MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew D. Testing for the appropriate level of clustering in linear regression models. (English) Zbl 07704525 J. Econom. 235, No. 2, 2027-2056 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. G. MacKinnon} et al., J. Econom. 235, No. 2, 2027--2056 (2023; Zbl 07704525) Full Text: DOI arXiv
MacKinnon, James G. Using large samples in econometrics. (English) Zbl 07704478 J. Econom. 235, No. 2, 922-926 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. G. MacKinnon}, J. Econom. 235, No. 2, 922--926 (2023; Zbl 07704478) Full Text: DOI
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew D. Cluster-robust inference: a guide to empirical practice. (English) Zbl 07648714 J. Econom. 232, No. 2, 272-299 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. G. MacKinnon} et al., J. Econom. 232, No. 2, 272--299 (2023; Zbl 07648714) Full Text: DOI arXiv
MacKinnon, James G.; Webb, Matthew D. Randomization inference for difference-in-differences with few treated clusters. (English) Zbl 1464.62226 J. Econom. 218, No. 2, 435-450 (2020). MSC: 62F03 62H30 62P20 PDFBibTeX XMLCite \textit{J. G. MacKinnon} and \textit{M. D. Webb}, J. Econom. 218, No. 2, 435--450 (2020; Zbl 1464.62226) Full Text: DOI Link
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, Morten Ørregaard Asymptotic theory and wild bootstrap inference with clustered errors. (English) Zbl 1452.62902 J. Econom. 212, No. 2, 393-412 (2019). MSC: 62P20 62J05 62G09 62H12 62E20 PDFBibTeX XMLCite \textit{A. A. Djogbenou} et al., J. Econom. 212, No. 2, 393--412 (2019; Zbl 1452.62902) Full Text: DOI Link
MacKinnon, James G.; Webb, Matthew D. The wild bootstrap for few (treated) clusters. (English) Zbl 07547388 Econom. J. 21, No. 2, 114-135 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{J. G. MacKinnon} and \textit{M. D. Webb}, Econom. J. 21, No. 2, 114--135 (2018; Zbl 07547388) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Confidence sets based on inverting Anderson-Rubin tests. (English) Zbl 1521.62034 Econom. J. 17, No. 2, S39-S58 (2014). MSC: 62F25 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. J. 17, No. 2, S39--S58 (2014; Zbl 1521.62034) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap confidence sets with weak instruments. (English) Zbl 1491.62200 Econom. Rev. 33, No. 5-6, 651-675 (2014). MSC: 62P20 62G09 62G15 62J05 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. Rev. 33, No. 5--6, 651--675 (2014; Zbl 1491.62200) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Wild bootstrap tests for IV regression. (English) Zbl 1198.62035 J. Bus. Econ. Stat. 28, No. 1, 128-144 (2010). MSC: 62G09 62J05 65C60 62G15 62G10 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Bus. Econ. Stat. 28, No. 1, 128--144 (2010; Zbl 1198.62035) Full Text: DOI Link
Belsley, David A. (ed.); Davidson, Russell (ed.); Kontoghiorghes, Erricos John (ed.); MacKinnon, James G. (ed.); van Dijk, Herman K. (ed.) Editorial: The fourth special issue on computational econometrics. (English) Zbl 1453.00017 Comput. Stat. Data Anal. 53, No. 6, 1923-1924 (2009). MSC: 00B15 62-06 62-08 62P20 PDFBibTeX XMLCite \textit{D. A. Belsley} (ed.) et al., Comput. Stat. Data Anal. 53, No. 6, 1923--1924 (2009; Zbl 1453.00017) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap inference in a linear equation estimated by instrumental variables. (English) Zbl 1154.62018 Econom. J. 11, No. 3, 443-477 (2008). MSC: 62F03 62F40 62F05 65C60 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. J. 11, No. 3, 443--477 (2008; Zbl 1154.62018) Full Text: DOI
