MissionFacilitiesNewslettersContact Us
FacultyFaculty by FieldsAdvisory BoardNew FacultyVisiting FacultyAdjunct FacultyEmeritus FacultyJob PostingsCurrent Graduate StudentsCurrent Graduate Student InstructorsJob Market CandidatesJob Market PlacementAdvisorsStaff
This Week's SeminarsApplied EconomicsEconometricsEconomic TheoryMacroeconomicsEmpirical Micro LunchTheory Brown Bag SeminarsDevelopment Lunch SeminarsGraduate Research Workshop (EC950)SWiM: Summer Weekly MeetingsGraduate Student SeminarsDunaway Lecture
About our PhD programPhD Program  Program RulesJob Market CandidatesJob Market PlacementEconomics of Education PhD ProgramDual/Joint DegreesCoursesGraduate AwardsApplication Information  Guidelines for Admission  FAQOverride Request FormThe Masters Degree
About Our Undergraduate ProgramsAreas of EmphasisEcon Scholars ProgramCoursesOverride Request FormFAQOnline CoursesOnline Course RegistrationStudy AbroadUndergraduate AwardsDual Degrees

Tim Vogelsang

Department Chair and Frederick S. Addy Distinguished Chair of Economics
Ph.D., Princeton University

Address: 110B Marshall-Adams Hall
Tel: 517.355.5238
Fax: 517.432.1068
E-mail: tjv@msu.edu

Curriculum Vitae

  • Econometrics
  • Time series analysis
  • "Fixed-b Asymptotics for Spatially Dependent Robust Nonparametric Covariance Matrix Estimators", (with C.A. Bester, T. Conley and C. Hansen), forthcoming in Econometric Theory.
  • "Heteroskedasticity, Autocorrelation, and Spatial Correlation Robust Inference in Linear Panel Models with Fixed-Effects", Journal of Econometrics, 166(2), 303-319, 2012.
  • "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.
  • "Estimation and Inference of Trend Slope Ratios", (with N. Nawaz), Department of Economics, Michigan State University, 2014.
  • “Inference in Time Series Models using Smoothed Clustered Standard Errors”, (with S. Rho), Department of Economics, Michigan State University, 2014.
  • "Fixed-b Inference for Testing Structural Change in a Time Series Regression", (with C.K. Cho), Working Paper, Department of Economics, Michigan State University, 2014.
  • "Heteroskedasticity Autocorrelation Robust Inference in Time Series Regressions with Missing Data", (with S. Rho), Working Paper, Department of Economics, Michigan State University, 2014.
  • "Nonparametric Rank Tests for Non-stationary Panels", (with P. Pedroni, M. Wagner, J. Westerlund), working paper, Department of Economics, Michigan State University, 2011.

Additional Working Papers

Michigan State University Department of Economics