James G. MacKinnon

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Russell DavidsonProfessor of Economics, McGill UniversityVerified email at mcgill.ca
Matthew WebbAssociate Professor, Carleton UniversityVerified email at carleton.ca
Morten Ørregaard NielsenProfessor of Economics at Aarhus University and Director of the Aarhus Center for Econometrics (ACE)Verified email at econ.au.dk
Alfred A. HaugUniversity of OtagoVerified email at otago.ac.nz
Leo MichelisRyerson UniversityVerified email at ryerson.ca
David RoodmanOpen PhilanthropyVerified email at openphilanthropy.org
Richard ArnottDistinguished Professor of Economics, University of California, RiversideVerified email at ucr.edu
Neil R EricssonDivision of International Finance, Federal Reserve BoardVerified email at frb.gov
Lonnie MageeProfessor of Economics, McMaster UniversityVerified email at mcmaster.ca
Anthony SmithProfessor of Economics, Yale UniversityVerified email at yale.edu
Antoine A. DjogbenouYork UniversityVerified email at yorku.ca
Jeffrey S. RacineProfessor Economics, Professor Graduate Program in Statistics, McMaster UniversityVerified email at mcmaster.ca
Mark GersovitzProfessor of Economics, The Johns Hopkins UniversityVerified email at jhu.edu
Richard G. HarrisProfessor of Economics, Simon Fraser UniversityVerified email at sfu.ca
william c wheatonMITVerified email at mit.edu
Allan W. GregoryQueen's UniversityVerified email at econ.queensu.ca
Glenn MacDonaldOlin Business school, Washington University in St. LouisVerified email at wustl.edu
Tammy SchirleWilfrid Laurier UniversityVerified email at wlu.ca

James G. MacKinnon

Sir Edward Peacock Professor of Econometrics, Queen's University

Verified email at econ.queensu.ca - Homepage

Econometrics


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Estimation and inference in econometrics R Davidson, JG MacKinnon OUP Catalogue, 1993	10362	1993
Critical values for cointegration tests, Chapter 13 in Long-Run Economic Relationships: Readings in Cointegration, ed. RF Engle and CW J. Granger JG MacKinnon Oxford University Press, 1991	7677*	1991
Numerical distribution functions for unit root and cointegration tests JG MacKinnon Journal of applied econometrics 11 (6), 601-618, 1996	4586	1996
Econometric theory and methods R Davidson, JG MacKinnon Oxford University Press 5, 189-196, 2004	3413	2004
Numerical Distributions of Likelihood Ratio Tests of Cointegration JG MacKinnon, AA Haug, L Michelis Journal of Applied Econometrics 14 (563), n577, 1999	3014*	1999
Several tests for model specification in the presence of alternative hypotheses R Davidson, JG MacKinnon Econometrica: Journal of the Econometric Society, 781-793, 1981	2594	1981
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties JG MacKinnon, H White Journal of Econometrics 29 (3), 305-325, 1985	2145	1985
Fast and wild: Bootstrap inference in Stata using boottest D Roodman, MØ Nielsen, JG MacKinnon, MD Webb The Stata Journal 19 (1), 4-60, 2019	983	2019
A maximum likelihood procedure for regression with autocorrelated errors CM Beach, JG MacKinnon Econometrica: journal of the Econometric Society, 51-58, 1978	750	1978
Approximate asymptotic distribution functions for unit-root and cointegration tests JG MacKinnon Journal of Business & Economic Statistics, 167-176, 1994	623	1994
Bootstrap tests: How many bootstraps? R Davidson, JG MacKinnon Econometric Reviews 19 (1), 55-68, 2000	569	2000
Tests for model specification in the presence of alternative hypotheses* 1:: Some further results JG MacKinnon, H White, R Davidson Journal of Econometrics 21 (1), 53-70, 1983	511	1983
Wild bootstrap inference for wildly different cluster sizes JG MacKinnon, MD Webb Journal of Applied Econometrics 32 (2), 233-254, 2017	497	2017
Distributions of error correction tests for cointegration NR Ericsson, JG MacKinnon The Econometrics Journal 5 (2), 285-318, 2002	489	2002
Bootstrap inference in econometrics JG MacKinnon Canadian Journal of Economics/Revue canadienne d'économique 35 (4), 615-645, 2002	441	2002
Convenient specification tests for logit and probit models R Davidson, JG MacKinnon Journal of Econometrics 25 (3), 241-262, 1984	427	1984
Transforming the dependent variable in regression models JG MacKinnon, L Magee International Economic Review, 315-339, 1990	405	1990
Graphical methods for investigating the size and power of hypothesis tests R Davidson, JG MacKinnon The Manchester School 66 (1), 1-26, 1998	388	1998
Bootstrap methods in econometrics JG MacKinnon Economic Record 82, S2-S18, 2006	348	2006
The size distortion of bootstrap tests R Davidson, JG MacKinnon Econometric Theory 15 (3), 361-376, 1999	296	1999

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