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MacKinnon, James G.

Co-Author Distance
Author ID: mackinnon.james-g Recent zbMATH articles by "MacKinnon, James G."
Published as: MacKinnon, James G.; Mackinnon, James G.; MacKinnon, James; MacKinnon, J. G.
Documents Indexed: 43 Publications since 1974, including 1 Book
1 Contribution as Editor · 1 Further Contribution
Co-Authors: 17 Co-Authors with 40 Joint Publications
271 Co-Co-Authors
all top 5

Co-Authors

4 single-authored
23 Davidson, Russell
5 Webb, Matthew D.
4 Nielsen, Morten Ørregaard
3 Beach, Charles M.
2 Racine, Jeffrey Scott
1 Arnott, Richard J.
1 Belsley, David A.
1 Djogbenou, Antoine A.
1 Epple, D.
1 Ericsson, Neil R.
1 Gersovitz, Mark
1 Godfrey, Leslie George
1 Goldfeld, Stephen M.
1 Heckman, James Joseph
1 Kiefer, Nicholas M.
1 Kontoghiorghes, Erricos John
1 Kuhn, Harold William
1 Magee, Lonnie
1 Quandt, Richard E.
1 Smith, Anthony A. jun.
1 van Dijk, Herman K.
1 White, Halbert Lynn jun.
all top 5

Serials

11 Journal of Econometrics
5 The Econometrics Journal
4 Econometrica
4 International Economic Review
3 Econometric Reviews
3 Computational Statistics and Data Analysis
2 Journal of the American Statistical Association
2 Journal of Urban Economics
2 Journal of Business and Economic Statistics
1 Journal of Optimization Theory and Applications
1 The Review of Economic Studies
1 Communications in Statistics. Econometric Reviews
1 Economics Letters
1 Communications in Statistics. Simulation and Computation
1 Econometric Theory
all top 5

Fields

40 Statistics (62-XX)
12 Numerical analysis (65-XX)
8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Operations research, mathematical programming (90-XX)
1 General and overarching topics; collections (00-XX)
1 General topology (54-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

