James MacKinnon
Personal Details
First Name: | James |
Middle Name: | |
Last Name: | MacKinnon |
Suffix: | |
RePEc Short-ID: | pma63 |
[This author has chosen not to make the email address public] | |
http://www.econ.queensu.ca/faculty/mackinnon | |
Department of Economics Queen's University Kingston, Ontario, Canada K7L 3N6 | |
613 533-2293 | |
Terminal Degree: | 1975 Department of Economics; Princeton University (from RePEc Genealogy) |
Affiliation
Economics Department
Queen's University
Kingston, Canadahttp://www.econ.queensu.ca/
RePEc:edi:qedquca (more details at EDIRC)
Research output
Jump to: Working papers Articles Software Chapters BooksWorking papers
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024.
"Jackknife inference with two-way clustering,"
Papers
2406.08880, arXiv.org.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "Jackknife Inference with Two-Way Clustering," Working Paper 1516, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024.
"Cluster-robust jackknife and bootstrap inference for binary response models,"
Papers
2406.00650, arXiv.org.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models," Working Paper 1515, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023.
"Testing for the appropriate level of clustering in linear regression models,"
Papers
2301.04522, arXiv.org, revised Mar 2023.
- MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, vol. 235(2), pages 2027-2056.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Testing for the appropriate level of clustering in linear regression models," Working Paper 1428, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023.
"Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference,"
Papers
2301.04527, arXiv.org, revised Feb 2023.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Fast and reliable jackknife and bootstrap methods for cluster‐robust inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 671-694, August.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Working Paper 1485, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022.
"Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust,"
Papers
2205.03288, arXiv.org, revised Nov 2023.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust," Stata Journal, StataCorp LP, vol. 23(4), pages 942-982, December.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Working Paper 1483, Economics Department, Queen's University.
- James MacKinnon & Morten Ørregaard Nielsen, 2022.
"Cluster-Robust Inference: A Guide to Empirical Practice,"
CREATES Research Papers
2022-08, Department of Economics and Business Economics, Aarhus University.
- MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Cluster-robust inference: A guide to empirical practice," Journal of Econometrics, Elsevier, vol. 232(2), pages 272-299.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper 1456, Economics Department, Queen's University.
- Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
- James G. MacKinnon, 2022.
"Using Large Samples in Econometrics,"
Working Paper
1482, Economics Department, Queen's University.
- MacKinnon, James G., 2023. "Using large samples in econometrics," Journal of Econometrics, Elsevier, vol. 235(2), pages 922-926.
- James G. MacKinnon, 2021.
"Fast cluster bootstrap methods for linear regression models,"
Working Paper
1465, Economics Department, Queen's University.
- MacKinnon, James G., 2023. "Fast cluster bootstrap methods for linear regression models," Econometrics and Statistics, Elsevier, vol. 26(C), pages 52-71.
- James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020.
"Wild Bootstrap and Asymptotic Inference with Multiway Clustering,"
CREATES Research Papers
2020-06, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021. "Wild Bootstrap and Asymptotic Inference With Multiway Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
- James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb, 2019. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," Working Paper 1415, Economics Department, Queen's University.
- James G. MacKinnon, 2019.
"How cluster-robust inference is changing applied econometrics,"
Working Paper
1413, Economics Department, Queen's University.
- James G. MacKinnon, 2019. "How cluster‐robust inference is changing applied econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(3), pages 851-881, August.
- James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019.
"Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors,"
CREATES Research Papers
2019-05, Department of Economics and Business Economics, Aarhus University.
- Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019. "Asymptotic theory and wild bootstrap inference with clustered errors," Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2018. "Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors," Working Paper 1399, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2018.
"Wild Bootstrap Randomization Inference For Few Treated Clusters,"
Working Paper
1404, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2019. "Wild Bootstrap Randomization Inference for Few Treated Clusters," Advances in Econometrics, in: The Econometrics of Complex Survey Data, volume 39, pages 61-85, Emerald Group Publishing Limited.
- James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb, 2018.
"Fast and Wild: Bootstrap Inference in Stata Using boottest,"
CREATES Research Papers
2018-34, Department of Economics and Business Economics, Aarhus University.
- David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019. "Fast and wild: Bootstrap inference in Stata using boottest," Stata Journal, StataCorp LP, vol. 19(1), pages 4-60, March.
- David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2018. "Fast And Wild: Bootstrap Inference In Stata Using Boottest," Working Paper 1406, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2017.
"The Wild Bootstrap For Few (treated) Clusters,"
Working Paper
1364, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2018. "The wild bootstrap for few (treated) clusters," Econometrics Journal, Royal Economic Society, vol. 21(2), pages 114-135, June.
- James G. MacKinnon & Matthew D. Webb, 2017. "Pitfalls When Estimating Treatment Effects Using Clustered Data," Working Paper 1387, Economics Department, Queen's University.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017. "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper 1383, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017. "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper 1386, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2017. "The multiway cluster wild bootstrap," Canadian Stata Users' Group Meetings 2017 06, Stata Users Group.
- James G. MacKinnon & Matthew D. Webb, 2016.
"Randomization Inference for Difference-in-Differences with Few Treated Clusters,"
Carleton Economic Papers
16-11, Carleton University, Department of Economics.
- MacKinnon, James G. & Webb, Matthew D., 2020. "Randomization inference for difference-in-differences with few treated clusters," Journal of Econometrics, Elsevier, vol. 218(2), pages 435-450.
- James G. MacKinnon & Matthew D. Webb, 2019. "Randomization Inference For Difference-in-differences With Few Treated Clusters," Working Paper 1355, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2016. "The Subcluster Wild Bootstrap for Few (Treated) Clusters," Carleton Economic Papers 16-13, Carleton University, Department of Economics.
- James G. MacKinnon, 2016.
"Inference With Large Clustered Datasets,"
Working Paper
1365, Economics Department, Queen's University.
- MacKinnon, James G., 2016. "Inference with Large Clustered Datasets," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(4), pages 649-665, Décembre.
- James G. MacKinnon & Matthew D. Webb, 2015.
"Wild Bootstrap Inference For Wildly Different Cluster Sizes,"
Working Paper
1314, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2017. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
- Russell Davidson & James G. Mackinnon, 2015.
"Bootstrap Tests for Overidentification in Linear Regression Models,"
Post-Print
hal-01456100, HAL.
- Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- James G. MacKinnon & Russell Davidson, 2014. "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper 1318, Economics Department, Queen's University.
- James G. MacKinnon, 2014.
"Wild Cluster Bootstrap Confidence Intervals,"
Working Paper
1329, Economics Department, Queen's University.
- MacKinnon , James G., 2015. "Wild Cluster Bootstrap Confidence Intervals," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 11-33, Mars-Juin.
- MacKinnon, James G., 2020. "Wild cluster bootstrap confidence intervals," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 721-743, Décembre.
- Russell Davidson & James G. Mackinnon, 2014.
"Confidence Sets Based on Inverting Anderson-Rubin Tests,"
Post-Print
hal-01463107, HAL.
- Russell Davidson & James G. MacKinnon, 2014. "Confidence sets based on inverting Anderson–Rubin tests," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
- James G. MacKinnon & Russell Davidson, 2011. "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper 1257, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2014.
"Bootstrap Confidence Sets with Weak Instruments,"
Post-Print
hal-01463109, HAL.
- Russell Davidson & James G. MacKinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
- James G. MacKinnon & Russell Davidson, 2012. "Bootstrap Confidence Sets With Weak Instruments," Working Paper 1278, Economics Department, Queen's University.
- James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
- James G. MacKinnon & Morten Ørregaard Nielsen, 2010.
"Numerical distribution functions of fractional unit root and cointegration tests,"
CREATES Research Papers
2010-59, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten Ørregaard Nielsen, 2014. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, January.
- James G. MacKinnon & Morten Ø. Nielsen, 2010. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Working Paper 1240, Economics Department, Queen's University.
- James G. MacKinnon, 2010. "Critical Values For Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 2009.
"Bootstrap inference in a linear equation estimated by instrumental variables,"
Working Papers
halshs-00442713, HAL.
- Russell Davidson & James G. MacKinnon, 2008. "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009.
"Moments of IV and JIVE estimators,"
Working Papers
halshs-00442692, HAL.
- Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
- Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
- James G. MacKinnon & Russell Davidson, 2006. "Moments Of Iv And Jive Estimators," Working Paper 1085, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 2009.
"Wild bootstrap tests for IV regression,"
Working Papers
halshs-00443550, HAL.
- Davidson, Russell & MacKinnon, James G., 2010. "Wild Bootstrap Tests for IV Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 128-144.
- James G. MacKinnon & Russell Davidson, 2007. "Wild Bootstrap Tests For Iv Regression," Working Paper 1135, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2007. "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers 2007-14, McGill University, Department of Economics.
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006.
"The Case Against Jive,"
Departmental Working Papers
2004-02, McGill University, Department of Economics.
- James G. MacKinnon & Russell Davidson, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
- Russell Davidson & James G. MacKinnon, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833, September.
- James G. MacKinnon & Russell Davidson, 2004. "The Case Against Jive," Working Paper 1031, Economics Department, Queen's University.
- James G. MacKinnon, 2006.
"Bootstrap Methods In Econometrics,"
Working Paper
1028, Economics Department, Queen's University.
- JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
- James G. MacKinnon & Jeff Racine, 2006.
"Inference Via Kernel Smoothing Of Bootstrap P Values,"
Working Paper
1054, Economics Department, Queen's University.
- Racine, Jeffrey S. & MacKinnon, James G., 2007. "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5949-5957, August.
- Russell Davidson & James Mackinnon, 2006.
"Improving the reliability of bootstrap tests with the fast double bootstrap,"
Working Papers
halshs-00439247, HAL.
- Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
- James G. MacKinnon & Russell Davidson, 2006. "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper 1044, Economics Department, Queen's University.
- James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2004.
"The Power Of Bootstrap And Asymptotic Tests,"
Working Paper
1035, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
- James G. MacKinnon & Jeff Racine, 2004. "Simulation-based Tests That Can Use Any Number Of Simulations," Working Paper 1027, Economics Department, Queen's University.
- James G. MacKinnon, 2001. "Computing Numerical Distribution Functions In Econometrics," Working Paper 1037, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2001.
"Bootstrap Tests: How Many Bootstraps?,"
Working Paper
1036, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2000. "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
- James G. MacKinnon & Russell Davidson, 2000. "Improving The Reliability Of Bootstrap Tests," Working Paper 995, Economics Department, Queen's University.
- Neil R. Ericsson & James G. MacKinnon, 2000.
"Distributions of Error Correction Tests for Cointegration,"
Econometric Society World Congress 2000 Contributed Papers
0561, Econometric Society.
- Neil R. Ericsson & James G. MacKinnon, 2002. "Distributions of error correction tests for cointegration," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 285-318, June.
- Neil R. Ericsson & James G. MacKinnon, 1999. "Distributions of error correction tests for cointegration," International Finance Discussion Papers 655, Board of Governors of the Federal Reserve System (U.S.).
- Davidson, R. & MacKinnon & J.G., 1999.
"Artificial Regressions,"
G.R.E.Q.A.M.
99a04, Universite Aix-Marseille III.
- James G. MacKinnon & Russell Davidson, 1999. "Artificial Regressions," Working Paper 978, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2001. "Artificial Regressions," Working Paper 1038, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1997.
"Bootstrap Tests of Nonnested Linear Regression Models,"
Queen's Institute for Economic Research Discussion Papers
273388, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G., 2002. "Bootstrap J tests of nonnested linear regression models," Journal of Econometrics, Elsevier, vol. 109(1), pages 167-193, July.
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica 170, ASSET (Association of Southern European Economic Theorists).
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing How Many Bootstraps," Queen's Institute for Economic Research Discussion Papers 273385, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1997.
"Bootstrap Testing in Nonlinear Models,"
Queen's Institute for Economic Research Discussion Papers
273378, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1999. "Bootstrap Testing in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
- Davidson, R. & Mackinnon, J.G., 1996.
"The Size and Power of Bootstrap Tests,"
G.R.E.Q.A.M.
96a03, Universite Aix-Marseille III.
- Mackinnon, J-G, 1997. "The Size and Power of Bootstrap Tests," ASSET - Instituto De Economia Publica 153, ASSET (Association of Southern European Economic Theorists).
- James G. MacKinnon & Russell Davidson, 1996. "The Size And Power Of Bootstrap Tests," Working Paper 932, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1996.
