Vogelsang, Timothy J.

Article in Academic Journal

Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 and Westerlund, Joakim (2015) Nonparametric rank tests for non-stationary panels. Journal of Econometrics, 185 (2), pp. 378-391. https://doi.org/10.1016/j.jeconom.2014.08.013

Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (2014) Integrated modified OLS estimation and fixed-b inference for cointegrating regressions. Journal of Econometrics, 178 (2), pp. 741-760. https://doi.org/10.1016/j.jeconom.2013.10.015

IHS Series

Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (April 2024) Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions. IHS Working Paper Series 53, 35 p.

Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (July 2011) A Fixed-b Perspective on the Phillips-Perron Unit Root Tests. Former Series > Working Paper Series > IHS Economics Series 272

Pedroni, Peter; Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (June 2011) Nonparametric Rank Tests for Non-stationary Panels. Former Series > Working Paper Series > IHS Economics Series 270

Vogelsang, Timothy J. and Wagner, MartinORCID: https://orcid.org/0000-0002-6123-4797 (January 2011) Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions. Former Series > Working Paper Series > IHS Economics Series 263