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Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J. - In: Journal of econometrics 88 (1999) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
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Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J. - In: Journal of econometrics 166 (2012) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10009511326
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Testing for common deterministic trend slopes
Vogelsang, Timothy J.; Franses, Philip Hans - In: Journal of econometrics 126 (2005) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10006749131
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Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J. - In: Journal of econometrics 88 (1999) 2, pp. 283-300
Persistent link: https://www.econbiz.de/10006786618
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Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J. - In: Journal of econometrics 166 (2012) 2, pp. 303-320
Persistent link: https://www.econbiz.de/10009816474
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Testing for common deterministic trend slopes
Vogelsang, Timothy J.; Franses, Philip Hans - In: Journal of econometrics 126 (2005) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10002538623
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 178 (2014) 2, pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
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Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 185 (2015) 2, pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
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Inference in time series models using smoothed-clustered standard errors
Rho, Seunghwa; Vogelsang, Timothy J. - In: Journal of econometrics 224 (2021) 1, pp. 113-133
Persistent link: https://www.econbiz.de/10013275365
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Annals issue : PI-Day Honoring Pierre Perron
Ng, Serena; Qu, Zhongjun; Vogelsang, Timothy J. - In: Journal of econometrics 224 (2021) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10013275375