James MacKinnon

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Contact

Affiliations

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

Research profile

author of:

• Numerical distribution functions of fractional unit root and cointegration tests
  CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010)
  by James G. MacKinnon & Morten Ørregaard Nielsen
  (ReDIF-paper, aah:create:2010-59)
• Fast and Wild: Bootstrap Inference in Stata Using boottest
  CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2018)
  by James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb
  (ReDIF-paper, aah:create:2018-34)
• Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors
  CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2019)
  by Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen
  (ReDIF-paper, aah:create:2019-05)
• Wild Bootstrap and Asymptotic Inference with Multiway Clustering
  CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2020)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, aah:create:2020-06)
• Cluster-Robust Inference: A Guide to Empirical Practice
  CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2022)
  by James MacKinnon & Morten Ørregaard Nielsen
  (ReDIF-paper, aah:create:2022-08)
• Une nouvelle forme du test de la matrice d'information
  Annals of Economics and Statistics, GENES (1991)
  by Russell Davidson & James Mackinnon
  (ReDIF-article, adr:anecst:y:1991:i:20-21:p:171-192)
• Market and Shadow Land Rents with Congestion
  American Economic Review, American Economic Association (1978)
  by Arnott, Richard J & MacKinnon, James G
  (ReDIF-article, aea:aecrev:v:68:y:1978:i:4:p:588-600)
• Model Specification Tests and Artificial Regressions
  Journal of Economic Literature, American Economic Association (1992)
  by MacKinnon, James G
  (ReDIF-article, aea:jeclit:v:30:y:1992:i:1:p:102-46)
• The Size Distortion of Bootstrap Tests
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1996)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:273347)
• The Power of Bootstrap Tests
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1996)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:273372)
• Bootstrap Testing in Nonlinear Models
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1997)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:273378)
• Bootstrap Testing How Many Bootstraps
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1997)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:273385)
• Bootstrap Tests of Nonnested Linear Regression Models
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1997)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:273388)
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:275156)
• Model Specification Tests Based on Artificial Linear Regressions
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:275162)
• Some Non-Nested Hypothesis Tests and the Relations Among Them
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:275174)
• Testing for Consistency Using Artificial Regressions
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1987)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:275208)
• Double-Length Artificial Regressions
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1987)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-paper, ags:queddp:275209)
• Unknown item RePEc:ags:quedwp:273182 (paper)
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• Cluster-Robust Inference: A Guide to Empirical Practice
  Papers, arXiv.org (2022)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, arx:papers:2205.03285)
• Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust
  Papers, arXiv.org (2022)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, arx:papers:2205.03288)
• Testing for the appropriate level of clustering in linear regression models
  Papers, arXiv.org (2023)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, arx:papers:2301.04522)
• Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference
  Papers, arXiv.org (2023)
  by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, arx:papers:2301.04527)
• Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests
  Journal of Business & Economic Statistics, American Statistical Association (1994)
  by MacKinnon, James G
  (ReDIF-article, bes:jnlbes:v:12:y:1994:i:2:p:167-76)
• Wild Bootstrap Tests for IV Regression
  Journal of Business & Economic Statistics, American Statistical Association (2010)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, bes:jnlbes:v:28:i:1:y:2010:p:128-144)
• Bootstrap Methods in Econometrics
  The Economic Record, The Economic Society of Australia (2006)
  by JAMES G. MacKINNON
  (ReDIF-article, bla:ecorec:v:82:y:2006:i:s1:p:s2-s18)
• Graphical Methods for Investigating the Size and Power of Hypothesis Tests
  The Manchester School of Economic & Social Studies, University of Manchester (1998)
  by Davidson, Russell & MacKinnon, James G
  (ReDIF-article, bla:manch2:v:66:y:1998:i:1:p:1-26)
• Double Length Artificial Regressions
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1988)
  by Davidson, Russell & MacKinnon, James G
  (ReDIF-article, bla:obuest:v:50:y:1988:i:2:p:203-17)
• SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator
  Statistical Software Components, Boston College Department of Economics (2022)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-software, boc:bocode:s459072)
• The multiway cluster wild bootstrap
  Canadian Stata Users' Group Meetings 2017, Stata Users Group (2017)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, boc:csug17:06)
• Cluster–robust inference: A guide to empirical practice
  Economics Virtual Symposium 2021, Stata Users Group (2021)
  by Matthew D. Webb & James MacKinnon & Morten Nielsen
  (ReDIF-paper, boc:econ21:6)
• Randomization Inference for Difference-in-Differences with Few Treated Clusters
  Carleton Economic Papers, Carleton University, Department of Economics (2016)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, car:carecp:16-11)
• The Subcluster Wild Bootstrap for Few (Treated) Clusters
  Carleton Economic Papers, Carleton University, Department of Economics (2016)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, car:carecp:16-13)
• Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada
  Canadian Journal of Economics, Canadian Economics Association (1980)
  by Allan W. Gregory & James G. Mackinnon
  (ReDIF-article, cje:issued:v:13:y:1980:i:4:p:683-87)
• Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
  Canadian Journal of Economics, Canadian Economics Association (1985)
  by Glenn M. MacDonald & James G. MacKinnon
  (ReDIF-article, cje:issued:v:18:y:1985:i:1:p:106-16)
• The Interpretation of Test Statistics
  Canadian Journal of Economics, Canadian Economics Association (1985)
  by Russell W. Davidson & James G. MacKinnon
  (ReDIF-article, cje:issued:v:18:y:1985:i:1:p:38-57)
• Testing Linear and Loglinear Regressions against Box-Cox Alternatives
  Canadian Journal of Economics, Canadian Economics Association (1985)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-article, cje:issued:v:18:y:1985:i:3:p:499-517)
• Bootstrap inference in econometrics
  Canadian Journal of Economics, Canadian Economics Association (2002)
  by James G. MacKinnon
  (ReDIF-article, cje:issued:v:35:y:2002:i:4:p:615-645)
• How cluster-robust inference is changing applied econometrics
  Canadian Journal of Economics, Canadian Economics Association (2019)
  by James G. MacKinnon
  (ReDIF-article, cje:issued:v:52:y:2019:i:3:p:851-881)
• Approximate Bias Correction in Econometrics
  GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
  by James G. MacKinnon & Anthony A. Smith, Jr.
