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Simple Robust Testing of Regression Hypotheses

Kiefer, Nicholas M.; Vogelsang, Timothy J.; Bunzel, Helle - In: Econometrica 68 (2000) 3, pp. 695-714

Persistent link: https://www.econbiz.de/10005702152

A Simple Test of the Law of Demand for the United States

Zambrano, Eduardo; Vogelsang, Timothy J. - In: Econometrica 68 (2000) 4, pp. 1013-1022

Persistent link: https://www.econbiz.de/10005702237

Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation

Kiefer, Nicholas M.; Vogelsang, Timothy J. - In: Econometrica 70 (2002) 5, pp. 2093-2095

Persistent link: https://www.econbiz.de/10005231580

Trend Function Hypothesis Testing in the Presence of Serial Correlation

Vogelsang, Timothy J. - In: Econometrica 66 (1998) 1, pp. 123-148

Test statistics are proposed for testing hypotheses about the parameters of the deterministic trend function of a univariate time series. The tests are valid for general forms of serial correlation in the errors and do not require estimates (parametric or nonparametric) of serial correlation...

Persistent link: https://www.econbiz.de/10005231874