Racine, Jeffrey S.; MacKinnon, James G. Inference via kernel smoothing of bootstrap \(P\) values. (English) Zbl 1445.62088 Comput. Stat. Data Anal. 51, No. 12, 5949-5957 (2007). MSC: 62G09 62G07 PDFBibTeX XMLCite \textit{J. S. Racine} and \textit{J. G. MacKinnon}, Comput. Stat. Data Anal. 51, No. 12, 5949--5957 (2007; Zbl 1445.62088) Full Text: DOI
Davidson, Russell; Mackinnon, James G. Improving the reliability of bootstrap tests with the fast double bootstrap. (English) Zbl 1161.62357 Comput. Stat. Data Anal. 51, No. 7, 3259-3281 (2007). MSC: 62G09 65C05 62F40 65C60 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. Mackinnon}, Comput. Stat. Data Anal. 51, No. 7, 3259--3281 (2007; Zbl 1161.62357) Full Text: DOI Link
Davidson, Russel; MacKinnon, James G. Moments of IV and JIVE estimators. (English) Zbl 1126.62057 Econom. J. 10, No. 3, 541-553 (2007). MSC: 62J05 62P20 62H12 65C60 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. J. 10, No. 3, 541--553 (2007; Zbl 1126.62057) Full Text: DOI
Racine, Jeffrey S.; Mackinnon, James G. Simulation-based tests that can use any number of simulations. (English) Zbl 1118.62046 Commun. Stat., Simulation Comput. 36, No. 2, 357-365 (2007). MSC: 62G09 65C05 PDFBibTeX XMLCite \textit{J. S. Racine} and \textit{J. G. Mackinnon}, Commun. Stat., Simulation Comput. 36, No. 2, 357--365 (2007; Zbl 1118.62046) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. The power of bootstrap and asymptotic tests. (English) Zbl 1345.62058 J. Econom. 133, No. 2, 421-441 (2006). MSC: 62F40 62F03 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Econom. 133, No. 2, 421--441 (2006; Zbl 1345.62058) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Fast double bootstrap tests of nonnested linear regression models. (English) Zbl 1049.62074 Econom. Rev. 21, No. 4, 419-429 (2002). MSC: 62J05 62G09 65C05 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. Rev. 21, No. 4, 419--429 (2002; Zbl 1049.62074) Full Text: DOI
Ericsson, Neil R.; MacKinnon, James G. Distributions of error correction tests for cointegration. (English) Zbl 1018.62107 Econom. J. 5, No. 2, 285-318 (2002). MSC: 62P20 62M10 65C05 62E15 PDFBibTeX XMLCite \textit{N. R. Ericsson} and \textit{J. G. MacKinnon}, Econom. J. 5, No. 2, 285--318 (2002; Zbl 1018.62107) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap \(J\) tests of nonnested linear regression models. (English) Zbl 1016.62082 J. Econom. 109, No. 1, 167-193 (2002). MSC: 62J05 62H15 62H10 65C05 62F40 62G09 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Econom. 109, No. 1, 167--193 (2002; Zbl 1016.62082) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap tests: How many bootstraps? (English) Zbl 0949.62030 Econom. Rev. 19, No. 1, 55-68 (2000). MSC: 62G09 62G10 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. Rev. 19, No. 1, 55--68 (2000; Zbl 0949.62030) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. The size distortion of bootstrap tests. (English) Zbl 0963.62025 Econom. Theory 15, No. 3, 361-376 (1999). MSC: 62F40 62G09 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. Theory 15, No. 3, 361--376 (1999; Zbl 0963.62025) Full Text: DOI
