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Timothy Vogelsang

Global rank #3056 96%

Institution: Michigan State University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/tim-vogelsang-msu/

First Publication: 1997

Most Recent: 2021

RePEc ID: pvo70 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 0.00 0.00 2.01
Last 10 Years 0.00 1.01 1.51 0.00 4.02
All Time 0.67 8.55 10.56 0.00 30.83

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 20.87

Publications (21)

Year Article Journal Tier Authors
2021 Inference in time series models using smoothed-clustered standard errors Journal of Econometrics A 2
2019 HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA Econometric Theory B 2
2018 Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators Economics Letters C 2
2018 Comment on "HAR Inference: Recommendations for Practice" Journal of Business & Economic Statistics A 1
2016 FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS Econometric Theory B 4
2015 Nonparametric rank tests for non-stationary panels Journal of Econometrics A 4
2014 Integrated modified OLS estimation and fixed-b inference for cointegrating regressions Journal of Econometrics A 2
2014 Comment Journal of Business & Economic Statistics A 1
2013 A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS Econometric Theory B 2
2012 Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects Journal of Econometrics A 1
2011 BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP Econometric Theory B 2
2011 SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION Econometric Theory B 2
2011 TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS Econometric Theory B 2
2007 Projection Bias in Catalog Orders American Economic Review S 3
2005 Testing for common deterministic trend slopes Journal of Econometrics A 2
2005 A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS Econometric Theory B 2
2002 HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE Econometric Theory B 2
1999 Change and Involution in Sugar Production in Cultivation-System Java, 1840–1870 Journal of Economic History B 2
1998 On Seasonal Cycles, Unit Roots, And Mean Shifts Review of Economics and Statistics A 2
1998 Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series Journal of Econometrics A 1
1997 Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series Econometric Theory B 1