  (ReDIF-paper, cmu:gsiawp:91)
• The interpretation of test statistics
  LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1985)
  by Davidson, R. & Mackinnon, J.G.
  (ReDIF-paper, cor:louvco:1985001)
• Implicit alternatives and the local power of test statistics
  LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1985)
  by Davidson , R. & Mackinnon, J.G.
  (ReDIF-paper, cor:louvco:1985025)
• Heteroskedastcity-robust tests in regressions directions
  LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1985)
  by DAVIDSON, Russel & MACKINNON, James G.
  (ReDIF-paper, cor:louvrp:678)
• The Size Distortion Of Bootstrap Tests
  Econometric Theory, Cambridge University Press (1999)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, cup:etheor:v:15:y:1999:i:03:p:361-376_15)
• Testing for Consistency using Artificial Regressions
  Econometric Theory, Cambridge University Press (1989)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, cup:etheor:v:5:y:1989:i:03:p:363-384_01)
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
  Econometrica, Econometric Society (1978)
  by Beach, Charles M & MacKinnon, James G
  (ReDIF-article, ecm:emetrp:v:46:y:1978:i:1:p:51-58)
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
  Econometrica, Econometric Society (1981)
  by Davidson, Russell & MacKinnon, James G
  (ReDIF-article, ecm:emetrp:v:49:y:1981:i:3:p:781-93)
• Implicit Alternatives and the Local Power of Test Statistics
  Econometrica, Econometric Society (1987)
  by Davidson, Russell & MacKinnon, James G
  (ReDIF-article, ecm:emetrp:v:55:y:1987:i:6:p:1305-29)
• A New Form of the Information Matrix Test
  Econometrica, Econometric Society (1992)
  by Davidson, Russell & MacKinnon, James G
  (ReDIF-article, ecm:emetrp:v:60:y:1992:i:1:p:145-57)
• Distributions of Error Correction Tests for Cointegration
  Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
  by Neil R. Ericsson & James G. MacKinnon
  (ReDIF-paper, ecm:wc2000:0561)
• Moments of IV and JIVE estimators
  Econometrics Journal, Royal Economic Society (2007)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-article, ect:emjrnl:v:10:y:2007:i:3:p:541-553)
• Bootstrap inference in a linear equation estimated by instrumental variables
  Econometrics Journal, Royal Economic Society (2008)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-article, ect:emjrnl:v:11:y:2008:i:3:p:443-477)
• Distributions of error correction tests for cointegration
  Econometrics Journal, Royal Economic Society (2002)
  by Neil R. Ericsson & James G. MacKinnon
  (ReDIF-article, ect:emjrnl:v:5:y:2002:i:2:p:285-318)
• Inference via kernel smoothing of bootstrap P values
  Computational Statistics & Data Analysis, Elsevier (2007)
  by Racine, Jeffrey S. & MacKinnon, James G.
  (ReDIF-article, eee:csdana:v:51:y:2007:i:12:p:5949-5957)
• Improving the reliability of bootstrap tests with the fast double bootstrap
  Computational Statistics & Data Analysis, Elsevier (2007)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:csdana:v:51:y:2007:i:7:p:3259-3281)
• The fourth special issue on Computational Econometrics
  Computational Statistics & Data Analysis, Elsevier (2009)
  by Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K.
  (ReDIF-article, eee:csdana:v:53:y:2009:i:6:p:1923-1924)
• Small sample properties of alternative forms of the Lagrange Multiplier test
  Economics Letters, Elsevier (1983)
  by Davidson, Russel & MacKinnon, James G.
  (ReDIF-article, eee:ecolet:v:12:y:1983:i:3-4:p:269-275)
• Artificial regressions and C ([alpha]) tests
  Economics Letters, Elsevier (1991)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:ecolet:v:35:y:1991:i:2:p:149-153)
• Convenient singularities and maximum likelihood estimation
  Economics Letters, Elsevier (1979)
  by MacKinnon, James G.
