James MacKinnon

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Affiliations

• Queen's University / Economics Department
  • EDIRC entry
  • location:

Research profile

author of:

• Numerical distribution functions of fractional unit root and cointegration tests (RePEc:aah:create:2010-59)
  by James G. MacKinnon & Morten Ørregaard Nielsen
• Fast and Wild: Bootstrap Inference in Stata Using boottest (RePEc:aah:create:2018-34)
  by James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb
• Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors (RePEc:aah:create:2019-05)
  by Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen
• Wild Bootstrap and Asymptotic Inference with Multiway Clustering (RePEc:aah:create:2020-06)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Cluster-Robust Inference: A Guide to Empirical Practice (RePEc:aah:create:2022-08)
  by James MacKinnon & Morten Ørregaard Nielsen
• Une nouvelle forme du test de la matrice d'information (RePEc:adr:anecst:y:1991:i:20-21:p:171-192)
  by Russell Davidson & James Mackinnon
• Market and Shadow Land Rents with Congestion (RePEc:aea:aecrev:v:68:y:1978:i:4:p:588-600)
  by Arnott, Richard J & MacKinnon, James G
• Model Specification Tests and Artificial Regressions (RePEc:aea:jeclit:v:30:y:1992:i:1:p:102-46)
  by MacKinnon, James G
• The Size Distortion of Bootstrap Tests (RePEc:ags:queddp:273347)
  by Davidson, Russell & MacKinnon, James G.
• The Power of Bootstrap Tests (RePEc:ags:queddp:273372)
  by Davidson, Russell & MacKinnon, James G.
• Bootstrap Testing in Nonlinear Models (RePEc:ags:queddp:273378)
  by Davidson, Russell & MacKinnon, James G.
• Bootstrap Testing How Many Bootstraps (RePEc:ags:queddp:273385)
  by Davidson, Russell & MacKinnon, James G.
• Bootstrap Tests of Nonnested Linear Regression Models (RePEc:ags:queddp:273388)
  by Davidson, Russell & MacKinnon, James G.
• Several Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:ags:queddp:275156)
  by Davidson, Russell & MacKinnon, James G.
• Model Specification Tests Based on Artificial Linear Regressions (RePEc:ags:queddp:275162)
  by Davidson, Russell & MacKinnon, James G.
• Some Non-Nested Hypothesis Tests and the Relations Among Them (RePEc:ags:queddp:275174)
  by Davidson, Russell & MacKinnon, James G.
• Testing for Consistency Using Artificial Regressions (RePEc:ags:queddp:275208)
  by Davidson, Russell & MacKinnon, James G.
• Double-Length Artificial Regressions (RePEc:ags:queddp:275209)
  by Davidson, Russell & MacKinnon, James G.
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• Cluster-Robust Inference: A Guide to Empirical Practice (RePEc:arx:papers:2205.03285)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
• Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust (RePEc:arx:papers:2205.03288)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
• Testing for the appropriate level of clustering in linear regression models (RePEc:arx:papers:2301.04522)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
• Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference (RePEc:arx:papers:2301.04527)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
• Cluster-robust jackknife and bootstrap inference for binary response models (RePEc:arx:papers:2406.00650)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
• Jackknife inference with two-way clustering (RePEc:arx:papers:2406.08880)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
• Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (RePEc:bes:jnlbes:v:12:y:1994:i:2:p:167-76)
  by MacKinnon, James G
• Wild Bootstrap Tests for IV Regression (RePEc:bes:jnlbes:v:28:i:1:y:2010:p:128-144)
  by Davidson, Russell & MacKinnon, James G.
