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Heteroskedasticity, autocorrel...
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16
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Vogelsang, Timothy J.
13
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4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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2
Maximum likelihood estimation of misspecified models : twenty years later
2
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ECONIS (ZBW)
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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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2
Simple robust testing of regression hypothesis
Kiefer, Nicholas M.
;
Vogelsang, Timothy J.
;
Bunzel, Helle
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
3
,
pp. 695-714
Persistent link: https://www.econbiz.de/10001476522
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Simple robust testing of regression hypothesis: a comment
Abadir, Karim Maher
;
Paruolo, Paolo
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 2097-2099
Persistent link: https://www.econbiz.de/10001702266
Saved in:
6
Powerful tests of structural change that are robust to strong serial correlation
Sayginsoy, Özgen
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002707940
Saved in:
7
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
Saved in:
8
Fixed-b analysis of LM-type tests for a shift in mean
Yang, Jingjing
;
Vogelsang, Timothy J.
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 438-456
Persistent link: https://www.econbiz.de/10009382500
Saved in:
9
Serial correlation robust LM type test for a shift in trend
Yang, Jingjing
;
Vogelsang, Timothy J.
- In:
30th anniversary edition
,
(pp. 97-131)
.
2012
Persistent link: https://www.econbiz.de/10009711998
Saved in:
10
Powerful trend function tests that are robust to strong serial correlation, with an application to the Prebisch-Singer hypthesis
Bunzel, Helle
;
Vogelsang, Timothy J.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 381-394
Persistent link: https://www.econbiz.de/10003193412
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