  (ReDIF-article, eee:ecolet:v:3:y:1979:i:1:p:41-44)
• On a simple procedure for testing non-nested regression models
  Economics Letters, Elsevier (1980)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:ecolet:v:5:y:1980:i:1:p:45-48)
• Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables
  Economics Letters, Elsevier (1980)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:ecolet:v:6:y:1980:i:2:p:119-123)
• Efficient estimation of tail-area probabilities in sampling experiments
  Economics Letters, Elsevier (1981)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:ecolet:v:8:y:1981:i:1:p:73-77)
• Bootstrap J tests of nonnested linear regression models
  Journal of Econometrics, Elsevier (2002)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:econom:v:109:y:2002:i:1:p:167-193)
• The power of bootstrap and asymptotic tests
  Journal of Econometrics, Elsevier (2006)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:econom:v:133:y:2006:i:2:p:421-441)
• Asymptotic theory and wild bootstrap inference with clustered errors
  Journal of Econometrics, Elsevier (2019)
  by Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard
  (ReDIF-article, eee:econom:v:212:y:2019:i:2:p:393-412)
• Randomization inference for difference-in-differences with few treated clusters
  Journal of Econometrics, Elsevier (2020)
  by MacKinnon, James G. & Webb, Matthew D.
  (ReDIF-article, eee:econom:v:218:y:2020:i:2:p:435-450)
• Tests for model specification in the presence of alternative hypotheses : Some further results
  Journal of Econometrics, Elsevier (1983)
  by MacKinnon, James G. & White, Halbert & Davidson, Russell
  (ReDIF-article, eee:econom:v:21:y:1983:i:1:p:53-70)
• Cluster-robust inference: A guide to empirical practice
  Journal of Econometrics, Elsevier (2023)
  by MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D.
  (ReDIF-article, eee:econom:v:232:y:2023:i:2:p:272-299)
• Testing for the appropriate level of clustering in linear regression models
  Journal of Econometrics, Elsevier (2023)
  by MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D.
  (ReDIF-article, eee:econom:v:235:y:2023:i:2:p:2027-2056)
• Using large samples in econometrics
  Journal of Econometrics, Elsevier (2023)
  by MacKinnon, James G.
  (ReDIF-article, eee:econom:v:235:y:2023:i:2:p:922-926)
• Testing the specification of multivariate models in the presence of alternative hypotheses
  Journal of Econometrics, Elsevier (1983)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:econom:v:23:y:1983:i:3:p:301-313)
• Convenient specification tests for logit and probit models
  Journal of Econometrics, Elsevier (1984)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:econom:v:25:y:1984:i:3:p:241-262)
• Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
  Journal of Econometrics, Elsevier (1985)
  by MacKinnon, James G. & White, Halbert
  (ReDIF-article, eee:econom:v:29:y:1985:i:3:p:305-325)
• Regression-based methods for using control variates in Monte Carlo experiments
  Journal of Econometrics, Elsevier (1992)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-article, eee:econom:v:54:y:1992:i:1-3:p:203-222)
• Full maximum likelihood estimation of second- order autoregressive error models
  Journal of Econometrics, Elsevier (1978)
  by Beach, Charles M. & MacKinnon, James G.
  (ReDIF-article, eee:econom:v:7:y:1978:i:2:p:187-198)
• Approximate bias correction in econometrics
  Journal of Econometrics, Elsevier (1998)
  by MacKinnon, James G. & Smith Jr., Anthony A.
  (ReDIF-article, eee:econom:v:85:y:1998:i:2:p:205-230)
• Fast cluster bootstrap methods for linear regression models
  Econometrics and Statistics, Elsevier (2023)
  by MacKinnon, James G.
  (ReDIF-article, eee:ecosta:v:26:y:2023:i:c:p:52-71)
• Computing equilibria with increasing returns
  European Economic Review, Elsevier (1979)
  by MacKinnon, James G.
  (ReDIF-article, eee:eecrev:v:12:y:1979:i:1:p:1-16)
• European Monetary Union: a cointegration analysis
  Journal of International Money and Finance, Elsevier (2000)
  by Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo
  (ReDIF-article, eee:jimfin:v:19:y:2000:i:3:p:419-432)
• Urban general equilibrium models and simplicial search algorithms
  Journal of Urban Economics, Elsevier (1974)
  by MacKinnon, James
  (ReDIF-article, eee:juecon:v:1:y:1974:i:2:p:161-183)
• The effects of the property tax: A general equilibrium simulation
  Journal of Urban Economics, Elsevier (1977)
  by Arnott, Richard J. & MacKinnon, James G.
  (ReDIF-article, eee:juecon:v:4:y:1977:i:4:p:389-407)
• The welfare implications of spatial interdependence : An extension of Wheaton's "optimal distribution of income among cities"
  Journal of Urban Economics, Elsevier (1978)
  by Arnott, Richard J. & MacKinnon, James G. & Wheaton, William C.
  (ReDIF-article, eee:juecon:v:5:y:1978:i:1:p:131-136)
• Monetary anticipations and the demand for money
  Journal of Monetary Economics, Elsevier (1984)
  by MacKinnon, James G. & Milbourne, Ross D.
