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James MacKinnon

Personal Details

First Name:James
Middle Name:
Last Name:MacKinnon
Suffix:
RePEc Short-ID:pma63
[This author has chosen not to make the email address public]
http://www.econ.queensu.ca/faculty/mackinnon
Department of Economics Queen's University Kingston, Ontario, Canada K7L 3N6
613 533-2293
Terminal Degree:1975 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

Economics Department
Queen's University

Kingston, Canada
http://www.econ.queensu.ca/
RePEc:edi:qedquca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters Books

Working papers

  1. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024. "Jackknife inference with two-way clustering," Papers 2406.08880, arXiv.org.
  2. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024. "Cluster-robust jackknife and bootstrap inference for binary response models," Papers 2406.00650, arXiv.org.
  3. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Testing for the appropriate level of clustering in linear regression models," Papers 2301.04522, arXiv.org, revised Mar 2023.
  4. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference," Papers 2301.04527, arXiv.org, revised Feb 2023.
  5. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2022. "Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust," Papers 2205.03288, arXiv.org, revised Nov 2023.
  6. James MacKinnon & Morten Ørregaard Nielsen, 2022. "Cluster-Robust Inference: A Guide to Empirical Practice," CREATES Research Papers 2022-08, Department of Economics and Business Economics, Aarhus University.
  7. James G. MacKinnon, 2022. "Using Large Samples in Econometrics," Working Paper 1482, Economics Department, Queen's University.
  8. James G. MacKinnon, 2021. "Fast cluster bootstrap methods for linear regression models," Working Paper 1465, Economics Department, Queen's University.
  9. James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
  10. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," CREATES Research Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
  11. James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Working Paper 1413, Economics Department, Queen's University.
  12. Antoine A. Djogbenou & James G. MacKinnon & Morten Ørregaard Nielsen, 2019. "Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors," CREATES Research Papers 2019-05, Department of Economics and Business Economics, Aarhus University.
  13. James G. MacKinnon & Matthew D. Webb, 2018. "Wild Bootstrap Randomization Inference For Few Treated Clusters," Working Paper 1404, Economics Department, Queen's University.
  14. James G. MacKinnon & Morten Ørregaard Nielsen & David Roodman & Matthew D. Webb, 2018. "Fast and Wild: Bootstrap Inference in Stata Using boottest," CREATES Research Papers 2018-34, Department of Economics and Business Economics, Aarhus University.
  15. James G. MacKinnon & Matthew D. Webb, 2017. "The Wild Bootstrap For Few (treated) Clusters," Working Paper 1364, Economics Department, Queen's University.
  16. James G. MacKinnon & Matthew D. Webb, 2017. "Pitfalls When Estimating Treatment Effects Using Clustered Data," Working Paper 1387, Economics Department, Queen's University.
  17. Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017. "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper 1383, Economics Department, Queen's University.
  18. James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017. "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper 1386, Economics Department, Queen's University.
  19. James G. MacKinnon & Matthew D. Webb, 2017. "The multiway cluster wild bootstrap," Canadian Stata Users' Group Meetings 2017 06, Stata Users Group.
  20. James G. MacKinnon & Matthew D. Webb, 2016. "Randomization Inference for Difference-in-Differences with Few Treated Clusters," Carleton Economic Papers 16-11, Carleton University, Department of Economics.
  21. James G. MacKinnon & Matthew D. Webb, 2016. "The Subcluster Wild Bootstrap for Few (Treated) Clusters," Carleton Economic Papers 16-13, Carleton University, Department of Economics.
  22. James G. MacKinnon, 2016. "Inference With Large Clustered Datasets," Working Paper 1365, Economics Department, Queen's University.
  23. James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference For Wildly Different Cluster Sizes," Working Paper 1314, Economics Department, Queen's University.
  24. Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
  25. James G. MacKinnon, 2014. "Wild Cluster Bootstrap Confidence Intervals," Working Paper 1329, Economics Department, Queen's University.
  26. Russell Davidson & James G. Mackinnon, 2014. "Confidence Sets Based on Inverting Anderson-Rubin Tests," Post-Print hal-01463107, HAL.
  27. Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
  28. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
  29. James G. MacKinnon & Morten Ørregaard Nielsen, 2010. "Numerical distribution functions of fractional unit root and cointegration tests," CREATES Research Papers 2010-59, Department of Economics and Business Economics, Aarhus University.
  30. James G. MacKinnon, 2010. "Critical Values For Cointegration Tests," Working Paper 1227, Economics Department, Queen's University.
  31. Russell Davidson & James Mackinnon, 2009. "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers halshs-00442713, HAL.
