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Testing in GMM models without truncation
Vogelsang, Timothy J. - In: Maximum likelihood estimation of misspecified models : …, (pp. 199-233). 2003
Persistent link: https://www.econbiz.de/10001916340
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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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A new approach to the asymptotics of HAC robust testing in econometrics
Kiefer, Nicholas M.; Vogelsang, Timothy J. - 2000
Persistent link: https://www.econbiz.de/10001458269
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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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Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas M.; Vogelsang, Timothy J. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
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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
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A new asymptotic theory for heteroskedasticity-autocorrelation robust tests
Kiefer, Nicholas M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003148418
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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/10003193574
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Heteroskedasticity autocorrelation robust inference in time series regressions with missing data
Rho, Seung-Hwa; Vogelsang, Timothy J. - In: Econometric theory 35 (2019) 3, pp. 601-629
Persistent link: https://www.econbiz.de/10012146158
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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