  (ReDIF-article, eee:moneco:v:13:y:1984:i:2:p:263-274)
• Computing optimal tax equilibria
  Journal of Public Economics, Elsevier (1979)
  by Harris, Richard G. & Mackinnon, James G.
  (ReDIF-article, eee:pubeco:v:11:y:1979:i:2:p:197-212)
• The effects of urban transportation changes : A general equilibrium simulation
  Journal of Public Economics, Elsevier (1977)
  by Arnott, Richard J. & MacKinnon, James G.
  (ReDIF-article, eee:pubeco:v:8:y:1977:i:1:p:19-36)
• An algorithm for the generalized transportation problem
  Regional Science and Urban Economics, Elsevier (1975)
  by MacKinnon, James G.
  (ReDIF-article, eee:regeco:v:5:y:1975:i:4:p:445-464)
• Measuring the costs of height restrictions with a general equilibrium model
  Regional Science and Urban Economics, Elsevier (1977)
  by Arnott, Richard J. & MacKinnon, James G.
  (ReDIF-article, eee:regeco:v:7:y:1977:i:4:p:359-375)
• Wild Bootstrap Randomization Inference for Few Treated Clusters
  Advances in Econometrics, Emerald Group Publishing Limited (2019)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-chapter, eme:aecozz:s0731-905320190000039003)
• Distributions of error correction tests for cointegration
  International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999)
  by Neil R. Ericsson & James G. MacKinnon
  (ReDIF-paper, fip:fedgif:655)
• The Size and Power of Bootstrap Tests
  G.R.E.Q.A.M., Universite Aix-Marseille III (1996)
  by Davidson, R. & Mackinnon, J.G.
  (ReDIF-paper, fth:aixmeq:96a03)
• Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
  G.R.E.Q.A.M., Universite Aix-Marseille III (1996)
  by Mackinnon, J.G. & Haug, A.A. & Michelis, L.
  (ReDIF-paper, fth:aixmeq:96a09)
• Approximate Bias Correction in Econometrics
  G.R.E.Q.A.M., Universite Aix-Marseille III (1996)
  by Mackinnon, J.G. & Smith, A.A.
  (ReDIF-paper, fth:aixmeq:96a14)
• The Size Distorsion of Bootstrap Tests
  G.R.E.Q.A.M., Universite Aix-Marseille III (1996)
  by Davidson, R. & Mackinnon, J.G.
  (ReDIF-paper, fth:aixmeq:96a15)
• Bootstrap Tests of Nonnested Linear Regression Models
  G.R.E.Q.A.M., Universite Aix-Marseille III (1995)
  by Davidson, R. & Mackinnon, J. G.
  (ReDIF-paper, fth:aixmeq:97a25)
• Bootstrap Testing in Nonlinear Models
  G.R.E.Q.A.M., Universite Aix-Marseille III (1997)
  by Davidson, R. & Mackinnon, J.G.
  (ReDIF-paper, fth:aixmeq:97a39)
• Artificial Regressions
  G.R.E.Q.A.M., Universite Aix-Marseille III (1999)
  by Davidson, R. & MacKinnon & J.G.
  (ReDIF-paper, fth:aixmeq:99a04)
• The Size and Power of Bootstrap Tests
  ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists) (1997)
  by Mackinnon, J-G
  (ReDIF-paper, fth:inecpu:153)
• Bootstrap Tests of Nonnested Linear Regression Models
  ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists) (1997)
  by Davidson, R. & Mackinnon, J.G.
  (ReDIF-paper, fth:inecpu:170)
• Bootstrap Tests for Overidentification in Linear Regression Models
  Econometrics, MDPI (2015)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-article, gam:jecnmx:v:3:y:2015:i:4:p:825-863:d:60287)
• Bootstrap Tests for Overidentification in Linear Regression Models
  Post-Print, HAL (2015)
  by Russell Davidson & James G. Mackinnon
  (ReDIF-paper, hal:journl:hal-01456100)
• Confidence Sets Based on Inverting Anderson-Rubin Tests
  Post-Print, HAL (2014)
  by Russell Davidson & James G. Mackinnon
  (ReDIF-paper, hal:journl:hal-01463107)
• Bootstrap Confidence Sets with Weak Instruments
  Post-Print, HAL (2014)
  by Russell Davidson & James G. Mackinnon
  (ReDIF-paper, hal:journl:hal-01463109)
• Improving the reliability of bootstrap tests with the fast double bootstrap
  Working Papers, HAL (2006)
  by Russell Davidson & James Mackinnon
  (ReDIF-paper, hal:wpaper:halshs-00439247)
• Moments of IV and JIVE estimators
  Working Papers, HAL (2009)
  by Russell Davidson & James Mackinnon
  (ReDIF-paper, hal:wpaper:halshs-00442692)
• Bootstrap inference in a linear equation estimated by instrumental variables
  Working Papers, HAL (2009)
  by Russell Davidson & James Mackinnon
  (ReDIF-paper, hal:wpaper:halshs-00442713)
• Wild bootstrap tests for IV regression
  Working Papers, HAL (2009)
  by Russell Davidson & James Mackinnon