• Bootstrap Methods in Econometrics (RePEc:bla:ecorec:v:82:y:2006:i:s1:p:s2-s18)
  by JAMES G. MacKINNON
• Graphical Methods for Investigating the Size and Power of Hypothesis Tests (RePEc:bla:manch2:v:66:y:1998:i:1:p:1-26)
  by Davidson, Russell & MacKinnon, James G
• Double Length Artificial Regressions (RePEc:bla:obuest:v:50:y:1988:i:2:p:203-17)
  by Davidson, Russell & MacKinnon, James G
• SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator (RePEc:boc:bocode:s459072)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• LOGITJACK: Stata module to provide cluster robust inference for logit models (RePEc:boc:bocode:s459337)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• The multiway cluster wild bootstrap (RePEc:boc:csug17:06)
  by James G. MacKinnon & Matthew D. Webb
• Cluster–robust inference: A guide to empirical practice (RePEc:boc:econ21:6)
  by Matthew D. Webb & James MacKinnon & Morten Nielsen
• Randomization Inference for Difference-in-Differences with Few Treated Clusters (RePEc:car:carecp:16-11)
  by James G. MacKinnon & Matthew D. Webb
• The Subcluster Wild Bootstrap for Few (Treated) Clusters (RePEc:car:carecp:16-13)
  by James G. MacKinnon & Matthew D. Webb
• Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada (RePEc:cje:issued:v:13:y:1980:i:4:p:683-87)
  by Allan W. Gregory & James G. Mackinnon
• Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors (RePEc:cje:issued:v:18:y:1985:i:1:p:106-16)
  by Glenn M. MacDonald & James G. MacKinnon
• The Interpretation of Test Statistics (RePEc:cje:issued:v:18:y:1985:i:1:p:38-57)
  by Russell W. Davidson & James G. MacKinnon
• Testing Linear and Loglinear Regressions against Box-Cox Alternatives (RePEc:cje:issued:v:18:y:1985:i:3:p:499-517)
  by Russell Davidson & James G. MacKinnon
• Bootstrap inference in econometrics (RePEc:cje:issued:v:35:y:2002:i:4:p:615-645)
  by James G. MacKinnon
• How cluster-robust inference is changing applied econometrics (RePEc:cje:issued:v:52:y:2019:i:3:p:851-881)
  by James G. MacKinnon
• Approximate Bias Correction in Econometrics (RePEc:cmu:gsiawp:91)
  by James G. MacKinnon & Anthony A. Smith, Jr.
• The interpretation of test statistics (RePEc:cor:louvco:1985001)
  by Davidson, R. & Mackinnon, J.G.
• Implicit alternatives and the local power of test statistics (RePEc:cor:louvco:1985025)
  by Davidson , R. & Mackinnon, J.G.
• Heteroskedastcity-robust tests in regressions directions (RePEc:cor:louvrp:678)
  by DAVIDSON, Russel & MACKINNON, James G.
• The Size Distortion Of Bootstrap Tests (RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376_15)
  by Davidson, Russell & MacKinnon, James G.
• Testing for Consistency using Artificial Regressions (RePEc:cup:etheor:v:5:y:1989:i:03:p:363-384_01)
  by Davidson, Russell & MacKinnon, James G.
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors (RePEc:ecm:emetrp:v:46:y:1978:i:1:p:51-58)
  by Beach, Charles M & MacKinnon, James G
• Several Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:ecm:emetrp:v:49:y:1981:i:3:p:781-93)
  by Davidson, Russell & MacKinnon, James G
• Implicit Alternatives and the Local Power of Test Statistics (RePEc:ecm:emetrp:v:55:y:1987:i:6:p:1305-29)
  by Davidson, Russell & MacKinnon, James G
• A New Form of the Information Matrix Test (RePEc:ecm:emetrp:v:60:y:1992:i:1:p:145-57)
  by Davidson, Russell & MacKinnon, James G
• Distributions of Error Correction Tests for Cointegration (RePEc:ecm:wc2000:0561)
  by Neil R. Ericsson & James G. MacKinnon
• Moments of IV and JIVE estimators (RePEc:ect:emjrnl:v:10:y:2007:i:3:p:541-553)
  by Russell Davidson & James G. MacKinnon
• Bootstrap inference in a linear equation estimated by instrumental variables (RePEc:ect:emjrnl:v:11:y:2008:i:3:p:443-477)
  by Russell Davidson & James G. MacKinnon
• Distributions of error correction tests for cointegration (RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318)
  by Neil R. Ericsson & James G. MacKinnon
• Inference via kernel smoothing of bootstrap P values (RePEc:eee:csdana:v:51:y:2007:i:12:p:5949-5957)
  by Racine, Jeffrey S. & MacKinnon, James G.
• Improving the reliability of bootstrap tests with the fast double bootstrap (RePEc:eee:csdana:v:51:y:2007:i:7:p:3259-3281)
  by Davidson, Russell & MacKinnon, James G.
• The fourth special issue on Computational Econometrics (RePEc:eee:csdana:v:53:y:2009:i:6:p:1923-1924)
  by Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K.
• Small sample properties of alternative forms of the Lagrange Multiplier test (RePEc:eee:ecolet:v:12:y:1983:i:3-4:p:269-275)
  by Davidson, Russel & MacKinnon, James G.