"The Size Distortion of Bootstrap Tests,"
Queen's Institute for Economic Research Discussion Papers
273347, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1999. "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
- Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996.
"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration,"
G.R.E.Q.A.M.
96a09, Universite Aix-Marseille III.
- MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 563-577, Sept.-Oct.
- James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Working Papers 1996_07, York University, Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1996. "The Power of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273372, Queen's University - Department of Economics.
- James G. MacKinnon, 1995.
"Numerical Distribution Functions For Unit Root And Cointegration Tests,"
Working Paper
918, Economics Department, Queen's University.
- MacKinnon, James G, 1996. "Numerical Distribution Functions for Unit Root and Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 601-618, Nov.-Dec..
- Russell Davidson & James G. MacKinnon, 1994.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests,"
Working Paper
903, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 1-26, January.
- James G. MacKinnon, 1992.
"Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests,"
Working Paper
861, Economics Department, Queen's University.
- MacKinnon, James G, 1994. "Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 167-176, April.
- Russell Davidson & James G. Mackinnon, 1991.
"Regression-Based Methods for Using Control Variates in Monte Carlo Experiments,"
Working Paper
803, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1992. "Regression-based methods for using control variates in Monte Carlo experiments," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 203-222.
- Russell Davidson & James G. Mackinnon, 1990. "Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments," Working Paper 781, Economics Department, Queen's University.
- James G. MacKinnon, 1988.
"Heteroskedasticity-robust tests for structural change,"
Working Paper
717, Economics Department, Queen's University.
- MacKinnon, J G, 1989. "Heteroskedasticity-Robust Tests for Structural Change," Empirical Economics, Springer, vol. 14(2), pages 77-92.
- Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1988.
"A New Form of the Information Matrix Test,"
Working Paper
724, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G, 1992. "A New Form of the Information Matrix Test," Econometrica, Econometric Society, vol. 60(1), pages 145-157, January.
- Davidson, Russell & MacKinnon, James G., 1987.
"Double-Length Artificial Regressions,"
Queen's Institute for Economic Research Discussion Papers
275209, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
- Russell Davidson & James G. MacKinnon, 1987. "Double-Length Artificial Regressions," Working Paper 691, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1987.
"Testing for Consistency Using Artificial Regressions,"
Queen's Institute for Economic Research Discussion Papers
275208, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
- Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1986. "Testing the Specification of Econometric Models in Regression and Non-Regression Directions," Working Paper 642, Economics Department, Queen's University.
- James G. MacKinnon & Lonnie Magee, 1986. "Testing for the Transformation of the Dependent Variable," Working Paper 655, Economics Department, Queen's University.
- James G. MacKinnon & Ross D. Milbourne, 1986.
"Are Price Equations Really Money Demand Equations on their Heads?,"
Working Paper
646, Economics Department, Queen's University.
- Mackinnon, James G & Milbourne, Ross D, 1988. "Are Price Equations Really Money Demand Equations on Their Heads?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(4), pages 295-305, October-D.
- Davidson, R. & Mackinnon, J.G., 1985.
"The interpretation of test statistics,"
LIDAM Discussion Papers CORE
1985001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Russell W. Davidson & James G. MacKinnon, 1985. "The Interpretation of Test Statistics," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 38-57, February.
- Davidson , R. & Mackinnon, J.G., 1985.
"Implicit alternatives and the local power of test statistics,"
LIDAM Discussion Papers CORE
1985025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Davidson, Russell & MacKinnon, James G, 1987. "Implicit Alternatives and the Local Power of Test Statistics," Econometrica, Econometric Society, vol. 55(6), pages 1305-1329, November.
- Russell Davidson & James G. MacKinnon, 1984. "Implicit Alternatives and the Local Power of Test Statistics," Working Paper 556, Economics Department, Queen's University.
- Paul Boothe & James G. MacKinnon, 1985. "A Differencing Specification Test for Models with Serially Correlated Errors," Working Paper 621, Economics Department, Queen's University.
- DAVIDSON, Russel & MACKINNON, James G., 1985.
"Heteroskedastcity-robust tests in regressions directions,"
LIDAM Reprints CORE
678, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Russell Davidson & James G. MacKinnon, 1985. "Heteroskedasticity-Robust Tests in Regression Directions," Working Paper 616, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1984. "A Simplified Version of a Differencing Specification Test," Working Paper 548, Economics Department, Queen's University.
- Glenn M. MacDonald & James G. MacKinnon, 1983.
"Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors,"
Working Paper
540, Economics Department, Queen's University.
- Glenn M. MacDonald & James G. MacKinnon, 1985. "Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 106-116, February.
- James G. MacKinnon & Halbert White, 1983.
"Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties,"
Working Paper
537, Economics Department, Queen's University.
- MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
- James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Paper 573, Economics Department, Queen's University.
- James G. MacKinnon & Halbert White & Russell Davidson, 1982. "Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses," Working Paper 491, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1982.
"Convenient Specification Tests for Logit and Probit Models,"
Working Paper
514, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1984. "Convenient specification tests for logit and probit models," Journal of Econometrics, Elsevier, vol. 25(3), pages 241-262, July.
- Russell Davidson & James G. MacKinnon, 1981.
"Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results,"
Working Paper
430, Economics Department, Queen's University.
- MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January.
- James G. MacKinnon & Ross D. Milbourne, 1981.
"Monetary Anticipations and the Demand for Money,"
Working Paper
435, Economics Department, Queen's University.
- MacKinnon, James G. & Milbourne, Ross D., 1984. "Monetary anticipations and the demand for money," Journal of Monetary Economics, Elsevier, vol. 13(2), pages 263-274, March.
- Russell Davidson & James G. MacKinnon, 1981.
"Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test,"
Working Paper
439, Economics Department, Queen's University.
- Davidson, Russel & MacKinnon, James G., 1983. "Small sample properties of alternative forms of the Lagrange Multiplier test," Economics Letters, Elsevier, vol. 12(3-4), pages 269-275.
- Davidson, Russell & MacKinnon, James G., 1980.
"Several Tests for Model Specification in the Presence of Alternative Hypotheses,"
Queen's Institute for Economic Research Discussion Papers
275156, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-793, May.
- Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Paper 378, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1980. "Relations Among Some Non-Nested Hypothesis Tests," Working Paper 369, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1980.
