James G. MacKinnon

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Russell DavidsonProfessor of Economics, McGill UniversityE-mailová adresa ověřena na: mcgill.ca
Matthew WebbAssociate Professor, Carleton UniversityE-mailová adresa ověřena na: carleton.ca
Morten Ørregaard NielsenDNRF Chair and Professor of Economics, Aarhus UniversityE-mailová adresa ověřena na: econ.au.dk
Alfred A. HaugUniversity of OtagoE-mailová adresa ověřena na: otago.ac.nz
Leo MichelisRyerson UniversityE-mailová adresa ověřena na: ryerson.ca
David RoodmanOpen PhilanthropyE-mailová adresa ověřena na: openphilanthropy.org
Richard ArnottDistinguished Professor of Economics, University of California, RiversideE-mailová adresa ověřena na: ucr.edu
Neil R EricssonDivision of International Finance, Federal Reserve BoardE-mailová adresa ověřena na: frb.gov
Lonnie MageeProfessor of Economics, McMaster UniversityE-mailová adresa ověřena na: mcmaster.ca
Anthony SmithProfessor of Economics, Yale UniversityE-mailová adresa ověřena na: yale.edu
Antoine A. DjogbenouYork UniversityE-mailová adresa ověřena na: yorku.ca
Jeffrey S. RacineProfessor Economics, Professor Graduate Program in Statistics, McMaster UniversityE-mailová adresa ověřena na: mcmaster.ca
Mark GersovitzProfessor of Economics, The Johns Hopkins UniversityE-mailová adresa ověřena na: jhu.edu
Richard G. HarrisProfessor of Economics, Simon Fraser UniversityE-mailová adresa ověřena na: sfu.ca
Allan W. GregoryQueen's UniversityE-mailová adresa ověřena na: econ.queensu.ca
william c wheatonMITE-mailová adresa ověřena na: mit.edu
Glenn MacDonaldOlin Business school, Washington University in St. LouisE-mailová adresa ověřena na: wustl.edu
Tammy SchirleWilfrid Laurier UniversityE-mailová adresa ověřena na: wlu.ca

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James G. MacKinnon

Sir Edward Peacock Professor of Econometrics, Queen's University

E-mailová adresa ověřena na: econ.queensu.ca - Domovská stránka

Econometrics


Název Seřadit podle citací Seřadit podle roku Seřadit podle názvu	Citace Citace	Rok
Estimation and inference in econometrics R Davidson, JG MacKinnon OUP Catalogue, 1993	10291	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	7826*	1991
Numerical distribution functions for unit root and cointegration tests JG MacKinnon Journal of applied econometrics 11 (6), 601-618, 1996	4614	1996
Econometric theory and methods R Davidson Oxford university press, 2004	3407	2004
Numerical Distributions of Likelihood Ratio Tests of Cointegration JG MacKinnon, AA Haug, L Michelis Journal of Applied Econometrics 14 (563), n577, 1999	3036*	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	2595	1981
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties JG MacKinnon, H White Journal of Econometrics 29 (3), 305-325, 1985	2140	1985
Fast and wild: Bootstrap inference in Stata using boottest D Roodman, MØ Nielsen, JG MacKinnon, MD Webb The Stata Journal 19 (1), 4-60, 2019	965	2019
A maximum likelihood procedure for regression with autocorrelated errors CM Beach, JG MacKinnon Econometrica: journal of the Econometric Society, 51-58, 1978	750	1978
Approximate asymptotic distribution functions for unit-root and cointegration tests JG MacKinnon Journal of Business & Economic Statistics, 167-176, 1994	627	1994
Bootstrap tests: How many bootstraps? R Davidson, JG MacKinnon Econometric Reviews 19 (1), 55-68, 2000	558	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	519	1983
Distributions of error correction tests for cointegration NR Ericsson, JG MacKinnon The Econometrics Journal 5 (2), 285-318, 2002	494	2002
Wild bootstrap inference for wildly different cluster sizes JG MacKinnon, MD Webb Journal of Applied Econometrics 32 (2), 233-254, 2017	486	2017
Convenient specification tests for logit and probit models R Davidson, JG MacKinnon Journal of Econometrics 25 (3), 241-262, 1984	441	1984
Bootstrap inference in econometrics JG MacKinnon Canadian Journal of Economics/Revue canadienne d'économique 35 (4), 615-645, 2002	438	2002
Transforming the dependent variable in regression models JG MacKinnon, L Magee International Economic Review, 315-339, 1990	406	1990
Graphical methods for investigating the size and power of hypothesis tests R Davidson, JG MacKinnon The Manchester School 66 (1), 1-26, 1998	388	1998
Bootstrap methods in econometrics JG MacKinnon Economic Record 82, S2-S18, 2006	350	2006
The size distortion of bootstrap tests R Davidson, JG MacKinnon Econometric Theory 15 (3), 361-376, 1999	297	1999

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