• Convenient singularities and maximum likelihood estimation (RePEc:eee:ecolet:v:3:y:1979:i:1:p:41-44)
  by MacKinnon, James G.
• Artificial regressions and C ([alpha]) tests (RePEc:eee:ecolet:v:35:y:1991:i:2:p:149-153)
  by Davidson, Russell & MacKinnon, James G.
• On a simple procedure for testing non-nested regression models (RePEc:eee:ecolet:v:5:y:1980:i:1:p:45-48)
  by Davidson, Russell & MacKinnon, James G.
• Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables (RePEc:eee:ecolet:v:6:y:1980:i:2:p:119-123)
  by Davidson, Russell & MacKinnon, James G.
• Efficient estimation of tail-area probabilities in sampling experiments (RePEc:eee:ecolet:v:8:y:1981:i:1:p:73-77)
  by Davidson, Russell & MacKinnon, James G.
• Bootstrap J tests of nonnested linear regression models (RePEc:eee:econom:v:109:y:2002:i:1:p:167-193)
  by Davidson, Russell & MacKinnon, James G.
• The power of bootstrap and asymptotic tests (RePEc:eee:econom:v:133:y:2006:i:2:p:421-441)
  by Davidson, Russell & MacKinnon, James G.
• Tests for model specification in the presence of alternative hypotheses : Some further results (RePEc:eee:econom:v:21:y:1983:i:1:p:53-70)
  by MacKinnon, James G. & White, Halbert & Davidson, Russell
• Asymptotic theory and wild bootstrap inference with clustered errors (RePEc:eee:econom:v:212:y:2019:i:2:p:393-412)
  by Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard
• Randomization inference for difference-in-differences with few treated clusters (RePEc:eee:econom:v:218:y:2020:i:2:p:435-450)
  by MacKinnon, James G. & Webb, Matthew D.
• Testing the specification of multivariate models in the presence of alternative hypotheses (RePEc:eee:econom:v:23:y:1983:i:3:p:301-313)
  by Davidson, Russell & MacKinnon, James G.
• Cluster-robust inference: A guide to empirical practice (RePEc:eee:econom:v:232:y:2023:i:2:p:272-299)
  by MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D.
• Testing for the appropriate level of clustering in linear regression models (RePEc:eee:econom:v:235:y:2023:i:2:p:2027-2056)
  by MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D.
• Using large samples in econometrics (RePEc:eee:econom:v:235:y:2023:i:2:p:922-926)
  by MacKinnon, James G.
• Convenient specification tests for logit and probit models (RePEc:eee:econom:v:25:y:1984:i:3:p:241-262)
  by Davidson, Russell & MacKinnon, James G.
• Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties (RePEc:eee:econom:v:29:y:1985:i:3:p:305-325)
  by MacKinnon, James G. & White, Halbert
• Regression-based methods for using control variates in Monte Carlo experiments (RePEc:eee:econom:v:54:y:1992:i:1-3:p:203-222)
  by Davidson, Russell & MacKinnon, James G.
• Full maximum likelihood estimation of second- order autoregressive error models (RePEc:eee:econom:v:7:y:1978:i:2:p:187-198)
  by Beach, Charles M. & MacKinnon, James G.
• Approximate bias correction in econometrics (RePEc:eee:econom:v:85:y:1998:i:2:p:205-230)
  by MacKinnon, James G. & Smith Jr., Anthony A.
• Fast cluster bootstrap methods for linear regression models (RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71)
  by MacKinnon, James G.
• Computing equilibria with increasing returns (RePEc:eee:eecrev:v:12:y:1979:i:1:p:1-16)
  by MacKinnon, James G.
• European Monetary Union: a cointegration analysis (RePEc:eee:jimfin:v:19:y:2000:i:3:p:419-432)
  by Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo
• Urban general equilibrium models and simplicial search algorithms (RePEc:eee:juecon:v:1:y:1974:i:2:p:161-183)
  by MacKinnon, James
• The effects of the property tax: A general equilibrium simulation (RePEc:eee:juecon:v:4:y:1977:i:4:p:389-407)
  by Arnott, Richard J. & MacKinnon, James G.
• The welfare implications of spatial interdependence : An extension of Wheaton's "optimal distribution of income among cities" (RePEc:eee:juecon:v:5:y:1978:i:1:p:131-136)
  by Arnott, Richard J. & MacKinnon, James G. & Wheaton, William C.
• Monetary anticipations and the demand for money (RePEc:eee:moneco:v:13:y:1984:i:2:p:263-274)
  by MacKinnon, James G. & Milbourne, Ross D.