"Model Specification Tests Based on Artificial Linear Regressions,"
Queen's Institute for Economic Research Discussion Papers
275162, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1984. "Model Specification Tests Based on Artificial Linear Regressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 485-502, June.
- Russell Davidson & James G. MacKinnon, 1980. "Model Specification Tests Based on Artificial Linear Regressions," Working Paper 390, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1981. "Model Specification Tests Based on Artificial Linear Regressions," Working Paper 426, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1980.
"Some Non-Nested Hypothesis Tests and the Relations Among Them,"
Queen's Institute for Economic Research Discussion Papers
275174, Queen's University - Department of Economics.
- Russell Davidson & James G. Mackinnon, 1982. "Some Non-Nested Hypothesis Tests and the Relations Among Them," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(4), pages 551-565.
- Russell Davidson & James G. MacKinnon, 1980. "Some Non-Nested Hypothesis Tests and the Relations Among Them," Working Paper 409, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1979.
"Inflation and the Saving Rate,"
Working Paper
351, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1982. "Inflation and the Savings Rate," Working Paper 493, Economics Department, Queen's University.
- James G. MacKinnon, 1978. "Modelling a Market Which is Sometimes in Disequilibrium," Working Paper 287, Economics Department, Queen's University.
- James G. MacKinnon & Nancy D. Olewiler, 1978.
"Disequilibrium Estimation of the Demand for Copper,"
Working Paper
315, Economics Department, Queen's University.
- James G. MacKinnon & Nancy D. Olewiler, 1980. "Disequilibrium Estimation of the Demand for Copper," Bell Journal of Economics, The RAND Corporation, vol. 11(1), pages 197-211, Spring.
- James G. MacKinnon, 1978. "On the Role of Jacobian Terms in Maximum Likelihood Estimation," Working Paper 304, Economics Department, Queen's University.
- Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Paper 257, Economics Department, Queen's University.
- Charles M. Beach & James G. MacKinnon, 1977.
"Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances,"
Working Paper
276, Economics Department, Queen's University.
- Beach, Charles M & MacKinnon, James G, 1979. "Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 459-464, June.
- Charles M. Beach & James G. MacKinnon, 1977.
"Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models,"
Working Paper
259, Economics Department, Queen's University.
- Beach, Charles M. & MacKinnon, James G., 1978. "Full maximum likelihood estimation of second- order autoregressive error models," Journal of Econometrics, Elsevier, vol. 7(2), pages 187-198, June.
- Richard Harris & James G. MacKinnon, 1977. "A Simple Technique for Computing Optimal Tax Equilibria," Working Paper 270, Economics Department, Queen's University.
- James G. MacKinnon, 1976. "The Existence and Computation of Equilibria with Increasing Returns and Externalities," Working Paper 217, Economics Department, Queen's University.
- James G. MacKinnon, 1976. "General Equilibrium with Taxes," Working Paper 200, Economics Department, Queen's University.
- Richard Arnott & James G. MacKinnon, 1976.
"The Effects of Urban Transportation Changes: A General Equilibrium Simulation,"
Working Paper
236, Economics Department, Queen's University.
- Arnott, Richard J. & MacKinnon, James G., 1977. "The effects of urban transportation changes : A general equilibrium simulation," Journal of Public Economics, Elsevier, vol. 8(1), pages 19-36, August.
- Richard Arnott & James G. MacKinnon, 1976.
"Measuring the Costs of Height Restrictions with a General Equilibrium Model,"
Working Paper
242, Economics Department, Queen's University.
- Arnott, Richard J. & MacKinnon, James G., 1977. "Measuring the costs of height restrictions with a general equilibrium model," Regional Science and Urban Economics, Elsevier, vol. 7(4), pages 359-375, November.
- Richard Arnott & James G. MacKinnon, 1976.
"Market and Shadow Land Rents with Congestion,"
Working Paper
250, Economics Department, Queen's University.
- Arnott, Richard J & MacKinnon, James G, 1978. "Market and Shadow Land Rents with Congestion," American Economic Review, American Economic Association, vol. 68(4), pages 588-600, September.
- Charles M. Beach & James G. MacKinnon, 1976. "Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances," Working Paper 211, Economics Department, Queen's University.
- Richard Arnott & James G. MacKinnon, 1976.
"The Effects of the Property Tax: A General Equilibrium Simulation,"
Working Paper
205, Economics Department, Queen's University.
- Arnott, Richard J. & MacKinnon, James G., 1977. "The effects of the property tax: A general equilibrium simulation," Journal of Urban Economics, Elsevier, vol. 4(4), pages 389-407, October.
- James G. MacKinnon, 1975.
"An Algorithm for the Generalized Transportation Problem,"
Working Paper
184, Economics Department, Queen's University.
- MacKinnon, James G., 1975. "An algorithm for the generalized transportation problem," Regional Science and Urban Economics, Elsevier, vol. 5(4), pages 445-464, December.
- James G. MacKinnon, 1975.
"A Technique for the Solution of Spatial Equilibrium Models,"
Working Paper
199, Economics Department, Queen's University.
repec:ags:quedwp:273611 is not listed on IDEAS
repec:ags:quedwp:273460 is not listed on IDEAS
repec:ags:quedwp:274713 is not listed on IDEAS
repec:ags:quedwp:273507 is not listed on IDEAS
repec:ags:quedwp:273530 is not listed on IDEAS
repec:ags:quedwp:274076 is not listed on IDEAS
repec:ags:quedwp:273343 is not listed on IDEAS
repec:ags:quedwp:273470 is not listed on IDEAS
repec:ags:quedwp:274639 is not listed on IDEAS
repec:ags:quedwp:274691 is not listed on IDEAS
repec:ags:quedwp:273506 is not listed on IDEAS
repec:ags:quedwp:273323 is not listed on IDEAS
repec:ags:quedwp:274730 is not listed on IDEAS
repec:ags:quedwp:273255 is not listed on IDEAS
repec:ags:quedwp:274709 is not listed on IDEAS
repec:ags:quedwp:273322 is not listed on IDEAS
repec:ags:quedwp:273406 is not listed on IDEAS
repec:ags:quedwp:274725 is not listed on IDEAS
repec:ags:quedwp:273421 is not listed on IDEAS
repec:ags:quedwp:274655 is not listed on IDEAS
repec:ags:quedwp:273816 is not listed on IDEAS
repec:ags:quedwp:273307 is not listed on IDEAS
repec:ags:quedwp:273459 is not listed on IDEAS
repec:ags:quedwp:273505 is not listed on IDEAS
repec:ags:quedwp:273603 is not listed on IDEAS
repec:ags:quedwp:273723 is not listed on IDEAS
repec:ags:quedwp:274643 is not listed on IDEAS - James G. MacKinnon & Anthony A. Smith, Jr., "undated".