  (ReDIF-paper, hal:wpaper:halshs-00443550)
• 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 (1979)
  by Beach, Charles M & MacKinnon, James G
  (ReDIF-article, ier:iecrev:v:20:y:1979:i:2:p:459-64)
• 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 (1984)
  by Davidson, Russell & MacKinnon, James G
  (ReDIF-article, ier:iecrev:v:25:y:1984:i:2:p:485-502)
• 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 (1985)
  by Davidson, Russell & Godfrey, Leslie & MacKinnon, James G
  (ReDIF-article, ier:iecrev:v:26:y:1985:i:3:p:639-47)
• 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 (1990)
  by MacKinnon, James G & Magee, Lonnie
  (ReDIF-article, ier:iecrev:v:31:y:1990:i:2:p:315-39)
• Bootstrap Testing in Nonlinear Models
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1999)
  by Davidson, Russell & MacKinnon, James G
  (ReDIF-article, ier:iecrev:v:40:y:1999:i:2:p:487-508)
• Numerical Distribution Functions for Unit Root and Cointegration Tests
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1996)
  by MacKinnon, James G
  (ReDIF-article, jae:japmet:v:11:y:1996:i:6:p:601-18)
• The Linux Operating System: Debian GNU/Linux
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999)
  by MacKinnon, James G
  (ReDIF-article, jae:japmet:v:14:y:1999:i:4:p:443-52)
• Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999)
  by MacKinnon, James G & Haug, Alfred A & Michelis, Leo
  (ReDIF-article, jae:japmet:v:14:y:1999:i:5:p:563-77)
• The case against JIVE
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-article, jae:japmet:v:21:y:2006:i:6:p:827-833)
• Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-article, jae:japmet:v:21:y:2006:i:6:p:843-844)
• Are Price Equations Really Money Demand Equations on Their Heads?
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1988)
  by Mackinnon, James G & Milbourne, Ross D
  (ReDIF-article, jae:japmet:v:3:y:1988:i:4:p:295-305)
• The Case Against Jive
  Departmental Working Papers, McGill University, Department of Economics (2006)
  by Russell Davidson & James MacKinnon
  (ReDIF-paper, mcl:mclwop:2004-02)
• Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables
  Departmental Working Papers, McGill University, Department of Economics (2006)
  by Russell Davidson & James MacKinnon
  (ReDIF-paper, mcl:mclwop:2006-21)
• Moments Of Iv And Jive Estimators
  Departmental Working Papers, McGill University, Department of Economics (2006)
  by Russell Davidson & James MacKinnon
  (ReDIF-paper, mcl:mclwop:2006-22)
• Wild Bootstrap Tests For Iv Regression
  Departmental Working Papers, McGill University, Department of Economics (2007)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, mcl:mclwop:2007-14)
• Some Non-Nested Hypothesis Tests and the Relations Among Them
  Review of Economic Studies, Oxford University Press (1982)
  by Russell Davidson & James G. Mackinnon
  (ReDIF-article, oup:restud:v:49:y:1982:i:4:p:551-565.)
• Estimation and Inference in Econometrics
  OUP Catalogue, Oxford University Press (1993)
  by Davidson, Russell & MacKinnon, James G.
  (ReDIF-book, oxp:obooks:9780195060119)
• Applications Of The Fast Double Bootstrap
  Working Paper, Economics Department, Queen's University (2006)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1023)
• Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables
  Working Paper, Economics Department, Queen's University (2006)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1024)
• Simulation-based Tests That Can Use Any Number Of Simulations
  Working Paper, Economics Department, Queen's University (2004)
  by James G. MacKinnon & Jeff Racine
  (ReDIF-paper, qed:wpaper:1027)
• Bootstrap Methods In Econometrics
  Working Paper, Economics Department, Queen's University (2006)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1028)
• The Case Against Jive
  Working Paper, Economics Department, Queen's University (2004)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1031)
• The Power Of Bootstrap And Asymptotic Tests
  Working Paper, Economics Department, Queen's University (2004)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1035)
• Bootstrap Tests: How Many Bootstraps?