• Computing optimal tax equilibria (RePEc:eee:pubeco:v:11:y:1979:i:2:p:197-212)
  by Harris, Richard G. & Mackinnon, James G.
• The effects of urban transportation changes : A general equilibrium simulation (RePEc:eee:pubeco:v:8:y:1977:i:1:p:19-36)
  by Arnott, Richard J. & MacKinnon, James G.
• An algorithm for the generalized transportation problem (RePEc:eee:regeco:v:5:y:1975:i:4:p:445-464)
  by MacKinnon, James G.
• Measuring the costs of height restrictions with a general equilibrium model (RePEc:eee:regeco:v:7:y:1977:i:4:p:359-375)
  by Arnott, Richard J. & MacKinnon, James G.
• Wild Bootstrap Randomization Inference for Few Treated Clusters (RePEc:eme:aecozz:s0731-905320190000039003)
  by James G. MacKinnon & Matthew D. Webb
• Distributions of error correction tests for cointegration (RePEc:fip:fedgif:655)
  by Neil R. Ericsson & James G. MacKinnon
• The Size and Power of Bootstrap Tests (RePEc:fth:aixmeq:96a03)
  by Davidson, R. & Mackinnon, J.G.
• Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration (RePEc:fth:aixmeq:96a09)
  by Mackinnon, J.G. & Haug, A.A. & Michelis, L.
• Approximate Bias Correction in Econometrics (RePEc:fth:aixmeq:96a14)
  by Mackinnon, J.G. & Smith, A.A.
• The Size Distorsion of Bootstrap Tests (RePEc:fth:aixmeq:96a15)
  by Davidson, R. & Mackinnon, J.G.
• Bootstrap Tests of Nonnested Linear Regression Models (RePEc:fth:aixmeq:97a25)
  by Davidson, R. & Mackinnon, J. G.
• Bootstrap Testing in Nonlinear Models (RePEc:fth:aixmeq:97a39)
  by Davidson, R. & Mackinnon, J.G.
• Artificial Regressions (RePEc:fth:aixmeq:99a04)
  by Davidson, R. & MacKinnon & J.G.
• The Size and Power of Bootstrap Tests (RePEc:fth:inecpu:153)
  by Mackinnon, J-G
• Bootstrap Tests of Nonnested Linear Regression Models (RePEc:fth:inecpu:170)
  by Davidson, R. & Mackinnon, J.G.
• Bootstrap Tests for Overidentification in Linear Regression Models (RePEc:gam:jecnmx:v:3:y:2015:i:4:p:825-863:d:60287)
  by Russell Davidson & James G. MacKinnon
• Bootstrap Tests for Overidentification in Linear Regression Models (RePEc:hal:journl:hal-01456100)
  by Russell Davidson & James G. Mackinnon
• Confidence Sets Based on Inverting Anderson-Rubin Tests (RePEc:hal:journl:hal-01463107)
  by Russell Davidson & James G. Mackinnon
• Bootstrap Confidence Sets with Weak Instruments (RePEc:hal:journl:hal-01463109)
  by Russell Davidson & James G. Mackinnon
• Improving the reliability of bootstrap tests with the fast double bootstrap (RePEc:hal:wpaper:halshs-00439247)
  by Russell Davidson & James Mackinnon
• Moments of IV and JIVE estimators (RePEc:hal:wpaper:halshs-00442692)
  by Russell Davidson & James Mackinnon
• Bootstrap inference in a linear equation estimated by instrumental variables (RePEc:hal:wpaper:halshs-00442713)
  by Russell Davidson & James Mackinnon
• Wild bootstrap tests for IV regression (RePEc:hal:wpaper:halshs-00443550)
  by Russell Davidson & James Mackinnon
• Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances (RePEc:ier:iecrev:v:20:y:1979:i:2:p:459-64)
  by Beach, Charles M & MacKinnon, James G
• Model Specification Tests Based on Artificial Linear Regressions (RePEc:ier:iecrev:v:25:y:1984:i:2:p:485-502)
  by Davidson, Russell & MacKinnon, James G
• A Simplified Version of the Differencing Test (RePEc:ier:iecrev:v:26:y:1985:i:3:p:639-47)
  by Davidson, Russell & Godfrey, Leslie & MacKinnon, James G
• Transforming the Dependent Variable in Regression Models (RePEc:ier:iecrev:v:31:y:1990:i:2:p:315-39)
  by MacKinnon, James G & Magee, Lonnie
• Bootstrap Testing in Nonlinear Models (RePEc:ier:iecrev:v:40:y:1999:i:2:p:487-508)
  by Davidson, Russell & MacKinnon, James G
• Numerical Distribution Functions for Unit Root and Cointegration Tests (RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18)
  by MacKinnon, James G
• The Linux Operating System: Debian GNU/Linux (RePEc:jae:japmet:v:14:y:1999:i:4:p:443-52)
  by MacKinnon, James G
• Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration (RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77)
  by MacKinnon, James G & Haug, Alfred A & Michelis, Leo
• The case against JIVE (RePEc:jae:japmet:v:21:y:2006:i:6:p:827-833)
