Tim Vogelsang - Publications

1993-2006 Cornell University, Ithaca, NY, United States 
 2006- Economics Michigan State University, East Lansing, MI 
Theory Economics, General Economics, Statistics

40 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2016 Chylek P, Vogelsang TJ, Klett JD, Hengartner N, Higdon D, Lesins G, Dubey MK. Indirect aerosol effect increases CMIP5 models' projected arctic warming Journal of Climate. 29: 1417-1428. DOI: 10.1175/Jcli-D-15-0362.1  1
2016 Vogelsang TJ, Yang J. Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean Journal of Time Series Analysis. DOI: 10.1111/Jtsa.12184  1
2015 Pedroni PL, Vogelsang TJ, Wagner M, Westerlund J. Nonparametric rank tests for non-stationary panels Journal of Econometrics. 185: 378-391. DOI: 10.1016/J.Jeconom.2014.08.013  1
2014 Vogelsang TJ. Comment Journal of Business and Economic Statistics. 32: 334-338. DOI: 10.1080/07350015.2014.926818  1
2014 Bester CA, Conley TG, Hansen CB, Vogelsang TJ. FIXED-b ASYMPTOTICS for SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS Econometric Theory. 32: 154-186. DOI: 10.1017/S0266466614000814  1
2014 Vogelsang TJ, Wagner M. Integrated modified OLS estimation and fixed-b inference for cointegrating regressions Journal of Econometrics. 178: 741-760. DOI: 10.1016/j.jeconom.2013.10.015  1
2014 Mckitrick RR, Vogelsang TJ. HAC robust trend comparisons among climate series with possible level shifts Environmetrics. 25: 528-547. DOI: 10.1002/env.2294  1
2013 Vogelsang TJ, Wagner M. A fixed-b perspective on the Phillips-Perron unit root tests Econometric Theory. 29: 609-628. DOI: 10.1017/S0266466612000485  1
2012 Vogelsang TJ. Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects Journal of Econometrics. 166: 303-319. DOI: 10.1016/j.jeconom.2011.10.001  1
2011 Yang J, Vogelsang TJ. Fixed-banalysis of LM-type tests for a shift in mean Econometrics Journal. 14: 438-456. DOI: 10.1111/J.1368-423X.2011.00341.X  1
2011 Sayginsoy O, Vogelsang TJ. 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. DOI: 10.1017/S0266466610000617  1
2011 Taylor AMR, Vogelsang TJ. Special issue of Econometric Theory on bootstrap and numerical methods in time series: Guest editors' introduction Econometric Theory. 27: 929-932. DOI: 10.1017/S0266466610000587  1
2011 Gonçalves S, Vogelsang TJ. BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP Econometric Theory. 1-47. DOI: 10.1017/S0266466610000496  1
2008 Dong L, Vogelsang TJ, Colucci SJ. Interdecadal trend and ENSO-related interannual variability in Southern Hemisphere blocking Journal of Climate. 21: 3068-3077. DOI: 10.1175/2007Jcli1593.1  1
2008 Hashimzade N, Vogelsang TJ. Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators Journal of Time Series Analysis. 29: 142-162. DOI: 10.1111/J.1467-9892.2007.00548.X  1
2007 Conlin M, O'Donoghue T, Vogelsang TJ. Projection bias in catalog orders American Economic Review. 97: 1217-1249. DOI: 10.1257/Aer.97.4.1217  1
2007 Crainiceanu CM, Vogelsang TJ. Nonmonotonic power for tests of a mean shift in a time series Journal of Statistical Computation and Simulation. 77: 457-476. DOI: 10.1080/10629360600569394  1
2005 Bunzel H, Vogelsang TJ. Powerful trend function tests that are robust to strong serial correlation, with an application to the Prebisch-Singer hypothesis Journal of Business and Economic Statistics. 23: 381-394. DOI: 10.1198/073500104000000631  1
2005 Kiefer NM, Vogelsang TJ. A new asymptotic theory for heteroskedasticity-autocorrelation robust tests Econometric Theory. 21: 1130-1164. DOI: 10.1017/S0266466605050565  1