  32. Russell Davidson & James Mackinnon, 2009. "Moments of IV and JIVE estimators," Working Papers halshs-00442692, HAL.
  33. Russell Davidson & James Mackinnon, 2009. "Wild bootstrap tests for IV regression," Working Papers halshs-00443550, HAL.
  34. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
  35. Russell Davidson & James MacKinnon, 2006. "The Case Against Jive," Departmental Working Papers 2004-02, McGill University, Department of Economics.
  36. James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
  37. James G. MacKinnon & Jeff Racine, 2006. "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper 1054, Economics Department, Queen's University.
  38. Russell Davidson & James Mackinnon, 2006. "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers halshs-00439247, HAL.
  39. James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
  40. James G. MacKinnon & Russell Davidson, 2004. "The Power Of Bootstrap And Asymptotic Tests," Working Paper 1035, Economics Department, Queen's University.
  41. James G. MacKinnon & Jeff Racine, 2004. "Simulation-based Tests That Can Use Any Number Of Simulations," Working Paper 1027, Economics Department, Queen's University.
  42. James G. MacKinnon, 2001. "Computing Numerical Distribution Functions In Econometrics," Working Paper 1037, Economics Department, Queen's University.
  43. James G. MacKinnon & Russell Davidson, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Paper 1036, Economics Department, Queen's University.
  44. James G. MacKinnon & Russell Davidson, 2000. "Improving The Reliability Of Bootstrap Tests," Working Paper 995, Economics Department, Queen's University.
  45. Neil R. Ericsson & James G. MacKinnon, 2000. "Distributions of Error Correction Tests for Cointegration," Econometric Society World Congress 2000 Contributed Papers 0561, Econometric Society.
  46. Davidson, R. & MacKinnon & J.G., 1999. "Artificial Regressions," G.R.E.Q.A.M. 99a04, Universite Aix-Marseille III.
  47. Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
  48. Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing How Many Bootstraps," Queen's Institute for Economic Research Discussion Papers 273385, Queen's University - Department of Economics.
  49. Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers 273378, Queen's University - Department of Economics.
  50. Davidson, R. & Mackinnon, J.G., 1996. "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M. 96a03, Universite Aix-Marseille III.
  51. Davidson, Russell & MacKinnon, James G., 1996. "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273347, Queen's University - Department of Economics.
  52. Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M. 96a09, Universite Aix-Marseille III.
  53. Davidson, Russell & MacKinnon, James G., 1996. "The Power of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273372, Queen's University - Department of Economics.
  54. James G. MacKinnon, 1995. "Numerical Distribution Functions For Unit Root And Cointegration Tests," Working Paper 918, Economics Department, Queen's University.
  55. Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Paper 903, Economics Department, Queen's University.
  56. James G. MacKinnon, 1992. "Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests," Working Paper 861, Economics Department, Queen's University.
  57. Russell Davidson & James G. Mackinnon, 1991. "Regression-Based Methods for Using Control Variates in Monte Carlo Experiments," Working Paper 803, Economics Department, Queen's University.
  58. Russell Davidson & James G. Mackinnon, 1990. "Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments," Working Paper 781, Economics Department, Queen's University.
  59. James G. MacKinnon, 1988. "Heteroskedasticity-robust tests for structural change," Working Paper 717, Economics Department, Queen's University.
  60. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
  61. Russell Davidson & James G. MacKinnon, 1988. "A New Form of the Information Matrix Test," Working Paper 724, Economics Department, Queen's University.
  62. Davidson, Russell & MacKinnon, James G., 1987. "Double-Length Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275209, Queen's University - Department of Economics.
  63. Davidson, Russell & MacKinnon, James G., 1987. "Testing for Consistency Using Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275208, Queen's University - Department of Economics.
  64. Russell Davidson & James G. MacKinnon, 1986. "Testing the Specification of Econometric Models in Regression and Non-Regression Directions," Working Paper 642, Economics Department, Queen's University.
  65. James G. MacKinnon & Lonnie Magee, 1986. "Testing for the Transformation of the Dependent Variable," Working Paper 655, Economics Department, Queen's University.
  66. James G. MacKinnon & Ross D. Milbourne, 1986. "Are Price Equations Really Money Demand Equations on their Heads?," Working Paper 646, Economics Department, Queen's University.
  67. Davidson, R. & Mackinnon, J.G., 1985. "The interpretation of test statistics," LIDAM Discussion Papers CORE 1985001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  68. Davidson , R. & Mackinnon, J.G., 1985. "Implicit alternatives and the local power of test statistics," LIDAM Discussion Papers CORE 1985025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  69. Paul Boothe & James G. MacKinnon, 1985. "A Differencing Specification Test for Models with Serially Correlated Errors," Working Paper 621, Economics Department, Queen's University.
