Timothy J. Vogelsang - Publications, H-index & Citations

Back

Timothy J. Vogelsang

michigan state university

32H-index

113Paper Count

6.7KCitation Count

Published Papers 20

Publication Date

Robust Confidence Intervals for Autocorrelations of Stationary Time Series

Journal of Business & Economic Statistics

IF2.5

2026-03-02

OAAI

Taeyoon Hwang; Timothy J. Vogelsang

Save

Some fixed-b results for regressions with high frequency data over long spans

JOURNAL OF ECONOMETRICS

IF4

2024-09-01

PREAI

Hwang, Taeyoon; Vogelsang, Timothy J.

Save

Fixed-b asymptotics for panel models with two-way clustering

JOURNAL OF ECONOMETRICS

IF4

2024-08-01

PREAI

Chen, Kaicheng; Vogelsang, Timothy J.

Save

Annals Issue: PI-Day Honoring Pierre Perron introduction

JOURNAL OF ECONOMETRICS

IF4

2021-09-01

PREAI

Ng, Serena; Qu, Zhongjun; Vogelsang, Timothy

Save

Inference in time series models using smoothed-clustered standard errors

JOURNAL OF ECONOMETRICS

IF4

2021-09-01

PREAI

Rho, Seunghwa; Vogelsang, Timothy J.

Save

Indirect Aerosol Effect Increases CMIP5 Models' Projected Arctic Warming

JOURNAL OF CLIMATE

IF4

2016-02-10

OAAI

Chylek, Petr; Vogelsang, Timothy J.; Klett, James D.; Hengartner, Nicholas; Higdon, Dave; Lesins, Glen; Dubey, Manvendra K.

Save

Nonparametric rank tests for non-stationary panels

JOURNAL OF ECONOMETRICS

IF4

2015-04-01

OAAI

Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim

Save

Integrated modified OLS estimation and fixed-b inference for cointegrating regressions

JOURNAL OF ECONOMETRICS

IF4

2014-02-01

PREAI

Vogelsang, Timothy J.; Wagner, Martin

Save

Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects

JOURNAL OF ECONOMETRICS

IF4

2012-02-01

128

PREAI

Vogelsang, Timothy J.

Save

Fixed-b analysis of LM-type tests for a shift in mean

ECONOMETRICS JOURNAL

IF7

2011-10-24

PREAI

Yang, Jingjing; Vogelsang, Timothy J.

Save

Interdecadal trend and ENSO-related interannual variability in Southern Hemisphere blocking

JOURNAL OF CLIMATE

IF4

2008-06-15

OAAI

Dong, Li; Vogelsang, Timothy J.; Colucci, Stephen J.

Save

Testing for common deterministic trend slopes

JOURNAL OF ECONOMETRICS

IF4

2005-05-01

OAAI

Vogelsang, TJ; Franses, PH

Save

Heteroskedasticity-autocorrelation robust standard errors using the Bartlett kernel without truncation

ECONOMETRICA

IF7.1

2002-09-01

171

OAAI

Kiefer, NM; Vogelsang, TJ

Save

The application of size-robust trend statistics to global-warming temperature series

JOURNAL OF CLIMATE

IF4

2002-01-01

OAAI

Fomby, TB; Vogelsang, TJ

Save

Simple robust testing of hypotheses in nonlinear models

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2001-09-01

PREAI

Bunzel, H; Kiefer, NM; Vogelsang, TJ

Save

A simple test of the law of demand for the United States

ECONOMETRICA

IF7.1

2000-07-01

PREAI

Zambrano, E; Vogelsang, TJ

Save

Simple robust testing of regression hypotheses

ECONOMETRICA

IF7.1

2000-05-01

174

PREAI

Kiefer, NM; Vogelsang, TJ; Bunzel, H

Save

Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series

JOURNAL OF ECONOMETRICS

IF4

1999-02-01

OAAI

Vogelsang, TJ

Save

On seasonal cycles, unit roots, and mean shifts

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

1998-05-01

PREAI

Franses, PH; Vogelsang, TJ

Save

Trend function hypothesis testing in the presence of serial correlation

ECONOMETRICA

IF7.1

1998-01-01

206

PREAI

Vogelsang, TJ

Save

Research Directions