Search Results - "Vogelsang, J."

Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects by Vogelsang, Timothy J.

“…This paper develops an asymptotic theory for test statistics in linear panel models that are robust to heteroskedasticity, autocorrelation and/or spatial…”
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Projection Bias in Catalog Orders by Conlin, Michael, O'Donoghue, Ted, Vogelsang, Timothy J.

“…Evidence suggests that people understand qualitatively how tastes change over time, but underestimate the magnitudes. This evidence is limited, however, to…”
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Ultrafast Single-Molecule Fluorescence Measured by Femtosecond Double-Pulse Excitation Photon Antibunching by Schedlbauer, J, Wilhelm, P, Grabenhorst, L, Federl, M. E, Lalkens, B, Hinderer, F, Scherf, U, Höger, S, Tinnefeld, P, Bange, S, Vogelsang, J, Lupton, J. M

“…Most measurements of fluorescence lifetimes on the single-molecule level are carried out using avalanche photon diodes (APDs). These single-photon counters are…”
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Anomalous Linear Dichroism in Bent Chromophores of π-conjugated Polymers: Departure from the Franck-Condon Principle by Wilhelm, P, Vogelsang, J, Schönfelder, N, Höger, S, Lupton, J M

“…We examine the influence of bending of π-conjugated chromophores on photoluminescence (PL) by spectrally resolving the depolarization of fluorescence on the…”
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A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS by Kiefer, Nicholas M., Vogelsang, Timothy J.

“…A new first-order asymptotic theory for heteroskedasticity-autocorrelation (HAC) robust tests based on nonparametric covariance matrix estimators is developed…”
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Simplified simulation of the installation of vibro-piles in water saturated soil by Grandas-Tavera, C.E., Vogelsang, J., Triantafyllidis, Th

“…This paper presents a novel and simplified approach to simulate the effects of the vibro-pile installation on the deformation of deep excavation shoring walls…”
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Indirect Aerosol Effect Increases CMIP5 Models’ Projected Arctic Warming by Chylek, Petr, Vogelsang, Timothy J., Klett, James D., Hengartner, Nicholas, Higdon, Dave, Lesins, Glen, Dubey, Manvendra K.

“…Phase 5 of the Coupled Model Intercomparison Project (CMIP5) climate models’ projections of the 2014–2100 Arctic warming under radiative forcing from…”
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Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time by Vogelsang, Timothy J., Perron, Pierre

“…We consider unit root tests that allow a shift in trend at an unknown time. We focus on the additive outlier approach, but also give results for the…”
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Trend Function Hypothesis Testing in the Presence of Serial Correlation by Vogelsang, Timothy J.

“…In this paper test statistics are proposed that can be used to test hypotheses about the parameters of the deterministic trend function of a univariate time…”
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Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation by Kiefer, Nicholas M., Vogelsang, Timothy J.

“…This note shows that the heteroskedasticity-autocorrelation (HAC) robust tests recently proposed by Kiefer, Vogelsang, and Bunzel (2000) are exactly equivalent…”
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Fixed-b inference for testing structural change in a time series regression by Cho, Cheol-Keun, Vogelsang, Timothy J, Montañés, Antonio

“…This paper addresses tests for structural change in a weakly dependent time series regression. The cases of full structural change and partial structural…”
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Inference in time series models using smoothed-clustered standard errors by Rho, Seunghwa, Vogelsang, Timothy J.

“…This paper proposes a long run variance estimator for conducting inference in time series regression models that combines the nonparametric approach with a…”
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Simple Robust Testing of Regression Hypotheses by Kiefer, Nicholas M., Vogelsang, Timothy J., Bunzel, Helle

“…The problem of hypothesis testing in models with errors that have serial correlation for heteroscedasticity of unknown form is considered. An alternative…”
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Integrated modified OLS estimation and fixed- inference for cointegrating regressions by Vogelsang, Timothy J., Wagner, Martin

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Comment on "HAR Inference: Recommendations for Practice" by Vogelsang, Timothy J.

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Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series by Vogelsang, Timothy J.

“…Sources of nonmonotonic power are uncovered for a wide variety of tests for a shift in the mean of a dynamic time series. Two main sources of nonmonotonic…”
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Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series by Vogelsang, Timothy J.

“…In this paper, test statistics for detecting a break at an unknown date in the trend function of a dynamic univariate time series are proposed. The tests are…”
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The Application of Size-Robust Trend Statistics to Global-Warming Temperature Series by Fomby, Thomas B., Vogelsang, Timothy J.

“…In this note, new evidence is provided confirming that global temperature series spanning back to the mid-1800s have statistically significant positive trends…”
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Nonmonotonic power for tests of a mean shift in a time series by Crainiceanu, Ciprian M., Vogelsang, Timothy J.

“…The null hypothesis-based statistics CUSUM and QS are widely used for testing parameter stability. We provide examples, extensive simulation studies and…”
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Are winters getting warmer? by Vogelsang, Timothy J., Franses, Philip Hans

“…We examine whether any trends in monthly temperatures are the same through-out the year for various lengthy series. The data concern the world, the northern…”
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