  70. DAVIDSON, Russel & MACKINNON, James G., 1985. "Heteroskedastcity-robust tests in regressions directions," LIDAM Reprints CORE 678, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  71. Russell Davidson & James G. MacKinnon, 1984. "A Simplified Version of a Differencing Specification Test," Working Paper 548, Economics Department, Queen's University.
  72. Glenn M. MacDonald & James G. MacKinnon, 1983. "Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors," Working Paper 540, Economics Department, Queen's University.
  73. James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper 537, Economics Department, Queen's University.
  74. James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Paper 573, Economics Department, Queen's University.
  75. James G. MacKinnon & Halbert White & Russell Davidson, 1982. "Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses," Working Paper 491, Economics Department, Queen's University.
  76. Russell Davidson & James G. MacKinnon, 1982. "Convenient Specification Tests for Logit and Probit Models," Working Paper 514, Economics Department, Queen's University.
  77. Russell Davidson & James G. MacKinnon, 1981. "Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results," Working Paper 430, Economics Department, Queen's University.
  78. James G. MacKinnon & Ross D. Milbourne, 1981. "Monetary Anticipations and the Demand for Money," Working Paper 435, Economics Department, Queen's University.
  79. Russell Davidson & James G. MacKinnon, 1981. "Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test," Working Paper 439, Economics Department, Queen's University.
  80. Davidson, Russell & MacKinnon, James G., 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Queen's Institute for Economic Research Discussion Papers 275156, Queen's University - Department of Economics.
  81. Russell Davidson & James G. MacKinnon, 1980. "Relations Among Some Non-Nested Hypothesis Tests," Working Paper 369, Economics Department, Queen's University.
  82. Davidson, Russell & MacKinnon, James G., 1980. "Model Specification Tests Based on Artificial Linear Regressions," Queen's Institute for Economic Research Discussion Papers 275162, Queen's University - Department of Economics.
  83. Davidson, Russell & MacKinnon, James G., 1980. "Some Non-Nested Hypothesis Tests and the Relations Among Them," Queen's Institute for Economic Research Discussion Papers 275174, Queen's University - Department of Economics.
  84. Russell Davidson & James G. MacKinnon, 1979. "Inflation and the Saving Rate," Working Paper 351, Economics Department, Queen's University.
  85. James G. MacKinnon, 1978. "Modelling a Market Which is Sometimes in Disequilibrium," Working Paper 287, Economics Department, Queen's University.
  86. James G. MacKinnon & Nancy D. Olewiler, 1978. "Disequilibrium Estimation of the Demand for Copper," Working Paper 315, Economics Department, Queen's University.
  87. James G. MacKinnon, 1978. "On the Role of Jacobian Terms in Maximum Likelihood Estimation," Working Paper 304, Economics Department, Queen's University.
  88. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Paper 257, Economics Department, Queen's University.
  89. Charles M. Beach & James G. MacKinnon, 1977. "Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances," Working Paper 276, Economics Department, Queen's University.
  90. Charles M. Beach & James G. MacKinnon, 1977. "Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models," Working Paper 259, Economics Department, Queen's University.
  91. Richard Harris & James G. MacKinnon, 1977. "A Simple Technique for Computing Optimal Tax Equilibria," Working Paper 270, Economics Department, Queen's University.
  92. James G. MacKinnon, 1976. "The Existence and Computation of Equilibria with Increasing Returns and Externalities," Working Paper 217, Economics Department, Queen's University.
  93. James G. MacKinnon, 1976. "General Equilibrium with Taxes," Working Paper 200, Economics Department, Queen's University.
  94. Richard Arnott & James G. MacKinnon, 1976. "The Effects of Urban Transportation Changes: A General Equilibrium Simulation," Working Paper 236, Economics Department, Queen's University.
  95. Richard Arnott & James G. MacKinnon, 1976. "Measuring the Costs of Height Restrictions with a General Equilibrium Model," Working Paper 242, Economics Department, Queen's University.
  96. Richard Arnott & James G. MacKinnon, 1976. "Market and Shadow Land Rents with Congestion," Working Paper 250, Economics Department, Queen's University.
  97. Charles M. Beach & James G. MacKinnon, 1976. "Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances," Working Paper 211, Economics Department, Queen's University.
  98. Richard Arnott & James G. MacKinnon, 1976. "The Effects of the Property Tax: A General Equilibrium Simulation," Working Paper 205, Economics Department, Queen's University.
  99. James G. MacKinnon, 1975. "An Algorithm for the Generalized Transportation Problem," Working Paper 184, Economics Department, Queen's University.
  100. James G. MacKinnon, 1975. "A Technique for the Solution of Spatial Equilibrium Models," Working Paper 199, Economics Department, Queen's University.
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  101. James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.

