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James G. MacKinnon
James G. MacKinnon
Sir Edward Peacock Professor of Econometrics, Queen's University
Verified email at econ.queensu.ca - Homepage
Title
Cited by
Cited by
Year
Estimation and inference in econometrics
R Davidson, JG MacKinnon
OUP Catalogue, 1993
95431993
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
7319*1991
Numerical distribution functions for unit root and cointegration tests
JG MacKinnon
Journal of applied econometrics 11 (6), 601-618, 1996
41281996
Econometric theory and methods
R Davidson, JG MacKinnon
Oxford University Press 5, 189-196, 2004
30882004
Numerical Distributions of Likelihood Ratio Tests of Cointegration
JG MacKinnon, AA Haug, L Michelis
Journal of Applied Econometrics 14 (563), n577, 1999
2778*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
24801981
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
JG MacKinnon, H White
Journal of Econometrics 29 (3), 305-325, 1985
17851985
A maximum likelihood procedure for regression with autocorrelated errors
CM Beach, JG MacKinnon
Econometrica: journal of the Econometric Society, 51-58, 1978
7031978
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
6092019
Approximate asymptotic distribution functions for unit-root and cointegration tests
JG MacKinnon
Journal of Business & Economic Statistics, 167-176, 1994
5371994
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
5041983
Bootstrap tests: How many bootstraps?
R Davidson, JG MacKinnon
Econometric Reviews 19 (1), 55-68, 2000
4982000
Distributions of error correction tests for cointegration
NR Ericsson, JG MacKinnon
The Econometrics Journal 5 (2), 285-318, 2002
4672002
Bootstrap inference in econometrics
JG MacKinnon
Canadian Journal of Economics/Revue canadienne d'économique 35 (4), 615-645, 2002
4162002
Wild bootstrap inference for wildly different cluster sizes
JG MacKinnon, MD Webb
Journal of Applied Econometrics 32 (2), 233-254, 2017
4032017
Convenient specification tests for logit and probit models
R Davidson, JG MacKinnon
Journal of Econometrics 25 (3), 241-262, 1984
4021984
Graphical methods for investigating the size and power of hypothesis tests
R Davidson, JG MacKinnon
The Manchester School 66 (1), 1-26, 1998
3821998
Transforming the dependent variable in regression models
JG MacKinnon, L Magee
International Economic Review, 315-339, 1990
3391990
Testing for consistency using artificial regressions
R Davidson, JG MacKinnon
Econometric theory 5 (3), 363-384, 1989
2901989
Bootstrap methods in econometrics
JG MacKinnon
Economic Record 82, S2-S18, 2006
2872006
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