  by James G. MacKinnon & Russell Davidson
• Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' (RePEc:jae:japmet:v:21:y:2006:i:6:p:843-844)
  by James G. MacKinnon & Russell Davidson
• Are Price Equations Really Money Demand Equations on Their Heads? (RePEc:jae:japmet:v:3:y:1988:i:4:p:295-305)
  by Mackinnon, James G & Milbourne, Ross D
• The Case Against Jive (RePEc:mcl:mclwop:2004-02)
  by Russell Davidson & James MacKinnon
• Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables (RePEc:mcl:mclwop:2006-21)
  by Russell Davidson & James MacKinnon
• Moments Of Iv And Jive Estimators (RePEc:mcl:mclwop:2006-22)
  by Russell Davidson & James MacKinnon
• Wild Bootstrap Tests For Iv Regression (RePEc:mcl:mclwop:2007-14)
  by Russell Davidson & James G. MacKinnon
• Some Non-Nested Hypothesis Tests and the Relations Among Them (RePEc:oup:restud:v:49:y:1982:i:4:p:551-565.)
  by Russell Davidson & James G. Mackinnon
• Estimation and Inference in Econometrics (RePEc:oxp:obooks:9780195060119)
  by Davidson, Russell & MacKinnon, James G.
• Applications Of The Fast Double Bootstrap (RePEc:qed:wpaper:1023)
  by James G. MacKinnon
• Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables (RePEc:qed:wpaper:1024)
  by James G. MacKinnon & Russell Davidson
• Simulation-based Tests That Can Use Any Number Of Simulations (RePEc:qed:wpaper:1027)
  by James G. MacKinnon & Jeff Racine
• Bootstrap Methods In Econometrics (RePEc:qed:wpaper:1028)
  by James G. MacKinnon
• The Case Against Jive (RePEc:qed:wpaper:1031)
  by James G. MacKinnon & Russell Davidson
• The Power Of Bootstrap And Asymptotic Tests (RePEc:qed:wpaper:1035)
  by James G. MacKinnon & Russell Davidson
• Bootstrap Tests: How Many Bootstraps? (RePEc:qed:wpaper:1036)
  by James G. MacKinnon & Russell Davidson
• Computing Numerical Distribution Functions In Econometrics (RePEc:qed:wpaper:1037)
  by James G. MacKinnon
• Artificial Regressions (RePEc:qed:wpaper:1038)
  by James G. MacKinnon & Russell Davidson
• Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap (RePEc:qed:wpaper:1044)
  by James G. MacKinnon & Russell Davidson
• Inference Via Kernel Smoothing Of Bootstrap P Values (RePEc:qed:wpaper:1054)
  by James G. MacKinnon & Jeff Racine
• Moments Of Iv And Jive Estimators (RePEc:qed:wpaper:1085)
  by James G. MacKinnon & Russell Davidson
• Bootstrap Hypothesis Testing (RePEc:qed:wpaper:1127)
  by James G. MacKinnon
• Wild Bootstrap Tests For Iv Regression (RePEc:qed:wpaper:1135)
  by James G. MacKinnon & Russell Davidson
• Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables (RePEc:qed:wpaper:1157)
  by James G. MacKinnon & Russell Davidson
• Critical Values For Cointegration Tests (RePEc:qed:wpaper:1227)
  by James G. MacKinnon
• Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests (RePEc:qed:wpaper:1240)
  by James G. MacKinnon & Morten Ø. Nielsen
• Confidence Sets Based On Inverting Anderson-rubin Tests (RePEc:qed:wpaper:1257)
  by James G. MacKinnon & Russell Davidson
• Thirty Years Of Heteroskedasticity-robust Inference (RePEc:qed:wpaper:1268)
  by James G. MacKinnon
• Bootstrap Confidence Sets With Weak Instruments (RePEc:qed:wpaper:1278)
  by James G. MacKinnon & Russell Davidson
• Wild Bootstrap Inference For Wildly Different Cluster Sizes (RePEc:qed:wpaper:1314)
  by James G. MacKinnon & Matthew D. Webb
• Bootstrap Tests For Overidentification In Linear Regression Models (RePEc:qed:wpaper:1318)
  by James G. MacKinnon & Russell Davidson
• Wild Cluster Bootstrap Confidence Intervals (RePEc:qed:wpaper:1329)
  by James G. MacKinnon
• Randomization Inference For Difference-in-differences With Few Treated Clusters (RePEc:qed:wpaper:1355)
  by James G. MacKinnon & Matthew D. Webb
• The Wild Bootstrap For Few (treated) Clusters (RePEc:qed:wpaper:1364)
  by James G. MacKinnon & Matthew D. Webb
• Inference With Large Clustered Datasets (RePEc:qed:wpaper:1365)
  by James G. MacKinnon
• Validity Of Wild Bootstrap Inference With Clustered Errors (RePEc:qed:wpaper:1383)
  by Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen
• Bootstrap And Asymptotic Inference With Multiway Clustering (RePEc:qed:wpaper:1386)