MacKinnon, James G.; Smith, Anthony A. jun. Approximate bias correction in econometrics. (English) Zbl 0961.62111 J. Econom. 85, No. 2, 205-230 (1998). MSC: 62P20 62F10 PDFBibTeX XMLCite \textit{J. G. MacKinnon} and \textit{A. A. Smith jun.}, J. Econom. 85, No. 2, 205--230 (1998; Zbl 0961.62111) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Estimation and inference in econometrics. (English) Zbl 1009.62596 New York, NY: Oxford University Press. xx, 874 p. (1993). MSC: 62P20 62-01 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Estimation and inference in econometrics. New York, NY: Oxford University Press (1993; Zbl 1009.62596)
Davidson, Russell; MacKinnon, James G. A new form of the information matrix test. (English) Zbl 0744.62150 Econometrica 60, No. 1, 145-157 (1992). MSC: 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econometrica 60, No. 1, 145--157 (1992; Zbl 0744.62150) Full Text: DOI
MacKinnon, James G.; Magee, Lonnie Transforming the dependent variable in regression models. (English) Zbl 0711.62104 Int. Econ. Rev. 31, No. 2, 315-339 (1990). MSC: 62P20 62J05 PDFBibTeX XMLCite \textit{J. G. MacKinnon} and \textit{L. Magee}, Int. Econ. Rev. 31, No. 2, 315--339 (1990; Zbl 0711.62104) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Specification tests based on artificial regressions. (English) Zbl 0708.62053 J. Am. Stat. Assoc. 85, No. 409, 220-227 (1990). MSC: 62J02 62H15 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Am. Stat. Assoc. 85, No. 409, 220--227 (1990; Zbl 0708.62053) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Implicit alternatives and the local power of test statistics. (English) Zbl 0644.62023 Econometrica 55, 1305-1329 (1987). Reviewer: H.Strasser MSC: 62F05 62F03 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econometrica 55, 1305--1329 (1987; Zbl 0644.62023) Full Text: DOI
Davidson, Russell; Godfrey, Leslie; MacKinnon, James G. A simplified version of the differencing test. (English) Zbl 0588.62199 Int. Econ. Rev. 26, 639-647 (1985). MSC: 62P20 62H15 62J05 PDFBibTeX XMLCite \textit{R. Davidson} et al., Int. Econ. Rev. 26, 639--647 (1985; Zbl 0588.62199) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Model specification tests based on artificial linear regressions. (English) Zbl 0554.62099 Int. Econ. Rev. 25, 485-502 (1984). Reviewer: J.Schwarze MSC: 62P20 65C99 62J05 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Int. Econ. Rev. 25, 485--502 (1984; Zbl 0554.62099) Full Text: DOI Link
Davidson, Russel; Mackinnon, James G. Small sample properties of alternative forms of the Lagrange multiplier test. (English) Zbl 1273.91362 Econ. Lett. 12, No. 3-4, 269-275 (1983). MSC: 91B82 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. Mackinnon}, Econ. Lett. 12, No. 3--4, 269--275 (1983; Zbl 1273.91362) Full Text: DOI
MacKinnon, James G. Model specification tests against non-nested alternatives (with discussion). (English) Zbl 0604.62116 Commun. Stat., Econom. Rev. 2, 85-158 (1983). MSC: 62P20 62J02 PDFBibTeX XMLCite \textit{J. G. MacKinnon}, Commun. Stat., Econom. Rev. 2, 85--158 (1983; Zbl 0604.62116) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Testing the specification of multivariate models in the presence of alternative hypotheses. (English) Zbl 0541.62108 J. Econom. 23, 301-313 (1983). MSC: 62P20 62E20 62F03 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Econom. 23, 301--313 (1983; Zbl 0541.62108) Full Text: DOI