  Working Paper, Economics Department, Queen's University (2001)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1036)
• Computing Numerical Distribution Functions In Econometrics
  Working Paper, Economics Department, Queen's University (2001)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1037)
• Artificial Regressions
  Working Paper, Economics Department, Queen's University (2001)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1038)
• Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap
  Working Paper, Economics Department, Queen's University (2006)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1044)
• Inference Via Kernel Smoothing Of Bootstrap P Values
  Working Paper, Economics Department, Queen's University (2006)
  by James G. MacKinnon & Jeff Racine
  (ReDIF-paper, qed:wpaper:1054)
• Moments Of Iv And Jive Estimators
  Working Paper, Economics Department, Queen's University (2006)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1085)
• Bootstrap Hypothesis Testing
  Working Paper, Economics Department, Queen's University (2007)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1127)
• Wild Bootstrap Tests For Iv Regression
  Working Paper, Economics Department, Queen's University (2007)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1135)
• Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables
  Working Paper, Economics Department, Queen's University (2008)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1157)
• Critical Values For Cointegration Tests
  Working Paper, Economics Department, Queen's University (2010)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1227)
• Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests
  Working Paper, Economics Department, Queen's University (2010)
  by James G. MacKinnon & Morten Ø. Nielsen
  (ReDIF-paper, qed:wpaper:1240)
• Confidence Sets Based On Inverting Anderson-rubin Tests
  Working Paper, Economics Department, Queen's University (2011)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1257)
• Thirty Years Of Heteroskedasticity-robust Inference
  Working Paper, Economics Department, Queen's University (2012)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1268)
• Bootstrap Confidence Sets With Weak Instruments
  Working Paper, Economics Department, Queen's University (2012)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1278)
• Wild Bootstrap Inference For Wildly Different Cluster Sizes
  Working Paper, Economics Department, Queen's University (2015)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1314)
• Bootstrap Tests For Overidentification In Linear Regression Models
  Working Paper, Economics Department, Queen's University (2014)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:1318)
• Wild Cluster Bootstrap Confidence Intervals
  Working Paper, Economics Department, Queen's University (2014)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1329)
• Randomization Inference For Difference-in-differences With Few Treated Clusters
  Working Paper, Economics Department, Queen's University (2019)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1355)
• The Wild Bootstrap For Few (treated) Clusters
  Working Paper, Economics Department, Queen's University (2017)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1364)
• Inference With Large Clustered Datasets
  Working Paper, Economics Department, Queen's University (2016)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1365)
• Validity Of Wild Bootstrap Inference With Clustered Errors
  Working Paper, Economics Department, Queen's University (2017)
  by Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen
  (ReDIF-paper, qed:wpaper:1383)
• Bootstrap And Asymptotic Inference With Multiway Clustering
  Working Paper, Economics Department, Queen's University (2017)
  by James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen
  (ReDIF-paper, qed:wpaper:1386)
• Pitfalls When Estimating Treatment Effects Using Clustered Data
  Working Paper, Economics Department, Queen's University (2017)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1387)
• Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors
  Working Paper, Economics Department, Queen's University (2018)
  by Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen
  (ReDIF-paper, qed:wpaper:1399)
• Wild Bootstrap Randomization Inference For Few Treated Clusters
  Working Paper, Economics Department, Queen's University (2018)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1404)
• Fast And Wild: Bootstrap Inference In Stata Using Boottest
  Working Paper, Economics Department, Queen's University (2018)
  by David Roodman & James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen
  (ReDIF-paper, qed:wpaper:1406)
• How cluster-robust inference is changing applied econometrics
  Working Paper, Economics Department, Queen's University (2019)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1413)
• Wild Bootstrap and Asymptotic Inference with Multiway Clustering
  Working Paper, Economics Department, Queen's University (2019)
  by James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1415)
• When and How to Deal with Clustered Errors in Regression Models
  Working Paper, Economics Department, Queen's University (2020)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1421)
• Testing for the appropriate level of clustering in linear regression models
  Working Paper, Economics Department, Queen's University (2022)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1428)
• Cluster-Robust Inference: A Guide to Empirical Practice
  Working Paper, Economics Department, Queen's University (2022)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1456)
• Fast cluster bootstrap methods for linear regression models
  Working Paper, Economics Department, Queen's University (2021)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1465)
• Using Large Samples in Econometrics
  Working Paper, Economics Department, Queen's University (2022)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:1482)
• Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust
  Working Paper, Economics Department, Queen's University (2022)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1483)
• Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference
  Working Paper, Economics Department, Queen's University (2022)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-paper, qed:wpaper:1485)
• An Algorithm for the Generalized Transportation Problem
  Working Paper, Economics Department, Queen's University (1975)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:184)
• A Technique for the Solution of Spatial Equilibrium Models
  Working Paper, Economics Department, Queen's University (1975)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:199)
• General Equilibrium with Taxes
  Working Paper, Economics Department, Queen's University (1976)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:200)
• The Effects of the Property Tax: A General Equilibrium Simulation
  Working Paper, Economics Department, Queen's University (1976)
  by Richard Arnott & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:205)
• Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances
  Working Paper, Economics Department, Queen's University (1976)
  by Charles M. Beach & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:211)
• The Existence and Computation of Equilibria with Increasing Returns and Externalities
  Working Paper, Economics Department, Queen's University (1976)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:217)
• The Effects of Urban Transportation Changes: A General Equilibrium Simulation
  Working Paper, Economics Department, Queen's University (1976)
  by Richard Arnott & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:236)
• Measuring the Costs of Height Restrictions with a General Equilibrium Model
  Working Paper, Economics Department, Queen's University (1976)
  by Richard Arnott & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:242)
• Market and Shadow Land Rents with Congestion
  Working Paper, Economics Department, Queen's University (1976)
  by Richard Arnott & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:250)