  by James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen
• Pitfalls When Estimating Treatment Effects Using Clustered Data (RePEc:qed:wpaper:1387)
  by James G. MacKinnon & Matthew D. Webb
• Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors (RePEc:qed:wpaper:1399)
  by Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen
• Wild Bootstrap Randomization Inference For Few Treated Clusters (RePEc:qed:wpaper:1404)
  by James G. MacKinnon & Matthew D. Webb
• Fast And Wild: Bootstrap Inference In Stata Using Boottest (RePEc:qed:wpaper:1406)
  by David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen
• How cluster-robust inference is changing applied econometrics (RePEc:qed:wpaper:1413)
  by James G. MacKinnon
• Wild Bootstrap and Asymptotic Inference with Multiway Clustering (RePEc:qed:wpaper:1415)
  by James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb
• When and How to Deal with Clustered Errors in Regression Models (RePEc:qed:wpaper:1421)
  by James G. MacKinnon & Matthew D. Webb
• Testing for the appropriate level of clustering in linear regression models (RePEc:qed:wpaper:1428)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Cluster-Robust Inference: A Guide to Empirical Practice (RePEc:qed:wpaper:1456)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Fast cluster bootstrap methods for linear regression models (RePEc:qed:wpaper:1465)
  by James G. MacKinnon
• Using Large Samples in Econometrics (RePEc:qed:wpaper:1482)
  by James G. MacKinnon
• Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust (RePEc:qed:wpaper:1483)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference (RePEc:qed:wpaper:1485)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models (RePEc:qed:wpaper:1515)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Jackknife Inference with Two-Way Clustering (RePEc:qed:wpaper:1516)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• An Algorithm for the Generalized Transportation Problem (RePEc:qed:wpaper:184)
  by James G. MacKinnon
• A Technique for the Solution of Spatial Equilibrium Models (RePEc:qed:wpaper:199)
  by James G. MacKinnon
• General Equilibrium with Taxes (RePEc:qed:wpaper:200)
  by James G. MacKinnon
• The Effects of the Property Tax: A General Equilibrium Simulation (RePEc:qed:wpaper:205)
  by Richard Arnott & James G. MacKinnon
• Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances (RePEc:qed:wpaper:211)
  by Charles M. Beach & James G. MacKinnon
• The Existence and Computation of Equilibria with Increasing Returns and Externalities (RePEc:qed:wpaper:217)
  by James G. MacKinnon
• The Effects of Urban Transportation Changes: A General Equilibrium Simulation (RePEc:qed:wpaper:236)
  by Richard Arnott & James G. MacKinnon
• Measuring the Costs of Height Restrictions with a General Equilibrium Model (RePEc:qed:wpaper:242)
  by Richard Arnott & James G. MacKinnon
• Market and Shadow Land Rents with Congestion (RePEc:qed:wpaper:250)
  by Richard Arnott & James G. MacKinnon
• Seasonality in Regression: An Application of Smoothness Priors (RePEc:qed:wpaper:257)
  by Mark Gersovitz & James G. MacKinnon
• Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models (RePEc:qed:wpaper:259)
  by Charles M. Beach & James G. MacKinnon
• A Simple Technique for Computing Optimal Tax Equilibria (RePEc:qed:wpaper:270)
  by Richard Harris & James G. MacKinnon
• Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances (RePEc:qed:wpaper:276)
  by Charles M. Beach & James G. MacKinnon
• Modelling a Market Which is Sometimes in Disequilibrium (RePEc:qed:wpaper:287)
  by James G. MacKinnon
• On the Role of Jacobian Terms in Maximum Likelihood Estimation (RePEc:qed:wpaper:304)
  by James G. MacKinnon
• Disequilibrium Estimation of the Demand for Copper (RePEc:qed:wpaper:315)
  by James G. MacKinnon & Nancy D. Olewiler
• Inflation and the Saving Rate (RePEc:qed:wpaper:351)
  by Russell Davidson & James G. MacKinnon
• Relations Among Some Non-Nested Hypothesis Tests (RePEc:qed:wpaper:369)
  by Russell Davidson & James G. MacKinnon
• Several Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:qed:wpaper:378)
