Details about Timothy Vogelsang

Access statistics for papers by Timothy Vogelsang.

Last updated 2009-07-26. Update your information in the RePEc Author Service.

Short-id: pvo70

Working Papers

2006

1. Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators
   Working Papers, Cornell University, Center for Analytic Economics View citations
   See also Journal Article in Journal of Time Series Analysis (2008)

2005

2. A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests
   Working Papers, Cornell University, Center for Analytic Economics View citations
   See also Journal Article in Econometric Theory (2005)

2004

3. Powerful Tests of Structural Change That are Robust to Strong Serial Correlation
   Discussion Papers, University at Albany, SUNY, Department of Economics View citations

2003

4. Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis
   Econometrics, EconWPA View citations
   Also in Staff General Research Papers, Iowa State University, Department of Economics (2003) View citations
   See also Journal Article in Journal of Business & Economic Statistics (2005)

2001

5. Spectral Density Bandwidth Choice: Source of Nonmonotonic Power for Tests of a Mean Shift in a Time Series
   Working Papers, Cornell University, Center for Analytic Economics View citations
6. Testing for Common Deterministic Trend Slopes
   Working Papers, Cornell University, Center for Analytic Economics View citations
   Also in Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute (2001) View citations
   Econometric Institute Report, Erasmus University Rotterdam, Econometric Institute (2001) View citations
   See also Journal Article in Journal of Econometrics (2005)
7. Testing in GMM Models without Truncation
   Working Papers, Cornell University, Center for Analytic Economics View citations

2000

8. A New Approach to the Asymptotics of HAC Robust Testing in Econometrics
   Working Papers, Cornell University, Center for Analytic Economics
9. Forecasting Autoregressive Time Series in the Presence of Deterministic Components
   Working Papers, Cornell University, Center for Analytic Economics
   See also Journal Article in Econometrics Journal (2002)
10. The Application of Size Robust Trend Analysis to Global Warming Temperature Series
    Working Papers, Cornell University, Center for Analytic Economics View citations

1999

11. Forecasting Dynamic Time Series in the Presence of Deterministic Components
    Boston College Working Papers in Economics, Boston College Department of Economics
12. Simple Robust Testing of Hypotheses in Non-Linear Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article in Journal of the American Statistical Association (2001)
13. Testing for a Shift in Trend when Serial Correlation is of Unknown Form
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations

1997

14. Analysis of Vector Autoregressions in the Presence of Shifts in Mean
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
    See also Journal Article in Econometric Reviews (2002)

1994

15. Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1994) View citations
    See also Journal Article in International Economic Review (1998)
16. On Testing for a Unit Root in the Presence of Additive Outliers
    Working Papers, Cornell - Department of Economics View citations

1991

17. Nonstationary and Level Shifts With An Application To Purchasing Power Parity
    Working Papers, Princeton, Department of Economics - Econometric Research Program View citations
    See also Journal Article in Journal of Business & Economic Statistics (1992)

Undated

18. Level Shifts and Purchasing Power Parity
    Instructional Stata datasets for econometrics, Boston College Department of Economics

Journal Articles

2008

1. Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
   Journal of Time Series Analysis, 2008, 29, (1), 142-162 View citations
   See also Working Paper (2006)

2007

2. Projection Bias in Catalog Orders
   American Economic Review, 2007, 97, (4), 1217-1249

2005

3. A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
   Econometric Theory, 2005, 21, (06), 1130-1164 View citations
   See also Working Paper (2005)
4. Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch-Singer Hypothesis
   Journal of Business & Economic Statistics, 2005, 23, 381-394 View citations
   See also Working Paper (2003)
5. Testing for common deterministic trend slopes
   Journal of Econometrics, 2005, 126, (1), 1-24 View citations
   See also Working Paper (2001)

2002

6. ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN
   Econometric Reviews, 2002, 21, (3), 353-381 View citations
   See also Working Paper (1997)
7. Are U.S. regions converging? Using new econometric methods to examine old issues
   Empirical Economics, 2002, 27, (1), 49-62 View citations
8. Asymptotic Theory for Econometricians (rev. ed.)
   Journal of the American Statistical Association, 2002, 97, 921-921
9. Forecasting autoregressive time series in the presence of deterministic components
   Econometrics Journal, 2002, 5, (1), 196-224 View citations
   See also Working Paper (2000)
10. HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
    Econometric Theory, 2002, 18, (06), 1350-1366 View citations
11. Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
    Econometrica, 2002, 70, (5), 2093-2095 View citations

2001

12. Simple Robust Testing of Hypotheses in Nonlinear Models
    Journal of the American Statistical Association, 2001, 96, 1088-1096
    See also Working Paper (1999)

2000

13. A Simple Test of the Law of Demand for the United States
    Econometrica, 2000, 68, (4), 1013-1022 View citations
14. Simple Robust Testing of Regression Hypotheses
    Econometrica, 2000, 68, (3), 695-714 View citations

1999

15. Change and Involution in Sugar Production in Cultivation-System Java, 1840?1870
    The Journal of Economic History, 1999, 59, (04), 885-911

1998

16. Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time
    International Economic Review, 1998, 39, (4), 1073-1100 View citations
    See also Working Paper (1994)
17. On Seasonal Cycles, Unit Roots, And Mean Shifts
    The Review of Economics and Statistics, 1998, 80, (2), 231-240 View citations
18. Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
    Journal of Econometrics, 1998, 88, (2), 283-299 View citations
19. Testing for a Shift in Mean without Having to Estimate Serial-Correlation Parameters
    Journal of Business & Economic Statistics, 1998, 16, (1), 73-80 View citations
20. Trend Function Hypothesis Testing in the Presence of Serial Correlation
    Econometrica, 1998, 66, (1), 123-148 View citations

1997

21. Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series
    Econometric Theory, 1997, 13, (06), 818-848 View citations

1992

22. Nonstationarity and Level Shifts with an Application to Purchasing Power Parity
    Journal of Business & Economic Statistics, 1992, 10, (3), 301-20 View citations
    See also Working Paper (1991)
23. Testing for a Unit Root in a Time Series with a Changing Mean: Corrections and Extensions
    Journal of Business & Economic Statistics, 1992, 10, (4), 467-70 View citations