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Articles

  1. MacKinnon, James G., 2023. "Using large samples in econometrics," Journal of Econometrics, Elsevier, vol. 235(2), pages 922-926.
  2. MacKinnon, James G., 2023. "Fast cluster bootstrap methods for linear regression models," Econometrics and Statistics, Elsevier, vol. 26(C), pages 52-71.
  3. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust," Stata Journal, StataCorp LP, vol. 23(4), pages 942-982, December.
  4. MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, vol. 235(2), pages 2027-2056.
  5. MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Cluster-robust inference: A guide to empirical practice," Journal of Econometrics, Elsevier, vol. 232(2), pages 272-299.
  6. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Fast and reliable jackknife and bootstrap methods for cluster‐robust inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 671-694, August.
  7. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021. "Wild Bootstrap and Asymptotic Inference With Multiway Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
  8. MacKinnon, James G. & Webb, Matthew D., 2020. "Randomization inference for difference-in-differences with few treated clusters," Journal of Econometrics, Elsevier, vol. 218(2), pages 435-450.
  9. James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
  10. Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019. "Asymptotic theory and wild bootstrap inference with clustered errors," Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
  11. David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019. "Fast and wild: Bootstrap inference in Stata using boottest," Stata Journal, StataCorp LP, vol. 19(1), pages 4-60, March.
  12. James G. MacKinnon & Matthew D. Webb, 2018. "The wild bootstrap for few (treated) clusters," Econometrics Journal, Royal Economic Society, vol. 21(2), pages 114-135, June.
  13. James G. MacKinnon & Matthew D. Webb, 2017. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
  14. MacKinnon, James G., 2016. "Inference with Large Clustered Datasets," L'Actualité Economique, Société Canadienne de Science Economique, vol. 92(4), pages 649-665, Décembre.
  15. Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
  16. MacKinnon , James G., 2015. "Wild Cluster Bootstrap Confidence Intervals," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 11-33, Mars-Juin.
  17. Russell Davidson & James G. MacKinnon, 2014. "Confidence sets based on inverting Anderson–Rubin tests," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
  18. James G. MacKinnon & Morten Ørregaard Nielsen, 2014. "Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 161-171, January.
  19. Russell Davidson & James G. MacKinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
  20. Davidson, Russell & MacKinnon, James G., 2010. "Wild Bootstrap Tests for IV Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 128-144.
  21. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April.
  22. Russell Davidson & James G. MacKinnon, 2008. "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
  23. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
  24. Racine, Jeffrey S. & MacKinnon, James G., 2007. "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5949-5957, August.
  25. Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
  26. James G. MacKinnon & Russell Davidson, 2006. "Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 843-844.
  27. Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
  28. James G. MacKinnon & Russell Davidson, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
  29. JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
  30. Neil R. Ericsson & James G. MacKinnon, 2002. "Distributions of error correction tests for cointegration," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 285-318, June.
  31. James G. MacKinnon, 2002. "Bootstrap inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 615-645, November.
  32. Russell Davidson & James MacKinnon, 2002. "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 419-429.
