Concepedia

Timothy J. Vogelsang

TJ

50

Publications

6.6K

Citations

32

H-Index

1991

Active since

Affiliations

Cornell University(Current)

Michigan State University

Université de Montréal

Erasmus University Rotterdam

Princeton University

Timothy J. Vogelsang is an author at Cornell University specializing in statistics, econometrics, and business.

Top concepts

StatisticsEconometricsBusinessEconomicsFinanceEngineeringTrend AnalysisTime Series EconometricsMacroeconomicsEconomic Analysis

Publications per year

1991–2016

50

Publications

50

Nonstationarity and Level Shifts With an Application to Purchasing Power Parity

Pierre Perrón, Timothy J. Vogelsang · Journal of Business and Economic Statistics · 1992 · 1.1K citations

Power Parity, Unit Root, Economic Fluctuation +17

Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time

Timothy J. Vogelsang, Pierre Perrón · International Economic Review · 1998 · 636 citations

A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS

Nicholas M. Kiefer, Timothy J. Vogelsang · Econometric Theory · 2005 · 431 citations

Volatility Modeling, Asset Pricing, Robust Statistic +10

Nonstationarity and Level Shifts with an Application to Purchasing Power Parity

Pierre Perrón, Timothy J. Vogelsang · Journal of Business and Economic Statistics · 1992 · 383 citations

Power Market, Economics, Macroeconomics +10

Trend Function Hypothesis Testing in the Presence of Serial Correlation

Timothy J. Vogelsang · Econometrica · 1998 · 319 citations

Paper Test Statistics, Economics, Macroeconomics +12

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