• Seasonality in Regression: An Application of Smoothness Priors
  Working Paper, Economics Department, Queen's University (1977)
  by Mark Gersovitz & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:257)
• Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models
  Working Paper, Economics Department, Queen's University (1977)
  by Charles M. Beach & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:259)
• A Simple Technique for Computing Optimal Tax Equilibria
  Working Paper, Economics Department, Queen's University (1977)
  by Richard Harris & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:270)
• Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
  Working Paper, Economics Department, Queen's University (1977)
  by Charles M. Beach & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:276)
• Modelling a Market Which is Sometimes in Disequilibrium
  Working Paper, Economics Department, Queen's University (1978)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:287)
• On the Role of Jacobian Terms in Maximum Likelihood Estimation
  Working Paper, Economics Department, Queen's University (1978)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:304)
• Disequilibrium Estimation of the Demand for Copper
  Working Paper, Economics Department, Queen's University (1978)
  by James G. MacKinnon & Nancy D. Olewiler
  (ReDIF-paper, qed:wpaper:315)
• Inflation and the Saving Rate
  Working Paper, Economics Department, Queen's University (1979)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:351)
• Relations Among Some Non-Nested Hypothesis Tests
  Working Paper, Economics Department, Queen's University (1980)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:369)
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
  Working Paper, Economics Department, Queen's University (1980)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:378)
• Model Specification Tests Based on Artificial Linear Regressions
  Working Paper, Economics Department, Queen's University (1980)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:390)
• Some Non-Nested Hypothesis Tests and the Relations Among Them
  Working Paper, Economics Department, Queen's University (1980)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:409)
• Model Specification Tests Based on Artificial Linear Regressions
  Working Paper, Economics Department, Queen's University (1981)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:426)
• Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
  Working Paper, Economics Department, Queen's University (1981)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:430)
• Monetary Anticipations and the Demand for Money
  Working Paper, Economics Department, Queen's University (1981)
  by James G. MacKinnon & Ross D. Milbourne
  (ReDIF-paper, qed:wpaper:435)
• Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test
  Working Paper, Economics Department, Queen's University (1981)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:439)
• Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
  Working Paper, Economics Department, Queen's University (1982)
  by James G. MacKinnon & Halbert White & Russell Davidson
  (ReDIF-paper, qed:wpaper:491)
• Inflation and the Savings Rate
  Working Paper, Economics Department, Queen's University (1982)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:493)
• Convenient Specification Tests for Logit and Probit Models
  Working Paper, Economics Department, Queen's University (1982)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:514)
• Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
  Working Paper, Economics Department, Queen's University (1983)
  by James G. MacKinnon & Halbert White
  (ReDIF-paper, qed:wpaper:537)
• Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
  Working Paper, Economics Department, Queen's University (1983)
  by Glenn M. MacDonald & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:540)
• A Simplified Version of a Differencing Specification Test
  Working Paper, Economics Department, Queen's University (1984)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:548)
• Implicit Alternatives and the Local Power of Test Statistics
  Working Paper, Economics Department, Queen's University (1984)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:556)
• Model Specification Tests Against Non-Nested Alternatives
  Working Paper, Economics Department, Queen's University (1983)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:573)
• Heteroskedasticity-Robust Tests in Regression Directions
  Working Paper, Economics Department, Queen's University (1985)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:616)
• A Differencing Specification Test for Models with Serially Correlated Errors
  Working Paper, Economics Department, Queen's University (1985)
  by Paul Boothe & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:621)
• Testing the Specification of Econometric Models in Regression and Non-Regression Directions
  Working Paper, Economics Department, Queen's University (1986)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:642)
• Are Price Equations Really Money Demand Equations on their Heads?
  Working Paper, Economics Department, Queen's University (1986)
  by James G. MacKinnon & Ross D. Milbourne
  (ReDIF-paper, qed:wpaper:646)
• Testing for the Transformation of the Dependent Variable
  Working Paper, Economics Department, Queen's University (1986)
  by James G. MacKinnon & Lonnie Magee
  (ReDIF-paper, qed:wpaper:655)
• Testing for Consistency using Artificial Regressions
  Working Paper, Economics Department, Queen's University (1987)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:687)
• Double-Length Artificial Regressions
  Working Paper, Economics Department, Queen's University (1987)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:691)
• Specification Tests Based on Artificial Regressions
  Working Paper, Economics Department, Queen's University (1988)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:707)
• Heteroskedasticity-robust tests for structural change
  Working Paper, Economics Department, Queen's University (1988)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:717)
• A New Form of the Information Matrix Test
  Working Paper, Economics Department, Queen's University (1988)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:724)
• Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
  Working Paper, Economics Department, Queen's University (1990)
  by Russell Davidson & James G. Mackinnon
  (ReDIF-paper, qed:wpaper:781)
• Regression-Based Methods for Using Control Variates in Monte Carlo Experiments
  Working Paper, Economics Department, Queen's University (1991)
  by Russell Davidson & James G. Mackinnon
  (ReDIF-paper, qed:wpaper:803)
• Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests
  Working Paper, Economics Department, Queen's University (1992)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:861)
• Graphical Methods for Investigating the Size and Power of Hypothesis Tests
  Working Paper, Economics Department, Queen's University (1994)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-paper, qed:wpaper:903)
• Numerical Distribution Functions For Unit Root And Cointegration Tests
  Working Paper, Economics Department, Queen's University (1995)
  by James G. MacKinnon
  (ReDIF-paper, qed:wpaper:918)
• Approximate Bias Correction In Econometrics
  Working Paper, Economics Department, Queen's University (1995)
  by James G. MacKinnon & P. Smith
  (ReDIF-paper, qed:wpaper:919)
• The Size And Power Of Bootstrap Tests
  Working Paper, Economics Department, Queen's University (1996)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:932)
• Artificial Regressions
  Working Paper, Economics Department, Queen's University (1999)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:978)
• Improving The Reliability Of Bootstrap Tests
  Working Paper, Economics Department, Queen's University (2000)
  by James G. MacKinnon & Russell Davidson
  (ReDIF-paper, qed:wpaper:995)
• Wild Cluster Bootstrap Confidence Intervals
  L'Actualité Economique, Société Canadienne de Science Economique (2015)
  by MacKinnon , James G.