  33. Davidson, Russell & MacKinnon, James G., 2002. "Bootstrap J tests of nonnested linear regression models," Journal of Econometrics, Elsevier, vol. 109(1), pages 167-193, July.
  34. Russell Davidson & James MacKinnon, 2000. "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
  35. Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo, 2000. "European Monetary Union: a cointegration analysis," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 419-432, June.
  36. MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 563-577, Sept.-Oct.
  37. MacKinnon, James G, 1999. "The Linux Operating System: Debian GNU/Linux," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 443-452, July-Aug..
  38. Davidson, Russell & MacKinnon, James G., 1999. "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
  39. Davidson, Russell & MacKinnon, James G, 1999. "Bootstrap Testing in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
  40. Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 1-26, January.
  41. MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
  42. MacKinnon, James G, 1996. "Numerical Distribution Functions for Unit Root and Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 601-618, Nov.-Dec..
  43. MacKinnon, James G, 1994. "Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(2), pages 167-176, April.
  44. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
  45. Davidson, Russell & MacKinnon, James G, 1992. "A New Form of the Information Matrix Test," Econometrica, Econometric Society, vol. 60(1), pages 145-157, January.
  46. Davidson, Russell & MacKinnon, James G., 1992. "Regression-based methods for using control variates in Monte Carlo experiments," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 203-222.
  47. Russell Davidson & James Mackinnon, 1991. "Une nouvelle forme du test de la matrice d'information," Annals of Economics and Statistics, GENES, issue 20-21, pages 171-192.
  48. Davidson, Russell & MacKinnon, James G., 1991. "Artificial regressions and C ([alpha]) tests," Economics Letters, Elsevier, vol. 35(2), pages 149-153, February.
  49. MacKinnon, James G & Magee, Lonnie, 1990. "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, vol. 31(2), pages 315-339, May.
  50. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
  51. MacKinnon, J G, 1989. "Heteroskedasticity-Robust Tests for Structural Change," Empirical Economics, Springer, vol. 14(2), pages 77-92.
  52. Mackinnon, James G & Milbourne, Ross D, 1988. "Are Price Equations Really Money Demand Equations on Their Heads?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(4), pages 295-305, October-D.
  53. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-217, May.
  54. Davidson, Russell & MacKinnon, James G, 1987. "Implicit Alternatives and the Local Power of Test Statistics," Econometrica, Econometric Society, vol. 55(6), pages 1305-1329, November.
  55. Boothe, Paul & MacKinnon, James G, 1986. "A Specification Test for Models Estimated by GLS," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 711-714, November.
  56. Russell Davidson & James G. MacKinnon, 1985. "Testing Linear and Loglinear Regressions against Box-Cox Alternatives," Canadian Journal of Economics, Canadian Economics Association, vol. 18(3), pages 499-517, August.
  57. Russell W. Davidson & James G. MacKinnon, 1985. "The Interpretation of Test Statistics," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 38-57, February.
  58. Glenn M. MacDonald & James G. MacKinnon, 1985. "Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 106-116, February.
  59. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
  60. Davidson, Russell & Godfrey, Leslie & MacKinnon, James G, 1985. "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, vol. 26(3), pages 639-647, October.
  61. MacKinnon, James G. & Milbourne, Ross D., 1984. "Monetary anticipations and the demand for money," Journal of Monetary Economics, Elsevier, vol. 13(2), pages 263-274, March.
  62. Davidson, Russell & MacKinnon, James G, 1984. "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, vol. 25(2), pages 485-502, June.
  63. Davidson, Russell & MacKinnon, James G., 1984. "Convenient specification tests for logit and probit models," Journal of Econometrics, Elsevier, vol. 25(3), pages 241-262, July.
