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Tim Vogelsang

Affiliations:	1993-2006		Cornell University, Ithaca, NY, United States
	2006-	Economics	Michigan State University, East Lansing, MI

Area:

Theory Economics, General Economics, Statistics

Website:

http://econ.msu.edu/faculty/vogelsang/index.php

Google:

"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

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Parents

Pierre Perron	grad student	1993	Princeton
(Essays on Testing for Nonstationarities and Structural Change in Time Series Models)

Children

Ozgen 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)

Collaborators

BETA: Related publications

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

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