Tim Vogelsang

W 10:00- 12:00p

• EC 421-001 | MW 12:40-2:00p | 120 BH
• EC 822B-001 | MW 3:00-4:20p | 120 BH

• 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.

Additional Working Papers