  64. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January.
  65. Davidson, Russell & MacKinnon, James G., 1983. "Testing the specification of multivariate models in the presence of alternative hypotheses," Journal of Econometrics, Elsevier, vol. 23(3), pages 301-313, December.
  66. Davidson, Russel & MacKinnon, James G., 1983. "Small sample properties of alternative forms of the Lagrange Multiplier test," Economics Letters, Elsevier, vol. 12(3-4), pages 269-275.
  67. Russell Davidson & James G. Mackinnon, 1982. "Some Non-Nested Hypothesis Tests and the Relations Among Them," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(4), pages 551-565.
  68. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-793, May.
  69. Davidson, Russell & MacKinnon, James G., 1981. "Efficient estimation of tail-area probabilities in sampling experiments," Economics Letters, Elsevier, vol. 8(1), pages 73-77.
  70. Davidson, Russell & MacKinnon, James G., 1980. "On a simple procedure for testing non-nested regression models," Economics Letters, Elsevier, vol. 5(1), pages 45-48.
  71. Allan W. Gregory & James G. Mackinnon, 1980. "Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 13(4), pages 683-687, November.
  72. James G. MacKinnon & Nancy D. Olewiler, 1980. "Disequilibrium Estimation of the Demand for Copper," Bell Journal of Economics, The RAND Corporation, vol. 11(1), pages 197-211, Spring.
  73. Davidson, Russell & MacKinnon, James G., 1980. "Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables," Economics Letters, Elsevier, vol. 6(2), pages 119-123.
  74. MacKinnon, James G., 1979. "Convenient singularities and maximum likelihood estimation," Economics Letters, Elsevier, vol. 3(1), pages 41-44.
  75. MacKinnon, James G., 1979. "Computing equilibria with increasing returns," European Economic Review, Elsevier, vol. 12(1), pages 1-16, February.
  76. Beach, Charles M & MacKinnon, James G, 1979. "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, vol. 20(2), pages 459-464, June.
  77. Harris, Richard G. & Mackinnon, James G., 1979. "Computing optimal tax equilibria," Journal of Public Economics, Elsevier, vol. 11(2), pages 197-212, March.
  78. Beach, Charles M & MacKinnon, James G, 1978. "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors," Econometrica, Econometric Society, vol. 46(1), pages 51-58, January.
  79. Arnott, Richard J & MacKinnon, James G, 1978. "Market and Shadow Land Rents with Congestion," American Economic Review, American Economic Association, vol. 68(4), pages 588-600, September.
  80. Arnott, Richard J. & MacKinnon, James G. & Wheaton, William C., 1978. "The welfare implications of spatial interdependence : An extension of Wheaton's "optimal distribution of income among cities"," Journal of Urban Economics, Elsevier, vol. 5(1), pages 131-136, January.
  81. Beach, Charles M. & MacKinnon, James G., 1978. "Full maximum likelihood estimation of second- order autoregressive error models," Journal of Econometrics, Elsevier, vol. 7(2), pages 187-198, June.
  82. Arnott, Richard J. & MacKinnon, James G., 1977. "The effects of urban transportation changes : A general equilibrium simulation," Journal of Public Economics, Elsevier, vol. 8(1), pages 19-36, August.
  83. Arnott, Richard J. & MacKinnon, James G., 1977. "Measuring the costs of height restrictions with a general equilibrium model," Regional Science and Urban Economics, Elsevier, vol. 7(4), pages 359-375, November.
  84. Arnott, Richard J. & MacKinnon, James G., 1977. "The effects of the property tax: A general equilibrium simulation," Journal of Urban Economics, Elsevier, vol. 4(4), pages 389-407, October.
  85. MacKinnon, James G., 1975. "An algorithm for the generalized transportation problem," Regional Science and Urban Economics, Elsevier, vol. 5(4), pages 445-464, December.
  86. MacKinnon, James, 1974. "Urban general equilibrium models and simplicial search algorithms," Journal of Urban Economics, Elsevier, vol. 1(2), pages 161-183, April.
  87. Edwin S. Mills & James MacKinnon, 1973. "Notes on the New Urban Economics," Bell Journal of Economics, The RAND Corporation, vol. 4(2), pages 593-601, Autumn.

