James G. MacKinnon

发表

The Linux operating system: Debian GNU/Linux

James G. MacKinnon, J. MacKinnon, 1999 .

Improving the Reliability of Bootstrap Tests

James G. MacKinnon, Russell Davidson, J. MacKinnon, 2000 .

Simulation-Based Tests that Can Use Any Number of Simulations

James G. MacKinnon, Jeffrey S. Racine, J. MacKinnon, 2007, Commun. Stat. Simul. Comput..

When and How to Deal with Clustered Errors in Regression Models

James G. MacKinnon, Matthew D. Webb, J. MacKinnon, 2020 .

Inference via kernel smoothing of bootstrap P values

James G. MacKinnon, Jeffrey S. Racine, J. MacKinnon, 2007, Comput. Stat. Data Anal..

A Differencing Specification Test for Models with Serially Correlated Errors

James G. MacKinnon, Paul Boothe, 1985 .

CFEnetwork: The annals of computational and financial econometrics, 3rd issue

Robert Taylor, Jean-Marie Dufour, Helmut Lütkepohl, 2014, Computational Statistics & Data Analysis.

Improving the reliability of bootstrap tests with the fast double bootstrap

James G. MacKinnon, Russell Davidson, J. MacKinnon, 2007, Comput. Stat. Data Anal..

Critical Values for Cointegration Tests

James G. MacKinnon, J. MacKinnon, 1990 .

The fourth special issue on Computational Econometrics

James G. MacKinnon, Herman K. van Dijk, Erricos John Kontoghiorghes, 2009, Comput. Stat. Data Anal..

Testing for the appropriate level of clustering in linear regression models

James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb, 2023, Journal of Econometrics.

Regression-based methods for using control variates in Monte Carlo experiments

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1992 .

A New Form of the Information Matrix Test

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1992 .

Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests

James G. MacKinnon, J. MacKinnon, 1994 .

Double-Length Artificial Regressions

James G. MacKinnon, Russell Davidson, J. MacKinnon, 2009 .

Implicit Alternatives and the Local Power of Test Statistics

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1987 .

THE SIZE DISTORTION OF BOOTSTRAP TESTS

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1999, Econometric Theory.

TESTS FOR MODEL SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES Some Further Results

James G. MacKinnon, Russell Davidson, H. White, 1983 .

Model Specification Tests Based on Artificial Linear Regressions

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1984 .

Transforming the Dependent Variable in Regression Models

James G. MacKinnon, J. MacKinnon, L. Magee, 1990 .

Bootstrap J tests of nonnested linear regression models

James G. MacKinnon, Russell Davidson, J. MacKinnon, 2002 .

Measuring the costs of height restrictions with a general equilibrium model

James G. MacKinnon, Richard Arnott, J. MacKinnon, 1977 .

Model Specification Tests and Artificial Regressions

James G. MacKinnon, J. MacKinnon, 1992 .

Testing Linear and Loglinear Regressions against Box-Cox Alternatives

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1985 .

Model specification tests against non-nested alternatives

James G. MacKinnon, J. MacKinnon, 1983 .

A Simplified Version of the Differencing Test

James G. MacKinnon, Leslie Godfrey, Russell Davidson, 1985 .

Market and Shadow Land Rents with Congestion

James G. MacKinnon, Richard Arnott, J. MacKinnon, 1978 .

A MAXIMUM LIKELIHOOD PROCEDURE FOR REGRESSION WITH AUTOCORRELATED ERRORS

James G. MacKinnon, J. MacKinnon, C. Beach, 1978 .

Testing for Consistency using Artificial Regressions

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1989, Econometric Theory.

Heteroskedastcity-robust tests in regressions directions

James G. MacKinnon, J. MacKinnon, R. Davidson, 1985 .

Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models

James G. MacKinnon, J. MacKinnon, C. Beach, 1978 .

Convenient Specification Tests for Logit and Probit Models

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1984 .

Some Non-Nested Hypothesis Tests and the Relations Among Them

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1982 .

Computing Numerical Distribution Functions in Econometrics

James G. MacKinnon, 2002 .

Approximate bias correction in econometrics

James G. MacKinnon, J. MacKinnon, Anthony A. Smith, 1998 .

Graphical Methods for Investigating the Size and Power of Hypothesis Tests

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1998 .

Convenient singularities and maximum likelihood estimation

James G. MacKinnon, J. MacKinnon, 1979 .

A TECHNIQUE FOR THE SOLUTION OF SPATIAL EQUILIBRIUM MODELS

James G. MacKinnon, J. MacKinnon, 1976 .

The Power of Bootstrap Tests

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1996 .

Wild Bootstrap Tests for IV Regression

James G. MacKinnon, Russell Davidson, J. MacKinnon, 2010 .

Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test

James G. MacKinnon, Russell Davidson, J. MacKinnon, 1983 .

Confidence Sets Based on Inverting Anderson–Rubin Tests

James G. MacKinnon, Russell Davidson, J. MacKinnon, 2014 .

Wild Bootstrap Inference for Wildly Different Cluster Sizes

James G. MacKinnon, Matthew D. Webb, J. MacKinnon, 2017 .

The Effects of the Property Tax: A General Equilibrium Simulation

James G. MacKinnon, Richard Arnott, J. MacKinnon, 1977 .

Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration

James G. MacKinnon, Alfred A. Haug, J. MacKinnon, 1996 .

Improving the Reliability of Bootstrap Condence Intervals

James G. MacKinnon, Russell Davidson, J. MacKinnon, 2001 .

Numerical Distribution Functions for Unit Root and Cointegration Tests

James G. MacKinnon, J. MacKinnon, 1996 .

Thirty Years of Heteroskedasticity-Robust Inference

James G. MacKinnon, J. MacKinnon, 2013 .

A Specification Test for Models Estimated by GLS

James G. MacKinnon, J. MacKinnon, P. Boothe, 1986 .