  by Russell Davidson & James G. MacKinnon
• Model Specification Tests Based on Artificial Linear Regressions (RePEc:qed:wpaper:390)
  by Russell Davidson & James G. MacKinnon
• Some Non-Nested Hypothesis Tests and the Relations Among Them (RePEc:qed:wpaper:409)
  by Russell Davidson & James G. MacKinnon
• Model Specification Tests Based on Artificial Linear Regressions (RePEc:qed:wpaper:426)
  by Russell Davidson & James G. MacKinnon
• Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results (RePEc:qed:wpaper:430)
  by Russell Davidson & James G. MacKinnon
• Monetary Anticipations and the Demand for Money (RePEc:qed:wpaper:435)
  by James G. MacKinnon & Ross D. Milbourne
• Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test (RePEc:qed:wpaper:439)
  by Russell Davidson & James G. MacKinnon
• Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:qed:wpaper:491)
  by James G. MacKinnon & Halbert White & Russell Davidson
• Inflation and the Savings Rate (RePEc:qed:wpaper:493)
  by Russell Davidson & James G. MacKinnon
• Convenient Specification Tests for Logit and Probit Models (RePEc:qed:wpaper:514)
  by Russell Davidson & James G. MacKinnon
• Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties (RePEc:qed:wpaper:537)
  by James G. MacKinnon & Halbert White
• Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors (RePEc:qed:wpaper:540)
  by Glenn M. MacDonald & James G. MacKinnon
• A Simplified Version of a Differencing Specification Test (RePEc:qed:wpaper:548)
  by Russell Davidson & James G. MacKinnon
• Implicit Alternatives and the Local Power of Test Statistics (RePEc:qed:wpaper:556)
  by Russell Davidson & James G. MacKinnon
• Model Specification Tests Against Non-Nested Alternatives (RePEc:qed:wpaper:573)
  by James G. MacKinnon
• Heteroskedasticity-Robust Tests in Regression Directions (RePEc:qed:wpaper:616)
  by Russell Davidson & James G. MacKinnon
• A Differencing Specification Test for Models with Serially Correlated Errors (RePEc:qed:wpaper:621)
  by Paul Boothe & James G. MacKinnon
• Testing the Specification of Econometric Models in Regression and Non-Regression Directions (RePEc:qed:wpaper:642)
  by Russell Davidson & James G. MacKinnon
• Are Price Equations Really Money Demand Equations on their Heads? (RePEc:qed:wpaper:646)
  by James G. MacKinnon & Ross D. Milbourne
• Testing for the Transformation of the Dependent Variable (RePEc:qed:wpaper:655)
  by James G. MacKinnon & Lonnie Magee
• Testing for Consistency using Artificial Regressions (RePEc:qed:wpaper:687)
  by Russell Davidson & James G. MacKinnon
• Double-Length Artificial Regressions (RePEc:qed:wpaper:691)
  by Russell Davidson & James G. MacKinnon
• Specification Tests Based on Artificial Regressions (RePEc:qed:wpaper:707)
  by Russell Davidson & James G. MacKinnon
• Heteroskedasticity-robust tests for structural change (RePEc:qed:wpaper:717)
  by James G. MacKinnon
• A New Form of the Information Matrix Test (RePEc:qed:wpaper:724)
  by Russell Davidson & James G. MacKinnon
• Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments (RePEc:qed:wpaper:781)
  by Russell Davidson & James G. Mackinnon
• Regression-Based Methods for Using Control Variates in Monte Carlo Experiments (RePEc:qed:wpaper:803)
  by Russell Davidson & James G. Mackinnon
• Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests (RePEc:qed:wpaper:861)
  by James G. MacKinnon
• Graphical Methods for Investigating the Size and Power of Hypothesis Tests (RePEc:qed:wpaper:903)
  by Russell Davidson & James G. MacKinnon
• Numerical Distribution Functions For Unit Root And Cointegration Tests (RePEc:qed:wpaper:918)
  by James G. MacKinnon
• Approximate Bias Correction In Econometrics (RePEc:qed:wpaper:919)
  by James G. MacKinnon & P. Smith
• The Size And Power Of Bootstrap Tests (RePEc:qed:wpaper:932)
  by James G. MacKinnon & Russell Davidson
• Artificial Regressions (RePEc:qed:wpaper:978)
  by James G. MacKinnon & Russell Davidson
• Improving The Reliability Of Bootstrap Tests (RePEc:qed:wpaper:995)
  by James G. MacKinnon & Russell Davidson
• Wild Cluster Bootstrap Confidence Intervals (RePEc:ris:actuec:0111)
  by MacKinnon , James G.
