J. MacKinnon

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Solving Urban General Equilibrium Models by Fixed Point Methods

J. MacKinnon, 1980 .

Sandwich method for finding fixed points

H. Kuhn, J. MacKinnon, 1975 .

Bootstrap tests: how many bootstraps?

J. MacKinnon, R. Davidson, 2000 .

Estimation and inference in econometrics

J. MacKinnon, R. Davidson, 1994 .

Econometric Theory and Methods

J. MacKinnon, R. Davidson, 2003 .

Several Tests for Model Specication in the Pres-ence of Alternative Hypotheses

J. MacKinnon, R. Davidson, 1981 .

The power of bootstrap and asymptotic tests

J. MacKinnon, R. Davidson, 2006 .

Testing Linear and Loglinear Regressions against Box-Cox Alternatives

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

Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test

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

Model specification tests against non-nested alternatives

James G. MacKinnon, J. MacKinnon, 1983 .

Double-Length Artificial Regressions

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

Bootstrap Inference in Econometrics

J. MacKinnon, 2002 .

Artificial Regressions by Russell Davidson

J. MacKinnon, 2001 .

Model Specification Tests and Artificial Regressions

James G. MacKinnon, J. MacKinnon, 1992 .

Heteroskedasticity-Robust Tests in Regression Directions

J. MacKinnon, R. Davidson, 1985 .

Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration

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

Transforming the Dependent Variable in Regression Models

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

Testing for Consistency using Artificial Regressions

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

Convenient Specification Tests for Logit and Probit Models

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

Model Specification Tests Based on Artificial Linear Regressions

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

Numerical Distribution Functions for Unit Root and Cointegration Tests

James G. MacKinnon, J. MacKinnon, 1996 .

Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models

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

The Size and Power of Bootstrap Tests

J. MacKinnon, R. Davidson, 1996 .

Bootstrap Hypothesis Testing

J. MacKinnon, 2007 .

Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2018 .

An algorithm for the generalized transportation problem

J. MacKinnon, 1975 .

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties☆

H. White, J. MacKinnon, 1985 .

Bootstrap Methods in Econometrics

J. MacKinnon, 2006 .

THE SIZE DISTORTION OF BOOTSTRAP TESTS

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

Thirty Years of Heteroskedasticity-Robust Inference

James G. MacKinnon, J. MacKinnon, 2013 .

Wild Bootstrap Randomization Inference for Few Treated Clusters

Matthew D. Webb, J. MacKinnon, 2019, Advances in Econometrics.

Bootstrap Testing in Nonlinear Models

J. MacKinnon, R. Davidson, 1999 .

The Size Distorsion of Bootstrap Tests

J. MacKinnon, R. Davidson, 1996 .

Generalized Method of Moments

J. MacKinnon, 2020 .

Randomization inference for difference-in-differences with few treated clusters

Matthew D. Webb, J. MacKinnon, 2020 .

Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust

Matthew D. Webb, J. MacKinnon, M. Nielsen, 2022, 2205.03288.

Testing for unit root processes in random coefficient autoregressive models

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2019 .

Fast and wild: Bootstrap inference in Stata using boottest

Matthew D. Webb, David Roodman, Morten Ørregaard Nielsen, 2018, The Stata Journal: Promoting communications on statistics and Stata.

Cluster-robust inference: A guide to empirical practice

Matthew D. Webb, J. MacKinnon, M. Nielsen, 2022, Journal of Econometrics.

Asymptotic theory and wild bootstrap inference with clustered errors

J. MacKinnon, M. Nielsen, A. Djogbenou, 2019, Journal of Econometrics.

How Cluster‐Robust Inference is Changing Applied Econometrics

J. MacKinnon, 2019, Canadian Journal of Economics/Revue canadienne d'économique.

Pitfalls when Estimating Treatment Effects Using Clustered Data

Matthew D. Webb, J. MacKinnon, 2017 .

WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS

J. MacKinnon, 2016, L'Actualité économique.

L ' Actualité économique Inference with Large Clustered Datasets

J. MacKinnon, 2022 .

Distribution free specification tests of conditional models

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2018 .

Nonparametric simultaneous testing for structural breaks

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2020 .

Testing the parametric form of the volatility in continuous time diffusion models - a stochastic process approach

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2019 .

Modelling a Market Which is Sometimes in Disequilibrium

J. MacKinnon, 1978 .

Inflation and the Saving Rate

J. MacKinnon, R. Davidson, 1979 .

A MAXIMUM LIKELIHOOD PROCEDURE FOR REGRESSION WITH AUTOCORRELATED ERRORS

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

CEP 16-11 Randomization Inference for Differences-in-Differences with Few Treated Clusters

Matthew D. Webb, J. MacKinnon, 2016 .