"Approximate Bias Correction in Econometrics,"
GSIA Working Papers
1997-36, Carnegie Mellon University, Tepper School of Business.
- MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
- Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
- James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
repec:ags:quedwp:273182 is not listed on IDEAS
repec:ags:quedwp:273739 is not listed on IDEAS
repec:ags:quedwp:273514 is not listed on IDEAS
repec:ags:quedwp:273466 is not listed on IDEAS
repec:ags:quedwp:274712 is not listed on IDEAS
repec:ags:quedwp:273633 is not listed on IDEAS
repec:ags:quedwp:273756 is not listed on IDEAS
repec:ags:quedwp:274690 is not listed on IDEAS
repec:ags:quedwp:273561 is not listed on IDEAS
repec:ags:quedwp:274681 is not listed on IDEAS
repec:ags:quedwp:273465 is not listed on IDEAS
Articles
- MacKinnon, James G., 2023.
"Using large samples in econometrics,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 922-926.
- James G. MacKinnon, 2022. "Using Large Samples in Econometrics," Working Paper 1482, Economics Department, Queen's University.
- MacKinnon, James G., 2023.
"Fast cluster bootstrap methods for linear regression models,"
Econometrics and Statistics, Elsevier, vol. 26(C), pages 52-71.
- James G. MacKinnon, 2021. "Fast cluster bootstrap methods for linear regression models," Working Paper 1465, Economics Department, Queen's University.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023.
"Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust,"
Stata Journal, StataCorp LP, vol. 23(4), pages 942-982, December.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Working Paper 1483, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Papers 2205.03288, arXiv.org, revised Nov 2023.
- MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023.
"Testing for the appropriate level of clustering in linear regression models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 2027-2056.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Testing for the appropriate level of clustering in linear regression models," Papers 2301.04522, arXiv.org, revised Mar 2023.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Testing for the appropriate level of clustering in linear regression models," Working Paper 1428, Economics Department, Queen's University.
- MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023.
"Cluster-robust inference: A guide to empirical practice,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 272-299.
- James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Papers 2205.03285, arXiv.org.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper 1456, Economics Department, Queen's University.
- Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021. "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021 6, Stata Users Group.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023.
"Fast and reliable jackknife and bootstrap methods for cluster‐robust inference,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 671-694, August.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Papers 2301.04527, arXiv.org, revised Feb 2023.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Working Paper 1485, Economics Department, Queen's University.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021.
"Wild Bootstrap and Asymptotic Inference With Multiway Clustering,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," CREATES Research Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb, 2019. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," Working Paper 1415, Economics Department, Queen's University.
- MacKinnon, James G. & Webb, Matthew D., 2020.
"Randomization inference for difference-in-differences with few treated clusters,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 435-450.
- James G. MacKinnon & Matthew D. Webb, 2019. "Randomization Inference For Difference-in-differences With Few Treated Clusters," Working Paper 1355, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2016. "Randomization Inference for Difference-in-Differences with Few Treated Clusters," Carleton Economic Papers 16-11, Carleton University, Department of Economics.
- James G. MacKinnon, 2019.
"How cluster-robust inference is changing applied econometrics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
- James G. MacKinnon, 2019. "How cluster‐robust inference is changing applied econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(3), pages 851-881, August.
- James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Working Paper 1413, Economics Department, Queen's University.
- Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019.
"Asymptotic theory and wild bootstrap inference with clustered errors,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2018. "Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors," Working Paper 1399, Economics Department, Queen's University.
- Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," CREATES Research Papers 2019-05, Department of Economics and Business Economics, Aarhus University.
- David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019.
"Fast and wild: Bootstrap inference in Stata using boottest,"
Stata Journal, StataCorp LP, vol. 19(1), pages 4-60, March.
- James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb, 2018. "Fast and Wild: Bootstrap Inference in Stata Using boottest," CREATES Research Papers 2018-34, Department of Economics and Business Economics, Aarhus University.
- David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2018. "Fast And Wild: Bootstrap Inference In Stata Using Boottest," Working Paper 1406, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2018.
"The wild bootstrap for few (treated) clusters,"
Econometrics Journal, Royal Economic Society, vol. 21(2), pages 114-135, June.
- James G. MacKinnon & Matthew D. Webb, 2017. "The Wild Bootstrap For Few (treated) Clusters," Working Paper 1364, Economics Department, Queen's University.
- James G. MacKinnon & Matthew D. Webb, 2017.
"Wild Bootstrap Inference for Wildly Different Cluster Sizes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
- James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper 1314, Economics Department, Queen's University.
- MacKinnon, James G., 2016.
"Inference with Large Clustered Datasets,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(4), pages 649-665, Décembre.
- James G. MacKinnon, 2016. "Inference With Large Clustered Datasets," Working Paper 1365, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2015.
"Bootstrap Tests for Overidentification in Linear Regression Models,"
Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
- James G. MacKinnon & Russell Davidson, 2014. "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper 1318, Economics Department, Queen's University.
- MacKinnon , James G., 2015.
"Wild Cluster Bootstrap Confidence Intervals,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 11-33, Mars-Juin.
- MacKinnon, James G., 2020. "Wild cluster bootstrap confidence intervals," L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 721-743, Décembre.
- James G. MacKinnon, 2014. "Wild Cluster Bootstrap Confidence Intervals," Working Paper 1329, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2014.
"Confidence sets based on inverting Anderson–Rubin tests,"
Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
- Russell Davidson & James G. Mackinnon, 2014. "Confidence Sets Based on Inverting Anderson-Rubin Tests," Post-Print hal-01463107, HAL.
- James G. MacKinnon & Russell Davidson, 2011. "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper 1257, Economics Department, Queen's University.
- James G. MacKinnon & Morten Ørregaard Nielsen, 2014.
"Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, January.
- James G. MacKinnon & Morten Ørregaard Nielsen, 2010. "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers 2010-59, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten Ø. Nielsen, 2010. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Working Paper 1240, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2014.
"Bootstrap Confidence Sets with Weak Instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
- James G. MacKinnon & Russell Davidson, 2012. "Bootstrap Confidence Sets With Weak Instruments," Working Paper 1278, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
- Davidson, Russell & MacKinnon, James G., 2010.
"Wild Bootstrap Tests for IV Regression,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 128-144.
- James G. MacKinnon & Russell Davidson, 2007. "Wild Bootstrap Tests For Iv Regression," Working Paper 1135, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2007. "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers 2007-14, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Wild bootstrap tests for IV regression," Working Papers halshs-00443550, HAL.
- Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April.
- Russell Davidson & James G. MacKinnon, 2008.
"Bootstrap inference in a linear equation estimated by instrumental variables,"
Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
- Russell Davidson & James Mackinnon, 2009. "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers halshs-00442713, HAL.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
- Davidson, Russell & MacKinnon, James G., 2007.
"Improving the reliability of bootstrap tests with the fast double bootstrap,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
- James G. MacKinnon & Russell Davidson, 2006. "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper 1044, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 2006. "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers halshs-00439247, HAL.
- Racine, Jeffrey S. & MacKinnon, James G., 2007.
"Inference via kernel smoothing of bootstrap P values,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5949-5957, August.
- James G. MacKinnon & Jeff Racine, 2006. "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper 1054, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2007.
"Moments of IV and JIVE estimators,"
Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
- Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
- James G. MacKinnon & Russell Davidson, 2006. "Moments Of Iv And Jive Estimators," Working Paper 1085, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 2009. "Moments of IV and JIVE estimators," Working Papers halshs-00442692, HAL.
- James G. MacKinnon & Russell Davidson, 2006.
"Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE',"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 843-844.
- Russell Davidson & James G. MacKinnon, 2006. "Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 843-844, September.
- Davidson, Russell & MacKinnon, James G., 2006.
"The power of bootstrap and asymptotic tests,"
Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
- James G. MacKinnon & Russell Davidson, 2004. "The Power Of Bootstrap And Asymptotic Tests," Working Paper 1035, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006.
"The case against JIVE,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
- Russell Davidson & James G. MacKinnon, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833, September.
- James G. MacKinnon & Russell Davidson, 2004. "The Case Against Jive," Working Paper 1031, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "The Case Against Jive," Departmental Working Papers 2004-02, McGill University, Department of Economics.
- JAMES G. MacKINNON, 2006.
"Bootstrap Methods in Econometrics,"
The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
- James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
- Neil R. Ericsson & James G. MacKinnon, 2002.
"Distributions of error correction tests for cointegration,"
Econometrics Journal, Royal Economic Society, vol. 5(2), pages 285-318, June.
- Neil R. Ericsson & James G. MacKinnon, 1999. "Distributions of error correction tests for cointegration," International Finance Discussion Papers 655, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson & James G. MacKinnon, 2000. "Distributions of Error Correction Tests for Cointegration," Econometric Society World Congress 2000 Contributed Papers 0561, Econometric Society.
- James G. MacKinnon, 2002.
"Bootstrap inference in econometrics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 615-645, November.
- James G. MacKinnon, 2002. "Bootstrap inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 35(4), pages 615-645, November.
- Russell Davidson & James MacKinnon, 2002. "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 419-429.
- Davidson, Russell & MacKinnon, James G., 2002.
"Bootstrap J tests of nonnested linear regression models,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 167-193, July.
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica 170, ASSET (Association of Southern European Economic Theorists).
- Russell Davidson & James MacKinnon, 2000.
"Bootstrap tests: how many bootstraps?,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
- James G. MacKinnon & Russell Davidson, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Paper 1036, Economics Department, Queen's University.
- Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo, 2000. "European Monetary Union: a cointegration analysis," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 419-432, June.
- MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999.
"Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 563-577, Sept.-Oct.
- James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Working Papers 1996_07, York University, Department of Economics.
- Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M. 96a09, Universite Aix-Marseille III.
- MacKinnon, James G, 1999. "The Linux Operating System: Debian GNU/Linux," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 443-452, July-Aug..
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1996. "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273347, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1999.
"Bootstrap Testing in Nonlinear Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers 273378, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G, 1998.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests,"
The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 1-26, January.
- Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Paper 903, Economics Department, Queen's University.
- MacKinnon, James G. & Smith Jr., Anthony A., 1998.
"Approximate bias correction in econometrics,"
Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
- James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
- Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
- James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
- MacKinnon, James G, 1996.
"Numerical Distribution Functions for Unit Root and Cointegration Tests,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 601-618, Nov.-Dec..
- James G. MacKinnon, 1995. "Numerical Distribution Functions For Unit Root And Cointegration Tests," Working Paper 918, Economics Department, Queen's University.
- MacKinnon, James G, 1994.
"Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 167-176, April.
- James G. MacKinnon, 1992. "Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests," Working Paper 861, Economics Department, Queen's University.
- MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
- Davidson, Russell & MacKinnon, James G, 1992.
"A New Form of the Information Matrix Test,"
Econometrica, Econometric Society, vol. 60(1), pages 145-157, January.
- Russell Davidson & James G. MacKinnon, 1988. "A New Form of the Information Matrix Test," Working Paper 724, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1992.
"Regression-based methods for using control variates in Monte Carlo experiments,"
Journal of Econometrics, Elsevier, vol. 54(1-3), pages 203-222.
- Russell Davidson & James G. Mackinnon, 1991. "Regression-Based Methods for Using Control Variates in Monte Carlo Experiments," Working Paper 803, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 1991. "Une nouvelle forme du test de la matrice d'information," Annals of Economics and Statistics, GENES, issue 20-21, pages 171-192.
- Davidson, Russell & MacKinnon, James G., 1991. "Artificial regressions and C ([alpha]) tests," Economics Letters, Elsevier, vol. 35(2), pages 149-153, February.
- MacKinnon, James G & Magee, Lonnie, 1990. "Transforming the Dependent Variable in Regression Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 315-339, May.
- Davidson, Russell & MacKinnon, James G., 1989.