  (ReDIF-article, ris:actuec:0111)
• Inference with Large Clustered Datasets
  L'Actualité Economique, Société Canadienne de Science Economique (2016)
  by MacKinnon, James G.
  (ReDIF-article, ris:actuec:0157)
• Wild cluster bootstrap confidence intervals
  L'Actualité Economique, Société Canadienne de Science Economique (2020)
  by MacKinnon, James G.
  (ReDIF-article, ris:actuec:0237)
• Disequilibrium Estimation of the Demand for Copper
  Bell Journal of Economics, The RAND Corporation (1980)
  by James G. MacKinnon & Nancy D. Olewiler
  (ReDIF-article, rje:bellje:v:11:y:1980:i:spring:p:197-211)
• Notes on the New Urban Economics
  Bell Journal of Economics, The RAND Corporation (1973)
  by Edwin S. Mills & James MacKinnon
  (ReDIF-article, rje:bellje:v:4:y:1973:i:autumn:p:593-601)
• Heteroskedasticity-Robust Tests for Structural Change
  Empirical Economics, Springer (1989)
  by MacKinnon, J G
  (ReDIF-article, spr:empeco:v:14:y:1989:i:2:p:77-92)
• Bootstrap tests: how many bootstraps?
  Econometric Reviews, Taylor & Francis Journals (2000)
  by Russell Davidson & James MacKinnon
  (ReDIF-article, taf:emetrv:v:19:y:2000:i:1:p:55-68)
• Fast Double Bootstrap Tests Of Nonnested Linear Regression Models
  Econometric Reviews, Taylor & Francis Journals (2002)
  by Russell Davidson & James MacKinnon
  (ReDIF-article, taf:emetrv:v:21:y:2002:i:4:p:419-429)
• Bootstrap Confidence Sets with Weak Instruments
  Econometric Reviews, Taylor & Francis Journals (2014)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-article, taf:emetrv:v:33:y:2014:i:5-6:p:651-675)
• Wild Bootstrap and Asymptotic Inference With Multiway Clustering
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2021)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-article, taf:jnlbes:v:39:y:2021:i:2:p:505-519)
• A Specification Test for Models Estimated by GLS
  The Review of Economics and Statistics, MIT Press (1986)
  by Boothe, Paul & MacKinnon, James G
  (ReDIF-article, tpr:restat:v:68:y:1986:i:4:p:711-14)
• Fast and wild: Bootstrap inference in Stata using boottest
  Stata Journal, StataCorp LP (2019)
  by David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-article, tsj:stataj:v:19:y:2019:i:1:p:4-60)
• Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust
  Stata Journal, StataCorp LP (2023)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-article, tsj:stataj:v:23:y:2023:i:4:p:942-982)
• Bootstrap inference in econometrics
  Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2002)
  by James G. MacKinnon
  (ReDIF-article, wly:canjec:v:35:y:2002:i:4:p:615-645)
• How cluster‐robust inference is changing applied econometrics
  Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2019)
  by James G. MacKinnon
  (ReDIF-article, wly:canjec:v:52:y:2019:i:3:p:851-881)
• Confidence sets based on inverting Anderson–Rubin tests
  Econometrics Journal, Royal Economic Society (2014)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-article, wly:emjrnl:v:17:y:2014:i:2:p:s39-s58)
• The wild bootstrap for few (treated) clusters
  Econometrics Journal, Royal Economic Society (2018)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-article, wly:emjrnl:v:21:y:2018:i:2:p:114-135)
• The case against JIVE
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-article, wly:japmet:v:21:y:2006:i:6:p:827-833)
• Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006)
  by Russell Davidson & James G. MacKinnon
  (ReDIF-article, wly:japmet:v:21:y:2006:i:6:p:843-844)
• Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014)
  by James G. MacKinnon & Morten Ørregaard Nielsen
  (ReDIF-article, wly:japmet:v:29:y:2014:i:1:p:161-171)
• Wild Bootstrap Inference for Wildly Different Cluster Sizes
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017)
  by James G. MacKinnon & Matthew D. Webb
  (ReDIF-article, wly:japmet:v:32:y:2017:i:2:p:233-254)
• Fast and reliable jackknife and bootstrap methods for cluster‐robust inference
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023)
  by James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb
  (ReDIF-article, wly:japmet:v:38:y:2023:i:5:p:671-694)
• Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
  Working Papers, York University, Department of Economics (1996)
  by James G. MacKinnon & Alfred A. Haug & Leo Michelis
  (ReDIF-paper, yca:wpaper:1996_07)