Timothy J. Vogelsang

Timothy J. Vogelsang publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Timothy J. Vogelsang sits on this spectrum.

Timothy J. Vogelsang D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Timothy J. Vogelsang sits on this spectrum.

Best Publications

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

  Pierre Perron;Pierre Perron;Timothy J. Vogelsang

  1648
  Citations

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

  Timothy J. Vogelsang;Pierre Perron

  924
  Citations

• A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests

  Nicholas M. Kiefer;Timothy J. Vogelsang

  503
  Citations

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

  Pierre Perron;Timothy J. Vogelsang

  464
  Citations

• Trend function hypothesis testing in the presence of serial correlation

  Timothy J. Vogelsang

  396
  Citations

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

  Timothy J. Vogelsang

  338
  Citations

• Simple Robust Testing of Regression Hypotheses

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

  335
  Citations

• Projection Bias in Catalog Orders

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

  332
  Citations

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

  Nicholas M. Kiefer;Timothy J. Vogelsang

  286
  Citations

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

  Timothy Vogelsang;Pierre Perron

  286
  Citations

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

  Timothy J. Vogelsang

  265
  Citations

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

  Nicholas M. Kiefer;Timothy J. Vogelsang

  200
  Citations

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

  Helle Bunzel;Timothy J. Vogelsang

  181
  Citations

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

  Timothy J. Vogelsang

  135
  Citations

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

  Marc Tomljanovich;Timothy J. Vogelsang

  127
  Citations

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

  Thomas B. Fomby;Timothy J. Vogelsang

  108
  Citations

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

  Sílvia Gonçalves;Timothy J. Vogelsang

  89
  Citations

• On Seasonal Cycles, Unit Roots, and Mean Shifts

  Philip Hans Franses;Timothy J. Vogelsang

  88
  Citations

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

  Timothy J. Vogelsang;Martin Wagner

  79
  Citations

• Asymptotic Theory for Econometricians

  Timothy J Vogelsang

  39
  Citations