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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
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Fixed-b analysis of LM-type tests for a shift in mean
Yang, Jingjing; Vogelsang, Timothy J. - In: The econometrics journal 14 (2011) 3, pp. 438-456
Persistent link: https://www.econbiz.de/10009382500
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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
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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
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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
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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
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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
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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
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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
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - 2011
Persistent link: https://www.econbiz.de/10008902919