"Testing for Consistency using Artificial Regressions,"
Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
- Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1987. "Testing for Consistency Using Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275208, Queen's University - Department of Economics.
- MacKinnon, J G, 1989.
"Heteroskedasticity-Robust Tests for Structural Change,"
Empirical Economics, Springer, vol. 14(2), pages 77-92.
- James G. MacKinnon, 1988. "Heteroskedasticity-robust tests for structural change," Working Paper 717, Economics Department, Queen's University.
- Mackinnon, James G & Milbourne, Ross D, 1988.
"Are Price Equations Really Money Demand Equations on Their Heads?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(4), pages 295-305, October-D.
- James G. MacKinnon & Ross D. Milbourne, 1986. "Are Price Equations Really Money Demand Equations on their Heads?," Working Paper 646, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G, 1988.
"Double Length Artificial Regressions,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
- Russell Davidson & James G. MacKinnon, 1987. "Double-Length Artificial Regressions," Working Paper 691, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1987. "Double-Length Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275209, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1987.
"Implicit Alternatives and the Local Power of Test Statistics,"
Econometrica, Econometric Society, vol. 55(6), pages 1305-1329, November.
- Davidson , R. & Mackinnon, J.G., 1985. "Implicit alternatives and the local power of test statistics," LIDAM Discussion Papers CORE 1985025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Russell Davidson & James G. MacKinnon, 1984. "Implicit Alternatives and the Local Power of Test Statistics," Working Paper 556, Economics Department, Queen's University.
- Boothe, Paul & MacKinnon, James G, 1986. "A Specification Test for Models Estimated by GLS," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 711-714, November.
- Russell Davidson & James G. MacKinnon, 1985. "Testing Linear and Loglinear Regressions against Box-Cox Alternatives," Canadian Journal of Economics, Canadian Economics Association, vol. 18(3), pages 499-517, August.
- Russell W. Davidson & James G. MacKinnon, 1985.
"The Interpretation of Test Statistics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 38-57, February.
- Davidson, R. & Mackinnon, J.G., 1985. "The interpretation of test statistics," LIDAM Discussion Papers CORE 1985001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Glenn M. MacDonald & James G. MacKinnon, 1985.
"Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors,"
Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 106-116, February.
- Glenn M. MacDonald & James G. MacKinnon, 1983. "Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors," Working Paper 540, Economics Department, Queen's University.
- MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties,"
Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
- James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper 537, Economics Department, Queen's University.
- Davidson, Russell & Godfrey, Leslie & MacKinnon, James G, 1985. "A Simplified Version of the Differencing Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 639-647, October.
- MacKinnon, James G. & Milbourne, Ross D., 1984.
"Monetary anticipations and the demand for money,"
Journal of Monetary Economics, Elsevier, vol. 13(2), pages 263-274, March.
- James G. MacKinnon & Ross D. Milbourne, 1981. "Monetary Anticipations and the Demand for Money," Working Paper 435, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G, 1984.
"Model Specification Tests Based on Artificial Linear Regressions,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 485-502, June.
- Davidson, Russell & MacKinnon, James G., 1980. "Model Specification Tests Based on Artificial Linear Regressions," Queen's Institute for Economic Research Discussion Papers 275162, Queen's University - Department of Economics.
- Russell Davidson & James G. MacKinnon, 1980. "Model Specification Tests Based on Artificial Linear Regressions," Working Paper 390, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1981. "Model Specification Tests Based on Artificial Linear Regressions," Working Paper 426, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1984.
"Convenient specification tests for logit and probit models,"
Journal of Econometrics, Elsevier, vol. 25(3), pages 241-262, July.
- Russell Davidson & James G. MacKinnon, 1982. "Convenient Specification Tests for Logit and Probit Models," Working Paper 514, Economics Department, Queen's University.
- MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983.
"Tests for model specification in the presence of alternative hypotheses : Some further results,"
Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January.
- Russell Davidson & James G. MacKinnon, 1981. "Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results," Working Paper 430, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1983. "Testing the specification of multivariate models in the presence of alternative hypotheses," Journal of Econometrics, Elsevier, vol. 23(3), pages 301-313, December.
- Davidson, Russel & MacKinnon, James G., 1983.
"Small sample properties of alternative forms of the Lagrange Multiplier test,"
Economics Letters, Elsevier, vol. 12(3-4), pages 269-275.
- Russell Davidson & James G. MacKinnon, 1981. "Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test," Working Paper 439, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 1982.
"Some Non-Nested Hypothesis Tests and the Relations Among Them,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(4), pages 551-565.
- Russell Davidson & James G. MacKinnon, 1980. "Some Non-Nested Hypothesis Tests and the Relations Among Them," Working Paper 409, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1980. "Some Non-Nested Hypothesis Tests and the Relations Among Them," Queen's Institute for Economic Research Discussion Papers 275174, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1981.
"Several Tests for Model Specification in the Presence of Alternative Hypotheses,"
Econometrica, Econometric Society, vol. 49(3), pages 781-793, May.
- Davidson, Russell & MacKinnon, James G., 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Queen's Institute for Economic Research Discussion Papers 275156, Queen's University - Department of Economics.
- Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Paper 378, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1981. "Efficient estimation of tail-area probabilities in sampling experiments," Economics Letters, Elsevier, vol. 8(1), pages 73-77.
- Davidson, Russell & MacKinnon, James G., 1980. "On a simple procedure for testing non-nested regression models," Economics Letters, Elsevier, vol. 5(1), pages 45-48.
- Allan W. Gregory & James G. Mackinnon, 1980. "Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 13(4), pages 683-687, November.
- James G. MacKinnon & Nancy D. Olewiler, 1980.
"Disequilibrium Estimation of the Demand for Copper,"
Bell Journal of Economics, The RAND Corporation, vol. 11(1), pages 197-211, Spring.
- James G. MacKinnon & Nancy D. Olewiler, 1978. "Disequilibrium Estimation of the Demand for Copper," Working Paper 315, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1980. "Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables," Economics Letters, Elsevier, vol. 6(2), pages 119-123.
- MacKinnon, James G., 1979. "Convenient singularities and maximum likelihood estimation," Economics Letters, Elsevier, vol. 3(1), pages 41-44.
- MacKinnon, James G., 1979. "Computing equilibria with increasing returns," European Economic Review, Elsevier, vol. 12(1), pages 1-16, February.
