World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
31
Citations
7969
World Ranking
3516
National Ranking
1877

Best Publications

  • Nonstationarity and Level Shifts With an Application to Purchasing Power Parity

    Pierre Perron;Pierre Perron;Timothy J. Vogelsang

  • Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time

    Timothy J. Vogelsang;Pierre Perron

  • A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests

    Nicholas M. Kiefer;Timothy J. Vogelsang

  • Testing for a Unit Root in a Time Series With a Changing Mean: Corrections and Extensions

    Pierre Perron;Timothy J. Vogelsang

  • Trend function hypothesis testing in the presence of serial correlation

    Timothy J. Vogelsang

  • Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series

    Timothy J. Vogelsang

  • Simple Robust Testing of Regression Hypotheses

    Nicholas M. Kiefer;Timothy J. Vogelsang;Helle Bunzel

  • Projection Bias in Catalog Orders

    Michael Conlin;Ted O'Donoghue;Timothy J. Vogelsang

  • HETEROSKEDASTICITY-AUTOCORRELATION ROBUST STANDARD ERRORS USING THE BARTLETT KERNEL WITHOUT TRUNCATION

    Nicholas M. Kiefer;Timothy J. Vogelsang

  • Nonstationary and Level Shifts With An Application To Purchasing Power Parity

    Timothy Vogelsang;Pierre Perron

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

    Timothy J. Vogelsang

  • HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE

    Nicholas M. Kiefer;Timothy J. Vogelsang

  • Powerful Trend Function Tests That Are Robust to Strong Serial Correlation, With an Application to the Prebisch–Singer Hypothesis

    Helle Bunzel;Timothy J. Vogelsang

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

    Timothy J. Vogelsang

  • Are U.S. regions converging? Using new econometric methods to examine old issues

    Marc Tomljanovich;Timothy J. Vogelsang

  • The Application of Size-Robust Trend Statistics to Global-Warming Temperature Series

    Thomas B. Fomby;Timothy J. Vogelsang

  • BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP

    Sílvia Gonçalves;Timothy J. Vogelsang

  • On Seasonal Cycles, Unit Roots, and Mean Shifts

    Philip Hans Franses;Timothy J. Vogelsang

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

    Timothy J. Vogelsang;Martin Wagner

  • Asymptotic Theory for Econometricians

    Timothy J Vogelsang

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