MacKinnon, James G.; White, Halbert; Davidson, Russell Tests for model specification in the presence of alternative hypotheses. (English) Zbl 0518.62090 J. Econom. 21, 53-70 (1983). MSC: 62P20 62J02 62H15 PDFBibTeX XMLCite \textit{J. G. MacKinnon} et al., J. Econom. 21, 53--70 (1983; Zbl 0518.62090) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Some non-nested hypothesis tests and the relations among them. (English) Zbl 0503.62045 Rev. Econ. Stud. 49, 551-565 (1982). MSC: 62H15 62J02 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Rev. Econ. Stud. 49, 551--565 (1982; Zbl 0503.62045) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Several tests for model specification in the presence of alternative hypotheses. (English) Zbl 0472.62108 Econometrica 49, 781-793 (1981). MSC: 62P20 62F03 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econometrica 49, 781--793 (1981; Zbl 0472.62108) Full Text: DOI Link
Beach, Charles M.; MacKinnon, James G. Maximum likelihood estimation of singular equation systems with autoregressive disturbances. (English) Zbl 0431.62076 Int. Econ. Rev. 20, 459-464 (1979). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{C. M. Beach} and \textit{J. G. MacKinnon}, Int. Econ. Rev. 20, 459--464 (1979; Zbl 0431.62076) Full Text: DOI
Gersovitz, Mark; MacKinnon, James G. Seasonality in regression: An application of smoothness priors. (English) Zbl 0405.62088 J. Am. Stat. Assoc. 74, 264-273 (1979). MSC: 62P20 62M10 62J05 62F15 62C10 PDFBibTeX XMLCite \textit{M. Gersovitz} and \textit{J. G. MacKinnon}, J. Am. Stat. Assoc. 74, 264--273 (1979; Zbl 0405.62088)
Beach, Charles M.; MacKinnon, James G. Full maximum likelihood estimation of second-order autoregressive error models. (English) Zbl 0382.62054 J. Econom. 7, 187-198 (1978). MSC: 62J05 62P20 PDFBibTeX XMLCite \textit{C. M. Beach} and \textit{J. G. MacKinnon}, J. Econom. 7, 187--198 (1978; Zbl 0382.62054) Full Text: DOI
Beach, Charles M.; MacKinnon, James G. A maximum likelihood procedure for regression with autocorrelated errors. (English) Zbl 0373.62055 Econometrica 46, 51-58 (1978). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{C. M. Beach} and \textit{J. G. MacKinnon}, Econometrica 46, 51--58 (1978; Zbl 0373.62055) Full Text: DOI
MacKinnon, James Solving economic general equilibrium models by the sandwich method. (English) Zbl 0429.90016 Fixed points. Algorithms and applications, Proc. 1st int. Conf., Clemson/South Carolina 1976, 367-402 (1977). MSC: 91B50 65D99 90C90 54H25 65K05 PDFBibTeX XML
Arnott, Richard J.; MacKinnon, James G. The effects of the property tax: A general equilibrium simulation. (English) Zbl 0365.90030 J. Urban Econ. 4, 389-407 (1977). MSC: 91B60 PDFBibTeX XMLCite \textit{R. J. Arnott} and \textit{J. G. MacKinnon}, J. Urban Econ. 4, 389--407 (1977; Zbl 0365.90030) Full Text: DOI
Goldfeld, Stephen M. (ed.); Quandt, Richard E. (ed.) [White, L. J.; Epple, D.; MacKinnon, J. G.; Kiefer, N. M.; Warner, D.; Heckmann, J. J.] Studies in nonlinear estimation. (English) Zbl 0418.62090 Cambridge, Massachusetts: Ballinger Publishing Company. XIV, 278 p. $ 22.00; £13.85 (1976). MSC: 62P20 62J99 91B38 65K10 65C05 62-02 PDFBibTeX XML
Kuhn, H. W.; MacKinnon, J. G. Sandwich method for finding fixed points. (English) Zbl 0299.65030 J. Optimization Theory Appl. 17, 189-204 (1975). MSC: 65J05 PDFBibTeX XMLCite \textit{H. W. Kuhn} and \textit{J. G. MacKinnon}, J. Optim. Theory Appl. 17, 189--204 (1975; Zbl 0299.65030) Full Text: DOI
MacKinnon, James Urban general equilibrium models and simplicial search algorithms. (English) Zbl 0285.90021 J. Urban Econ. 1, 161-183 (1974). MSC: 91B99 91B60 90B40 PDFBibTeX XMLCite \textit{J. MacKinnon}, J. Urban Econ. 1, 161--183 (1974; Zbl 0285.90021) Full Text: DOI