Testing for a shift in trend when serial correlation is of unknown form

von Vogelsang, Timothy J.
Veröffentlicht 1999

Trend function hypothesis testing in the presence of serial correlation

von Vogelsang, Timothy J.
Veröffentlicht in Econometrica (1998)

Wald-type tests for detecting breaks in the trend function of a dynamic time series

von Vogelsang, Timothy J.
Veröffentlicht in Econometric theory (1997)

Testing in GMM models without truncation

von Vogelsang, Timothy J.
Veröffentlicht in Maximum likelihood estimation of misspecified models (2003)

Testing for a shift in mean without having to estimate serial-correlation parameters

von Vogelsang, Timothy J.
Veröffentlicht in Journal of business & economic statistics (1998)

Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series

von Vogelsang, Timothy J.
Veröffentlicht in Journal of econometrics (1999)

Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects

von Vogelsang, Timothy J.
Veröffentlicht in Journal of econometrics (2012)

Block bootstrap hac robust tests : the sophistication of naive bootstrap

von Gonçalves, Sílvia
Veröffentlicht in Econometric theory (2011)

Serial correlation robust LM type test for a shift in trend

von Yang, Jingjing
Veröffentlicht in 30th anniversary edition (2012)

Testing for a shift in trend at an unknown date : a fixed-B analysis of heteroskedasticity autocorrelation robust OLS-based tests

von Sayginsoy, Özgen
Veröffentlicht in Econometric theory (2011)

Powerful trend function tests that are robust to strong serial correlation, with an application to the Prebisch-Singer hypthesis

von Bunzel, Helle
Veröffentlicht in Journal of business & economic statistics (2005)

Forecasting autoregressive time series in the presence of deterministic components

von Ng, Serena
Veröffentlicht in The econometrics journal (2002)

Nonstationarity and level shifts with an application to purchasing power parity

von Perron, Pierre
Veröffentlicht in Journal of business & economic statistics (1992)

Real exchange rates and purchasing power parity

von Dornbusch, Rudiger
Veröffentlicht in Trade theory and economic reform: North, South, and East (1991)

Additional tests for a unit root allowing for a break in the trend function at an unknown time

von Vogelsang, Timothy J.
Veröffentlicht in International economic review (1998)

Analysis of vector autoregressions in the presence of shifts in mean

von Ng, Serena
Veröffentlicht in Econometric reviews (2002)

Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction

von Taylor, Robert
Veröffentlicht in Econometric theory (2011)

Fixed-b analysis of LM-type tests for a shift in mean

von Yang, Jingjing
Veröffentlicht in The econometrics journal (2011)

Inference in time series models using smoothed-clustered standard errors

von Rho, Seunghwa
Veröffentlicht in Journal of econometrics (2021)

Integrated modified OLS estimation and fixed-b inference for cointegrating regressions

von Vogelsang, Timothy J.
Veröffentlicht 2011