- Beach, Charles M & MacKinnon, James G, 1979.
"Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 459-464, June.
- Charles M. Beach & James G. MacKinnon, 1977. "Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances," Working Paper 276, Economics Department, Queen's University.
- Harris, Richard G. & Mackinnon, James G., 1979. "Computing optimal tax equilibria," Journal of Public Economics, Elsevier, vol. 11(2), pages 197-212, March.
- Beach, Charles M & MacKinnon, James G, 1978. "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors," Econometrica, Econometric Society, vol. 46(1), pages 51-58, January.
- Arnott, Richard J & MacKinnon, James G, 1978.
"Market and Shadow Land Rents with Congestion,"
American Economic Review, American Economic Association, vol. 68(4), pages 588-600, September.
- Richard Arnott & James G. MacKinnon, 1976. "Market and Shadow Land Rents with Congestion," Working Paper 250, Economics Department, Queen's University.
- Arnott, Richard J. & MacKinnon, James G. & Wheaton, William C., 1978. "The welfare implications of spatial interdependence : An extension of Wheaton's "optimal distribution of income among cities"," Journal of Urban Economics, Elsevier, vol. 5(1), pages 131-136, January.
- Beach, Charles M. & MacKinnon, James G., 1978.
"Full maximum likelihood estimation of second- order autoregressive error models,"
Journal of Econometrics, Elsevier, vol. 7(2), pages 187-198, June.
- Charles M. Beach & James G. MacKinnon, 1977. "Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models," Working Paper 259, Economics Department, Queen's University.
- Arnott, Richard J. & MacKinnon, James G., 1977.
"The effects of urban transportation changes : A general equilibrium simulation,"
Journal of Public Economics, Elsevier, vol. 8(1), pages 19-36, August.
- Richard Arnott & James G. MacKinnon, 1976. "The Effects of Urban Transportation Changes: A General Equilibrium Simulation," Working Paper 236, Economics Department, Queen's University.
- Arnott, Richard J. & MacKinnon, James G., 1977.
"Measuring the costs of height restrictions with a general equilibrium model,"
Regional Science and Urban Economics, Elsevier, vol. 7(4), pages 359-375, November.
- Richard Arnott & James G. MacKinnon, 1976. "Measuring the Costs of Height Restrictions with a General Equilibrium Model," Working Paper 242, Economics Department, Queen's University.
- Arnott, Richard J. & MacKinnon, James G., 1977.
"The effects of the property tax: A general equilibrium simulation,"
Journal of Urban Economics, Elsevier, vol. 4(4), pages 389-407, October.
- Richard Arnott & James G. MacKinnon, 1976. "The Effects of the Property Tax: A General Equilibrium Simulation," Working Paper 205, Economics Department, Queen's University.
- MacKinnon, James G., 1975.
"An algorithm for the generalized transportation problem,"
Regional Science and Urban Economics, Elsevier, vol. 5(4), pages 445-464, December.
- James G. MacKinnon, 1975. "An Algorithm for the Generalized Transportation Problem," Working Paper 184, Economics Department, Queen's University.
- MacKinnon, James, 1974. "Urban general equilibrium models and simplicial search algorithms," Journal of Urban Economics, Elsevier, vol. 1(2), pages 161-183, April.
- Edwin S. Mills & James MacKinnon, 1973. "Notes on the New Urban Economics," Bell Journal of Economics, The RAND Corporation, vol. 4(2), pages 593-601, Autumn.
Software components
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "LOGITJACK: Stata module to provide cluster robust inference for logit models," Statistical Software Components S459337, Boston College Department of Economics.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator," Statistical Software Components S459072, Boston College Department of Economics, revised 05 Jul 2023.
Chapters
- James G. MacKinnon & Matthew D. Webb, 2019.
"Wild Bootstrap Randomization Inference for Few Treated Clusters,"
Advances in Econometrics, in: The Econometrics of Complex Survey Data, volume 39, pages 61-85,
Emerald Group Publishing Limited.
- James G. MacKinnon & Matthew D. Webb, 2018. "Wild Bootstrap Randomization Inference For Few Treated Clusters," Working Paper 1404, Economics Department, Queen's University.
Books
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Works
- Number of Distinct Works
- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Breadth of citations across fields
- Wu-Index
- Record of graduates
Co-authorship network on CollEc
List Editorship
This author manages the following RePEc Biblio topics, reading lists or publication compilations:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 54 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (47) 2000-04-17 2006-02-12 2006-02-12 2006-02-26 2006-02-26 2006-02-26 2006-03-11 2006-03-18 2006-04-01 2006-07-09 2006-09-30 2006-09-30 2006-09-30 2007-06-30 2007-08-27 2008-03-15 2010-01-16 2010-01-16 2010-08-06 2010-09-25 2011-01-16 2011-06-04 2011-10-15 2013-08-23 2013-10-05 2014-08-20 2016-02-23 2016-09-11 2016-09-11 2017-06-18 2017-08-27 2017-10-08 2018-03-12 2018-04-02 2018-09-10 2019-03-25 2019-04-08 2019-08-26 2020-04-27 2021-04-12 2021-09-06 2022-02-28 2022-03-28 2022-04-18 2022-06-27 2024-07-15 2024-07-15. Author is listed
- NEP-ORE: Operations Research (13) 2011-06-04 2013-10-05 2017-06-18 2017-08-27 2017-09-24 2019-04-08 2019-08-26 2020-04-27 2020-07-20 2021-04-12 2021-09-06 2022-02-28 2022-04-18. Author is listed
- NEP-ETS: Econometric Time Series (9) 2000-04-17 2006-02-12 2006-03-11 2010-01-16 2010-08-06 2010-09-25 2019-03-25 2019-04-08 2019-08-26. Author is listed
- NEP-DCM: Discrete Choice Models (3) 2022-07-11 2024-06-24 2024-07-15
- NEP-SOG: Sociology of Economics (2) 2016-09-18 2016-09-18
- NEP-CWA: Central and Western Asia (1) 2022-02-28
- NEP-HPE: History and Philosophy of Economics (1) 2011-06-04
- NEP-ICT: Information and Communication Technologies (1) 2007-06-30
- NEP-IFN: International Finance (1) 2024-07-29
- NEP-ISF: Islamic Finance (1) 2021-09-06
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, James MacKinnon should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.