuriy
21
Wagner, Martin
21
Boivin, Jean
16
Bunzel, Helle
16
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14
Ma, Sai
12
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10
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10
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9
Vogelsang, Timothy
9
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8
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7
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7
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6
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6
Waldkirch, Andreas
6
Westerlund, Joakim
6
Cardia, Emanuela
5
Gospodinov, Nikolaj
5
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5
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5
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4
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30
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25
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Analysis of vector autoregressions in the presence of shifts in mean
Ng, Serena
;
Vogelsang, Timothy J.
- In:
Econometric reviews
21
(
2002
)
3
,
pp. 353-381
Persistent link: https://www.econbiz.de/10001718766
Saved in:
2
Annals issue : PI-Day Honoring Pierre Perron
Ng, Serena
;
Qu, Zhongjun
;
Vogelsang, Timothy J.
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10013275375
Saved in:
3
Annals issue: PI Day
Ng, Serena
(
ed.
);
Qu, Zhongjun
(
ed.
); …
-
Pi-Day Econometrics Conference <2019, Boston, Mass.>
-
2021
Persistent link: https://www.econbiz.de/10013275410
Saved in:
4
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:
5
Testing in GMM models without truncation
Vogelsang, Timothy J.
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 199-233)
.
2003
Persistent link: https://www.econbiz.de/10001916340
Saved in:
6
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:
7
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
Saved in:
8
Testing for a shift in mean without having to estimate serial-correlation parameters
Vogelsang, Timothy J.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
1
,
pp. 73-80
Persistent link: https://www.econbiz.de/10001231038
Saved in:
9
Comment on "HAR inference: recommendations for practice"
Vogelsang, Timothy J.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 569-573
Persistent link: https://www.econbiz.de/10012249381
Saved in:
10
Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre
;
Vogelsang, Timothy J.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000831369
Saved in:
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