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 NielsenDNRF Chair and Professor of Economics, Aarhus UniversityVerified email at econ.au.dk
Alfred HaugUniversity of OtagoVerified email at otago.ac.nz
Leo MichelisRyerson UniversityVerified email at ryerson.ca
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
David RoodmanOpen PhilanthropyVerified email at openphilanthropy.org
Lonnie MageeProfessor of Economics, McMaster UniversityVerified email at mcmaster.ca
Anthony SmithProfessor of Economics, Yale UniversityVerified email at yale.edu
Jeffrey S. RacineProfessor Economics, Professor Graduate Program in Statistics, McMaster UniversityVerified email at mcmaster.ca
Antoine A. DjogbenouYork UniversityVerified email at yorku.ca
Richard G. HarrisProfessor of Economics, Simon Fraser UniversityVerified email at sfu.ca
Mark GersovitzProfessor of Economics, The Johns Hopkins UniversityVerified email at jhu.edu
Allan W. GregoryQueen's UniversityVerified email at econ.queensu.ca
william c wheatonMITVerified email at mit.edu
Glenn MacDonaldOlin Business school, Washington University in St. LouisVerified email at wustl.edu

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	9663	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	7402*	1991
Numerical distribution functions for unit root and cointegration tests JG MacKinnon Journal of applied econometrics 11 (6), 601-618, 1996	4194	1996
Econometric theory and methods R Davidson, JG MacKinnon Oxford University Press 5, 189-196, 2004	3125	2004
Numerical Distributions of Likelihood Ratio Tests of Cointegration JG MacKinnon, AA Haug, L Michelis Journal of Applied Econometrics 14 (563), n577, 1999	2828*	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	2506	1981
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties JG MacKinnon, H White Journal of Econometrics 29 (3), 305-325, 1985	1833	1985
A maximum likelihood procedure for regression with autocorrelated errors CM Beach, JG MacKinnon Econometrica: journal of the Econometric Society, 51-58, 1978	721	1978
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	641	2019
Approximate asymptotic distribution functions for unit-root and cointegration tests JG MacKinnon Journal of Business & Economic Statistics, 167-176, 1994	554	1994
Bootstrap tests: How many bootstraps? R Davidson, JG MacKinnon Econometric Reviews 19 (1), 55-68, 2000	511	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	506	1983
Distributions of error correction tests for cointegration NR Ericsson, JG MacKinnon The Econometrics Journal 5 (2), 285-318, 2002	469	2002
Bootstrap inference in econometrics JG MacKinnon Canadian Journal of Economics/Revue canadienne d'économique 35 (4), 615-645, 2002	420	2002
Wild bootstrap inference for wildly different cluster sizes JG MacKinnon, MD Webb Journal of Applied Econometrics 32 (2), 233-254, 2017	412	2017
Convenient specification tests for logit and probit models R Davidson, JG MacKinnon Journal of Econometrics 25 (3), 241-262, 1984	412	1984
Graphical methods for investigating the size and power of hypothesis tests R Davidson, JG MacKinnon The Manchester School 66 (1), 1-26, 1998	382	1998
Transforming the dependent variable in regression models JG MacKinnon, L Magee International Economic Review, 315-339, 1990	352	1990
Bootstrap methods in econometrics JG MacKinnon Economic Record 82, S2-S18, 2006	302	2006
Testing for consistency using artificial regressions R Davidson, JG MacKinnon Econometric theory 5 (3), 363-384, 1989	290	1989

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