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Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J. - In: Econometric theory 13 (1997) 6, pp. 818-849
Persistent link: https://www.econbiz.de/10001236162
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A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
Vogelsang, Timothy J.; Wagner, Martin - In: Econometric theory 29 (2012) 3, pp. 609-628
Persistent link: https://www.econbiz.de/10010120923
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HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
Kiefer, Nicholas M.; Vogelsang, Timothy J. - In: Econometric theory 18 (2002) 6, pp. 1350-1366
Persistent link: https://www.econbiz.de/10006972303
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Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series
Vogelsang, Timothy J. - In: Econometric theory 13 (1997) 6, pp. 818-849
Persistent link: https://www.econbiz.de/10006995384
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BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
Gonçalves, Sílvia; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 4, pp. 745-792
Persistent link: https://www.econbiz.de/10009177572
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TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS
Sayginsoy, Özgen; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 5, pp. 992-1026
Persistent link: https://www.econbiz.de/10009287896
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SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION
Taylor, A.M. Robert; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 5, pp. 929-933
Persistent link: https://www.econbiz.de/10009287899
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Heteroskedasticity-autocorrelation robust testing using bandwidth equal to sample size
Kiefer, Nicholas M.; Vogelsang, Timothy J. - In: Econometric theory 18 (2002) 6, pp. 1350-1366
Persistent link: https://www.econbiz.de/10001716907
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A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
Kiefer, Nicholas M.; Vogelsang, Timothy J. - In: Econometric theory 21 (2005) 6, pp. 1130-1164
Persistent link: https://www.econbiz.de/10006957904
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Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests
Sayginsoy, Özgen; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 5, pp. 992-1025
Persistent link: https://www.econbiz.de/10009379760