• Inference with Large Clustered Datasets (RePEc:ris:actuec:0157)
  by MacKinnon, James G.
• Wild cluster bootstrap confidence intervals (RePEc:ris:actuec:0237)
  by MacKinnon, James G.
• Disequilibrium Estimation of the Demand for Copper (RePEc:rje:bellje:v:11:y:1980:i:spring:p:197-211)
  by James G. MacKinnon & Nancy D. Olewiler
• Notes on the New Urban Economics (RePEc:rje:bellje:v:4:y:1973:i:autumn:p:593-601)
  by Edwin S. Mills & James MacKinnon
• Heteroskedasticity-Robust Tests for Structural Change (RePEc:spr:empeco:v:14:y:1989:i:2:p:77-92)
  by MacKinnon, J G
• Bootstrap tests: how many bootstraps? (RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68)
  by Russell Davidson & James MacKinnon
• Fast Double Bootstrap Tests Of Nonnested Linear Regression Models (RePEc:taf:emetrv:v:21:y:2002:i:4:p:419-429)
  by Russell Davidson & James MacKinnon
• Bootstrap Confidence Sets with Weak Instruments (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:651-675)
  by Russell Davidson & James G. MacKinnon
• Wild Bootstrap and Asymptotic Inference With Multiway Clustering (RePEc:taf:jnlbes:v:39:y:2021:i:2:p:505-519)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• A Specification Test for Models Estimated by GLS (RePEc:tpr:restat:v:68:y:1986:i:4:p:711-14)
  by Boothe, Paul & MacKinnon, James G
• Fast and wild: Bootstrap inference in Stata using boottest (RePEc:tsj:stataj:v:19:y:2019:i:1:p:4-60)
  by David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust (RePEc:tsj:stataj:v:23:y:2023:i:4:p:942-982)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Bootstrap inference in econometrics (RePEc:wly:canjec:v:35:y:2002:i:4:p:615-645)
  by James G. MacKinnon
• How cluster‐robust inference is changing applied econometrics (RePEc:wly:canjec:v:52:y:2019:i:3:p:851-881)
  by James G. MacKinnon
• Confidence sets based on inverting Anderson–Rubin tests (RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s39-s58)
  by Russell Davidson & James G. MacKinnon
• The wild bootstrap for few (treated) clusters (RePEc:wly:emjrnl:v:21:y:2018:i:2:p:114-135)
  by James G. MacKinnon & Matthew D. Webb
• The case against JIVE (RePEc:wly:japmet:v:21:y:2006:i:6:p:827-833)
  by Russell Davidson & James G. MacKinnon
• Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’ (RePEc:wly:japmet:v:21:y:2006:i:6:p:843-844)
  by Russell Davidson & James G. MacKinnon
• Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests (RePEc:wly:japmet:v:29:y:2014:i:1:p:161-171)
  by James G. MacKinnon & Morten Ørregaard Nielsen
• Wild Bootstrap Inference for Wildly Different Cluster Sizes (RePEc:wly:japmet:v:32:y:2017:i:2:p:233-254)
  by James G. MacKinnon & Matthew D. Webb
• Fast and reliable jackknife and bootstrap methods for cluster‐robust inference (RePEc:wly:japmet:v:38:y:2023:i:5:p:671-694)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
• Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration (RePEc:yca:wpaper:1996_07)
  by James G. MacKinnon & Alfred A. Haug & Leo Michelis