Adaptive consistent unit root tests based on autoregressive threshold model

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2019 .

Computing optimal tax equilibria

J. MacKinnon, Richard Harris, 1979 .

Using large samples in econometrics

J. MacKinnon, 2022, Journal of Econometrics.

Bootstrap J tests of nonnested linear regression models

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

The Linux operating system: Debian GNU/Linux

James G. MacKinnon, J. MacKinnon, 1999 .

A Simplified Version of the Differencing Test

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

A Simplified Version of a Differencing Specification Test

J. MacKinnon, R. Davidson, 1984 .

Market and Shadow Land Rents with Congestion

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

A TECHNIQUE FOR THE SOLUTION OF SPATIAL EQUILIBRIUM MODELS

James G. MacKinnon, J. MacKinnon, 1976 .

The Existence and Computation of Equilibria with Increasing Returns and Externalities

J. MacKinnon, 1976 .

Estimation and inference in econometrics

J. MacKinnon, R. Davidson, Jean-Marie-Dufour, 1994 .

Graphical Methods for Investigating the Size and Power of Hypothesis Tests

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

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

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

On a simple procedure for testing non-nested regression models

J. MacKinnon, R. Davidson, 1980 .

Testing the specification of multivariate models in the presence of alternative hypotheses

J. MacKinnon, R. Davidson, 1983 .

Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference

Matthew D. Webb, J. MacKinnon, M. Nielsen, 2023, 2301.04527.

Bootstrap Tests for Overidentification in Linear Regression Models

J. MacKinnon, R. Davidson, 2015 .

Bootstrap Confidence Sets with Weak Instruments

J. MacKinnon, R. Davidson, 2014 .

Confidence Sets Based on Inverting Anderson–Rubin Tests

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

Bootstrap Confidence Sets with Weak Instruments by Russell Davidson

J. MacKinnon, 2012 .

Confidence Sets Based on Inverting

J. MacKinnon, R. Davidson, 2011 .

Wild Bootstrap Tests for IV Regression

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

Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables

J. MacKinnon, R. Davidson, 2008 .

Improving the Reliability of Bootstrap Confidence Intervals by Russell Davidson

J. MacKinnon, R. Davidson, 2003 .

Improving the Reliability of Bootstrap Condence Intervals

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

Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests

James G. MacKinnon, J. MacKinnon, 1994 .

Critical Values for Cointegration Tests

James G. MacKinnon, J. MacKinnon, 1990 .

European Monetary Union: a cointegration analysis

J. MacKinnon, L. Michelis, A. Haug, 2000 .

Seasonality in Regression: An Application of Smoothness Priors

J. MacKinnon, Mark Gersovitz, 1978 .

Distributions of Error Correction Tests for Cointegration

Neil R. Ericsson, J. MacKinnon, 1999 .

NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS

J. MacKinnon, M. Nielsen, 2010 .

Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances

J. MacKinnon, C. Beach, 1979 .

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

J. MacKinnon, 2006 .

Bootstrap Tests of Nonnested Linear Regression Models

J. MacKinnon, R. Davidson, 1995 .

The interpretation of test statistics

J. MacKinnon, R. Davidson, 1985 .

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

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

Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors

J. MacKinnon, G. MacDonald, 1985 .

Artificial regressions and C (α) tests

J. MacKinnon, R. Davidson, 1991 .

Durbin-Watson Statistic

J. MacKinnon, 2008 .

Heteroskedasticity-robust tests for structural change

J. MacKinnon, 1989 .

The Wild Bootstrap for Few (Treated) Clusters

Matthew D. Webb, J. MacKinnon, 2018 .

Wild Bootstrap Inference for Wildly Different Cluster Sizes

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

Inflation and the savings rate

J. MacKinnon, R. Davidson, 1983 .

Disequilibrium Estimation of the Demand for Copper

J. MacKinnon, N. Olewiler, 1980 .

Some Non-Nested Hypothesis Tests and the Relations Among Them

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

Simulation-Based Tests that Can Use Any Number of Simulations

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

Bootstrap Testing in Nonlinear Models

J. MacKinnon, R. Davidson, 1999 .

Implicit Alternatives and the Local Power of Test Statistics

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

A Specification Test for Models Estimated by GLS

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

Testing the Specification of Econometric Models in Regression and Non-Regression Directions