Software components

  1. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "LOGITJACK: Stata module to provide cluster robust inference for logit models," Statistical Software Components S459337, Boston College Department of Economics.
  2. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator," Statistical Software Components S459072, Boston College Department of Economics, revised 05 Jul 2023.

Chapters

  1. James G. MacKinnon & Matthew D. Webb, 2019. "Wild Bootstrap Randomization Inference for Few Treated Clusters," Advances in Econometrics, in: The Econometrics of Complex Survey Data, volume 39, pages 61-85, Emerald Group Publishing Limited.

Books

  1. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.

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Co-authorship network on CollEc

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This author manages the following RePEc Biblio topics, reading lists or publication compilations:
  1. Queen's Economics Department PhD Graduates

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 54 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (47) 2000-04-17 2006-02-12 2006-02-12 2006-02-26 2006-02-26 2006-02-26 2006-03-11 2006-03-18 2006-04-01 2006-07-09 2006-09-30 2006-09-30 2006-09-30 2007-06-30 2007-08-27 2008-03-15 2010-01-16 2010-01-16 2010-08-06 2010-09-25 2011-01-16 2011-06-04 2011-10-15 2013-08-23 2013-10-05 2014-08-20 2016-02-23 2016-09-11 2016-09-11 2017-06-18 2017-08-27 2017-10-08 2018-03-12 2018-04-02 2018-09-10 2019-03-25 2019-04-08 2019-08-26 2020-04-27 2021-04-12 2021-09-06 2022-02-28 2022-03-28 2022-04-18 2022-06-27 2024-07-15 2024-07-15. Author is listed
  2. NEP-ORE: Operations Research (13) 2011-06-04 2013-10-05 2017-06-18 2017-08-27 2017-09-24 2019-04-08 2019-08-26 2020-04-27 2020-07-20 2021-04-12 2021-09-06 2022-02-28 2022-04-18. Author is listed
  3. NEP-ETS: Econometric Time Series (9) 2000-04-17 2006-02-12 2006-03-11 2010-01-16 2010-08-06 2010-09-25 2019-03-25 2019-04-08 2019-08-26. Author is listed
  4. NEP-DCM: Discrete Choice Models (3) 2022-07-11 2024-06-24 2024-07-15
  5. NEP-SOG: Sociology of Economics (2) 2016-09-18 2016-09-18
  6. NEP-CWA: Central and Western Asia (1) 2022-02-28
  7. NEP-HPE: History and Philosophy of Economics (1) 2011-06-04
  8. NEP-ICT: Information and Communication Technologies (1) 2007-06-30
  9. NEP-IFN: International Finance (1) 2024-07-29
  10. NEP-ISF: Islamic Finance (1) 2021-09-06

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