Tim Vogelsang
Frederick S. Addy Distinguished Professor of Economics
Ph.D., Princeton University
Address: 310 Marshall-Adams Hall
Tel: 517.353.4582
Fax: 517.432.1068
E-mail: tjv@msu.edu
Curriculum Vitae
Ph.D., Princeton University
Address: 310 Marshall-Adams Hall
Tel: 517.353.4582
Fax: 517.432.1068
E-mail: tjv@msu.edu
Curriculum Vitae
- Econometrics
- Time series analysis
- Block Bootstrap HAC Robust Tests: Sophistication of the Na?ve Bootstrap, (with S. Goncalves) forthcoming in Econometric Theory.
- Testing for a Shift in Trend at an Unknown Date: A Fixed-b Analysis of Heteroskedasticity Autocorrelation Robust OLS Based Tests, (with O. Sayginsoy) forthcoming in Econometric Theory.
- Projection Bias in Catalog Orders, (with M. Conlin and T. O'Donoghue), American Economic Review, 97(4), 1217-1249, September 2007.
- A New Asymptotic Theory for Heteroskedasticity-Autocorrelation Robust Tests, (with N. Kiefer), Econometric Theory, 21, 1130-1164, 2005.
- Simple Robust Testing of Regression Hypotheses, (with N. Kiefer and H. Bunzel), Econometrica, 68, 695-714, 2000.
- Estimating Cointegration Relationships: A Tuning Parameter Free Approach, (with M. Wagner), working paper, Department of Economics, Michigan State University, 2010.
- Fixed-b Analysis of LM Type Tests for a Shift in Mean, (with J. Yang) working paper, Department of Economics, Michigan State University, 2009.
- Heteroskedasticity, Autocorrelation, and Spatial Correlation Robust Inference in Linear Panel Models with Fixed-Effects, working paper, Department of Economics, Michigan State University, 2008.
- Fixed-b Asymptotics for Spatially Dependent Robust Nonparametric Covariance Matrix Estimators, (with C.A. Bester, T. Conley and C. Hansen), working paper, Department of Economics, Michigan State University, 2008.
- Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems, (with P. Pedroni, M. Wagner, J. Westerlund), working paper, Department of Economics, Michigan State University, 2006.
