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Tim Vogelsang

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

Address: 305C Marshall-Adams Hall
Tel: 517.353.4582
Fax: 517.432.1068
E-mail: tjv@msu.edu
Web: https://sites.google.com/view/tim-vogelsang-msu/

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