2005 Vogelsang TJ, Franses PH. Testing for common deterministic trend slopes Journal of Econometrics. 126: 1-24. DOI: 10.1016/J.Jeconom.2004.02.004  1
2005 Vogelsang TJ, Franses PH. Are winters getting warmer? Environmental Modelling and Software. 20: 1449-1455. DOI: 10.1016/J.Envsoft.2004.09.016  1
2003 Vogelsang TJ. TESTING IN GMM MODELS WITHOUT TRUNCATION Advances in Econometrics. 17: 199-233. DOI: 10.1016/S0731-9053(03)17010-7  1
2003 Fomby TB, Vogelsang TJ. TESTS OF COMMON DETERMINISTIC TREND SLOPES APPLIED TO QUARTERLY GLOBAL TEMPERATURE DATA Advances in Econometrics. 17: 29-43. DOI: 10.1016/S0731-9053(03)17002-8  1
2002 Kiefer NM, Vogelsang TJ. Heteroskedasticity-auto correlation robust standard errors using the Bartlett kernel without truncation Econometrica. 70: 2093-2095. DOI: 10.1111/1468-0262.00366  1
2002 Kiefer NM, Vogelsang TJ. Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size Econometric Theory. 18: 1350-1366. DOI: 10.1017/S026646660218604X  1
2002 Tomljanovich M, Vogelsang TJ. Are U.S. regions converging? Using new econometric methods to examine old issues Empirical Economics. 27: 49-62. DOI: 10.1007/s181-002-8358-3  1
2002 Fomby TB, Vogelsang TJ. The application of size-robust trend statistics to global-warming temperature series Journal of Climate. 15: 117-123.  1
2001 Bunzel H, Kiefer NM, Vogelsang TJ. Simple Robust Testing of Hypotheses in Nonlinear Models Journal of the American Statistical Association. 96: 1088-1096. DOI: 10.2139/Ssrn.137401  1
2000 Kiefer NM, Vogelsang TJ, Bunzel H. Simple robust testing of regression hypotheses Econometrica. 68: 695-714. DOI: 10.1111/1468-0262.00128  1
2000 Zambrano E, Vogelsang TJ. A simple test of the law of demand for the United States Econometrica. 68: 1011-1020.  1
1999 Vogelsang TJ. Two simple procedures for testing for a unit root when there are additive outliers Journal of Time Series Analysis. 20: 237-252.  1
1999 Chandra S, Vogelsang TJ. Change and involution in sugar production in cultivation-system Java, 1840-1870 Journal of Economic History. 59: 885-911.  1
1998 Vogelsang TJ, Perron P. Additional tests for a unit root allowing for a break in the trend function at an unknown time International Economic Review. 39: 1073-1100. DOI: 10.2307/2527353  1
1998 Franses PH, Vogelsang TJ. On seasonal cycles, unit roots, and mean shifts Review of Economics and Statistics. 80: 231-238.  1
1998 Vogelsang TJ. Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series Journal of Econometrics. 88: 283-299.  1
1998 Vogelsang TJ. Testing for a shift in mean without having to estimate serial-correlation parameters Journal of Business and Economic Statistics. 16: 73-80.  1
1998 Vogelsang TJ. Trend function hypothesis testing in the presence of serial correlation Econometrica. 66: 123-148.  1
1997 Vogelsang TJ. Wald-type tests for detecting breaks in the trend function of a dynamic time series Econometric Theory. 13: 818-849.  1
1992 Perron P, Vogelsang TJ. Testing for a unit root in a time series with a changing mean: Corrections and extensions Journal of Business and Economic Statistics. 10: 467-470. DOI: 10.1080/07350015.1992.10509923  1
1992 Perron P, Vogelsang TJ. Nonstationarity and level shifts with an application to purchasing power parity Journal of Business and Economic Statistics. 10: 301-320. DOI: 10.1080/07350015.1992.10509907  1
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