Browsing All of EconStor by Author Vogelsang, Timothy J.
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2011 | A fixed-b perspective on the Phillips-Perron unit root tests | Vogelsang, Timothy J.; Wagner, Martin |
2011 | Integrated modified OLS estimation and fixed-b inference for cointegrating regressions | Vogelsang, Timothy J.; Wagner, Martin |
2011 | Nonparametric rank tests for non-stationary panels | Pedroni, Peter; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim |
2017 | Fixed-b inference for testing structural change in a time series regression | Cho, Cheol-Keun; Vogelsang, Timothy J.; Montañés, Antonio |
2024 | Integrated modified OLS estimation and fixed-b inference for cointegrating multivariate polynomial regressions | Vogelsang, Timothy J.; Wagner, Martin |