Tim Vogelsang
Affiliations: | 1993-2006 | Cornell University, Ithaca, NY, United States | |
2006- | Economics | Michigan State University, East Lansing, MI |
Area:
Theory Economics, General Economics, StatisticsWebsite:
http://econ.msu.edu/faculty/vogelsang/index.phpGoogle:
"Timothy J. Vogelsang" OR "Tim Vogelsang"Bio:
https://msu.edu/honoredfaculty/directory/vogelsang-j-timothy.html
https://scholar.google.com/citations?user=q5oTTQ0AAAAJ&hl=en
Parents
Sign in to add mentorPierre Perron | grad student | 1993 | Princeton | |
(Essays on Testing for Nonstationarities and Structural Change in Time Series Models) |
Children
Sign in to add traineeOzgen Sayginsoy | grad student | 2004 | Cornell (MathTree) |
Stephen E. Norman | grad student | 2006 | Cornell (MathTree) |
Kin Y. Ho | grad student | 2008 | Cornell (MathTree) |
Jingjing Yang | grad student | 2010 | Michigan State |
Seunghwa Rho | grad student | 2013 | Michigan State (Neurotree) |
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Publications
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Vogelsang TJ, Yang J. (2016) Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean Journal of Time Series Analysis |
Pedroni PL, Vogelsang TJ, Wagner M, et al. (2015) Nonparametric rank tests for non-stationary panels Journal of Econometrics. 185: 378-391 |
Bester CA, Conley TG, Hansen CB, et al. (2014) FIXED-b ASYMPTOTICS for SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS Econometric Theory. 32: 154-186 |
Vogelsang TJ, Wagner M. (2014) Integrated modified OLS estimation and fixed-b inference for cointegrating regressions Journal of Econometrics. 178: 741-760 |
Mckitrick RR, Vogelsang TJ. (2014) HAC robust trend comparisons among climate series with possible level shifts Environmetrics. 25: 528-547 |
Vogelsang TJ, Wagner M. (2013) A fixed-b perspective on the Phillips-Perron unit root tests Econometric Theory. 29: 609-628 |
Yang J, Vogelsang TJ. (2011) Fixed-banalysis of LM-type tests for a shift in mean Econometrics Journal. 14: 438-456 |
Sayginsoy O, Vogelsang TJ. (2011) Testing for a shift in trend at an unknown date: A fixed-B analysis of heteroskedasticity autocorrelation robust ols-based tests Econometric Theory. 27: 992-1025 |
Gonçalves S, Vogelsang TJ. (2011) BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP Econometric Theory. 1-47 |
Hashimzade N, Vogelsang TJ. (2008) Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators Journal of Time Series Analysis. 29: 142-162 |