Timothy J. Vogelsang

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