| Year |
Citation |
Score |
| 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 |
0.569 |
|
| 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 |
0.468 |
|
| 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 |
0.436 |
|
| 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 |
0.544 |
|
| 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 |
0.363 |
|
| 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 |
0.553 |
|
| 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 |
0.642 |
|
| 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 |
0.316 |
|
| 2011 |
Gonçalves S, Vogelsang TJ. BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP Econometric Theory. 1-47. DOI: 10.1017/S0266466610000496 |
0.563 |
|
| 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 |
0.456 |
|
| 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 |
0.316 |
|
| 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 |
0.537 |
|
| 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 |
0.57 |
|
| 2005 |
Kiefer NM, Vogelsang TJ. A new asymptotic theory for heteroskedasticity-autocorrelation robust tests Econometric Theory. 21: 1130-1164. DOI: 10.1017/S0266466605050565 |
0.503 |
|
| 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 |
0.465 |
|
| 2003 |
Vogelsang TJ. TESTING IN GMM MODELS WITHOUT TRUNCATION Advances in Econometrics. 17: 199-233. DOI: 10.1016/S0731-9053(03)17010-7 |
0.533 |
|
| 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 |
0.577 |
|
| 2002 |
Kiefer NM, Vogelsang TJ. Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size Econometric Theory. 18: 1350-1366. DOI: 10.1017/S026646660218604X |
0.517 |
|
| 2002 |
Fomby TB, Vogelsang TJ. The application of size-robust trend statistics to global-warming temperature series Journal of Climate. 15: 117-123. |
0.441 |
|
| 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 |
0.508 |
|
| 2000 |
Kiefer NM, Vogelsang TJ, Bunzel H. Simple robust testing of regression hypotheses Econometrica. 68: 695-714. DOI: 10.1111/1468-0262.00128 |
0.622 |
|
| 2000 |
Zambrano E, Vogelsang TJ. A simple test of the law of demand for the United States Econometrica. 68: 1011-1020. |
0.305 |
|
| 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. |
0.366 |
|
| 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 |
0.606 |
|
| 1998 |
Franses PH, Vogelsang TJ. On seasonal cycles, unit roots, and mean shifts Review of Economics and Statistics. 80: 231-238. |
0.324 |
|
| 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. |
0.458 |
|
| 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. |
0.641 |
|
| 1998 |
Vogelsang TJ. Trend function hypothesis testing in the presence of serial correlation Econometrica. 66: 123-148. |
0.609 |
|
| 1997 |
Vogelsang TJ. Wald-type tests for detecting breaks in the trend function of a dynamic time series Econometric Theory. 13: 818-849. |
0.602 |
|
| 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 |
0.651 |
|
| 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 |
0.648 |
|
| 1962 |
KJELLANDER J, SIEVERS O, VOGELSANG TM. A further comparison between the Reiter protein complement fixation test (RPCF) and the Treponema pallidum immobilization test (TPI) Acta Pathologica Et Microbiologica Scandinavica. 56: 415-420. PMID 14033247 |
0.312 |
|
| 1947 |
Vogelsang TM. The Harris Slide Test: A Microflocculation Test for Syphilis with Cardiolipin Antigen. The British Journal of Venereal Diseases. 23: 109-15. PMID 21773155 |
0.332 |
|
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