J. MacKinnon, R. Davidson, 1986 .

Heteroskedastcity-robust tests in regressions directions

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

A New Form of the Information Matrix Test

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

FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS

J. MacKinnon, R. Davidson, 2002 .

Inference with Large Clustered Datasets

J. MacKinnon, 2017 .

Efficient estimation of tail-area probabilities in sampling experiments

J. MacKinnon, R. Davidson, 1981 .

Improving the Reliability of Bootstrap Tests

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

When and How to Deal with Clustered Errors in Regression Models

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

Computing equilibria with increasing returns

J. MacKinnon, 1979 .

Measuring the costs of height restrictions with a general equilibrium model

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

The Effects of the Property Tax: A General Equilibrium Simulation

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

The effects of urban transportation changes: A general equilibrium simulation

J. MacKinnon, R. Arnott, 1977 .

Urban general equilibrium models and simplicial search algorithms

James MacKinnon, J. MacKinnon, 1974 .

Di erence-inDi erences Inference With Few Treated Clusters

Matthew D. Webb, J. MacKinnon, 2015 .

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

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

Wild Bootstrap and Asymptotic Inference With Multiway Clustering

Matthew D. Webb, J. MacKinnon, M. Nielsen, 2019, Journal of Business & Economic Statistics.

Improving the reliability of bootstrap tests with the fast double bootstrap

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

Improving the Reliability of Bootstrap Tests

J. MacKinnon, R. Davidson, 2000 .

Clustering Methods for Statistical Inference

Matthew D. Webb, J. MacKinnon, 2020 .

MODEL SPECI:FICATION TESTS BASED ON ARTI:FICIAL LINEAR REGRESSIONS*

J. MacKinnon, R. Davidson, 2016 .

Approximate bias correction in econometrics

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

Fast and Reliable Jackknife and Bootstrap Methods for Cluster‐Robust Inference

Matthew D. Webb, J. MacKinnon, M. Nielsen, 2023, Journal of Applied Econometrics.

Validity Of Wild Bootstrap Inference With Clustered Errors

J. MacKinnon, M. Nielsen, Antoine A. Djogbenou, 2017 .

Applications of the Fast Double Bootstrap

J. MacKinnon, 2006 .

IMPROVING THE RELIABILITY OF BOOTSTRAP TESTS WITH THE FAST DOUBLE BOOTSTRAP

J. MacKinnon, R. Davidson, 2009 .

The Power of Bootstrap and Asymptotic Tests by Russell Davidson

J. MacKinnon, R. Davidson, 2003 .

Improving the Reliability of Bootstrap Tests by Russell Davidson

J. MacKinnon, 2003 .

Série Scientifique Scientific Series Monte Carlo Tests with Nuisance Parameters: a General Approach to Finite-sample Inference and Non-standard Asymptotics Monte Carlo Tests with Nuisance Parameters: a General Approach to Finite-sample Inference and Non-standard Asymptotics

V. P. Godambe, J. MacKinnon, C. Manski, 2022 .

Convenient singularities and maximum likelihood estimation

James G. MacKinnon, J. MacKinnon, 1979 .

On the Role of Jacobian Terms in Maximum Likelihood Estimation

J. MacKinnon, 1978 .

The Power of Bootstrap TestsbyRussell

J. MacKinnon, R. Davidson, 1996 .

The Power of Bootstrap Tests

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

Bootstrap and Asymptotic Inference with Multiway Clustering ∗

J. MacKinnon, 2017 .

Notes on the New Urban Economics

J. MacKinnon, E. Mills, 1973 .

Improving the Reliability of Bootstrap Tests by Russell Davidson

J. MacKinnon, R. Davidson, 2003 .

The Size Distortion of Bootstrap Tests by Russell Davidson

J. MacKinnon, 2001 .

Specification Tests Based on Artificial Regressions

J. MacKinnon, R. Davidson, 1990 .

Inference via kernel smoothing of bootstrap P values

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

Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables

J. MacKinnon, R. Davidson, 1980 .

Are price equations really money demand equations on their heads

J. MacKinnon, R. Milbourne, 1988 .

Monetary Anticipations and the Demand for Money

J. MacKinnon, R. Milbourne, 1984 .

Testing for the appropriate level of clustering in linear regression models

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

The welfare implications of spatial interdependence: An extension of Wheaton's "optimal distribution of income among cities"

J. MacKinnon, R. Arnott, William L. C. Wheaton, 1978 .

The Subcluster Wild Bootstrap for Few (Treated) Clusters

Matthew D. Webb, J. MacKinnon, 2016 .

Moments of IV and JIVE Estimators

J. MacKinnon, R. Davidson, 2007 .