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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


  • Econometrics
  • Time series analysis
  • "Heteroskedasticity, Autocorrelation, and Spatial Correlation Robust Inference in Linear Panel Models with Fixed-Effects", Journal of Econometrics, 166(2), 303-319, 2012.
  • "Block Bootstrap HAC Robust Tests: Sophistication of the Naive Bootstrap," (with S. Goncalves), Econometric Theory, 27, 745-791, 2011.
  • "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.
  • "Fixed-b Inference for Testing Structural Change in a Time Series Regression", (with C.K. Cho), Working Paper, Department of Economics, Michigan State University, 2013.
  • "Heteroskedasticity Autocorrelation Robust Inference in Time Series Regressions with Missing Data", (with S. Rho), Working Paper, Department of Economics, Michigan State University, 2013.
  • "HAC-Robust Trend Comparisons Among Climate Series with Possible Intercept Shifts”, (with R. McKitrick), Working Paper, Department of Economics, Michigan State University, 2012.
  • "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions", (with M. Wagner), Working Paper, Department of Economics, Michigan State University, 2011.
  • "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, 2011.

Additional Working Papers


 
Michigan State University Department of Economics