43 Publications have been cited 991 times in 783 Documents Cited by ▼ Year ▼
Estimation and inference in econometrics. Zbl 1009.62596
Davidson, Russell; MacKinnon, James G.
271
1993
Several tests for model specification in the presence of alternative hypotheses. Zbl 0472.62108
Davidson, Russell; MacKinnon, James G.
98
1981
Approximate bias correction in econometrics. Zbl 0961.62111
MacKinnon, James G.; Smith, Anthony A. jun.
66
1998
Bootstrap tests: How many bootstraps? Zbl 0949.62030
Davidson, Russell; MacKinnon, James G.
64
2000
A maximum likelihood procedure for regression with autocorrelated errors. Zbl 0373.62055
Beach, Charles M.; MacKinnon, James G.
51
1978
The size distortion of bootstrap tests. Zbl 0963.62025
Davidson, Russell; MacKinnon, James G.
44
1999
The power of bootstrap and asymptotic tests. Zbl 1345.62058
Davidson, Russell; MacKinnon, James G.
41
2006
Improving the reliability of bootstrap tests with the fast double bootstrap. Zbl 1161.62357
Davidson, Russell; Mackinnon, James G.
30
2007
Implicit alternatives and the local power of test statistics. Zbl 0644.62023
Davidson, Russell; MacKinnon, James G.
28
1987
Small sample properties of alternative forms of the Lagrange multiplier test. Zbl 1273.91362
Davidson, Russel; Mackinnon, James G.
24
1983
Model specification tests based on artificial linear regressions. Zbl 0554.62099
Davidson, Russell; MacKinnon, James G.
24
1984
Sandwich method for finding fixed points. Zbl 0299.65030
Kuhn, H. W.; MacKinnon, J. G.
22
1975
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
22
1983
Bootstrap \(J\) tests of nonnested linear regression models. Zbl 1016.62082
Davidson, Russell; MacKinnon, James G.
17
2002
Model specification tests against non-nested alternatives (with discussion). Zbl 0604.62116
MacKinnon, James G.
16
1983
A new form of the information matrix test. Zbl 0744.62150
Davidson, Russell; MacKinnon, James G.
15
1992
Distributions of error correction tests for cointegration. Zbl 1018.62107
Ericsson, Neil R.; MacKinnon, James G.
13
2002
Asymptotic theory and wild bootstrap inference with clustered errors. Zbl 1452.62902
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, Morten Ørregaard
12
2019
Studies in nonlinear estimation. Zbl 0418.62090
11
1976
Specification tests based on artificial regressions. Zbl 0708.62053
Davidson, Russell; MacKinnon, James G.
11
1990
Fast double bootstrap tests of nonnested linear regression models. Zbl 1049.62074
Davidson, Russell; MacKinnon, James G.
11
2002
Some non-nested hypothesis tests and the relations among them. Zbl 0503.62045
Davidson, Russell; MacKinnon, James G.
11
1982
Wild bootstrap tests for IV regression. Zbl 1198.62035
Davidson, Russell; MacKinnon, James G.
11
2010
Transforming the dependent variable in regression models. Zbl 0711.62104
MacKinnon, James G.; Magee, Lonnie
10
1990
Maximum likelihood estimation of singular equation systems with autoregressive disturbances. Zbl 0431.62076
Beach, Charles M.; MacKinnon, James G.
10
1979
The wild bootstrap for few (treated) clusters. Zbl 07547388
MacKinnon, James G.; Webb, Matthew D.
10
2018
Simulation-based tests that can use any number of simulations. Zbl 1118.62046
Racine, Jeffrey S.; Mackinnon, James G.
9
2007
Bootstrap inference in a linear equation estimated by instrumental variables. Zbl 1154.62018
Davidson, Russell; MacKinnon, James G.
7
2008
Seasonality in regression: An application of smoothness priors. Zbl 0405.62088
Gersovitz, Mark; MacKinnon, James G.
6
1979
Cluster-robust inference: a guide to empirical practice. Zbl 07648714
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew D.
6
2023
Confidence sets based on inverting Anderson-Rubin tests. Zbl 1521.62034
Davidson, Russell; MacKinnon, James G.
5
2014
Randomization inference for difference-in-differences with few treated clusters. Zbl 1464.62226
MacKinnon, James G.; Webb, Matthew D.
5
2020
A simplified version of the differencing test. Zbl 0588.62199
Davidson, Russell; Godfrey, Leslie; MacKinnon, James G.
4
1985
Full maximum likelihood estimation of second-order autoregressive error models. Zbl 0382.62054
Beach, Charles M.; MacKinnon, James G.
3
1978
The effects of the property tax: A general equilibrium simulation. Zbl 0365.90030
Arnott, Richard J.; MacKinnon, James G.
2
1977
Inference via kernel smoothing of bootstrap \(P\) values. Zbl 1445.62088
Racine, Jeffrey S.; MacKinnon, James G.
2
2007
Moments of IV and JIVE estimators. Zbl 1126.62057
Davidson, Russel; MacKinnon, James G.
2
2007
Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017
2
2009
Bootstrap confidence sets with weak instruments. Zbl 1491.62200
Davidson, Russell; MacKinnon, James G.
2
2014
Solving economic general equilibrium models by the sandwich method. Zbl 0429.90016
MacKinnon, James
1
1977
Testing the specification of multivariate models in the presence of alternative hypotheses. Zbl 0541.62108
Davidson, Russell; MacKinnon, James G.
1
1983
Urban general equilibrium models and simplicial search algorithms. Zbl 0285.90021
MacKinnon, James
1
1974
Wild bootstrap and asymptotic inference with multiway clustering. Zbl 07925222
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew D.
1
2021
Cluster-robust inference: a guide to empirical practice. Zbl 07648714
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew D.
6
2023
Wild bootstrap and asymptotic inference with multiway clustering. Zbl 07925222
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, Matthew D.
1
2021
Randomization inference for difference-in-differences with few treated clusters. Zbl 1464.62226
MacKinnon, James G.; Webb, Matthew D.
5
2020
Asymptotic theory and wild bootstrap inference with clustered errors. Zbl 1452.62902
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, Morten Ørregaard
12
2019
The wild bootstrap for few (treated) clusters. Zbl 07547388
MacKinnon, James G.; Webb, Matthew D.
10
2018
Confidence sets based on inverting Anderson-Rubin tests. Zbl 1521.62034
Davidson, Russell; MacKinnon, James G.
5
2014
Bootstrap confidence sets with weak instruments. Zbl 1491.62200
Davidson, Russell; MacKinnon, James G.
2
2014
Wild bootstrap tests for IV regression. Zbl 1198.62035
Davidson, Russell; MacKinnon, James G.
11
2010
Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017
2
2009
Bootstrap inference in a linear equation estimated by instrumental variables. Zbl 1154.62018
Davidson, Russell; MacKinnon, James G.
7
2008
Improving the reliability of bootstrap tests with the fast double bootstrap. Zbl 1161.62357
Davidson, Russell; Mackinnon, James G.
30
2007
Simulation-based tests that can use any number of simulations. Zbl 1118.62046
Racine, Jeffrey S.; Mackinnon, James G.
9
2007
Inference via kernel smoothing of bootstrap \(P\) values. Zbl 1445.62088
Racine, Jeffrey S.; MacKinnon, James G.
2
2007
Moments of IV and JIVE estimators. Zbl 1126.62057
Davidson, Russel; MacKinnon, James G.
2
2007
The power of bootstrap and asymptotic tests. Zbl 1345.62058
Davidson, Russell; MacKinnon, James G.
41
2006
Bootstrap \(J\) tests of nonnested linear regression models. Zbl 1016.62082
Davidson, Russell; MacKinnon, James G.
17
2002
Distributions of error correction tests for cointegration. Zbl 1018.62107
Ericsson, Neil R.; MacKinnon, James G.
13
2002
Fast double bootstrap tests of nonnested linear regression models. Zbl 1049.62074
Davidson, Russell; MacKinnon, James G.
11
2002
Bootstrap tests: How many bootstraps? Zbl 0949.62030
Davidson, Russell; MacKinnon, James G.
64
2000
The size distortion of bootstrap tests. Zbl 0963.62025
Davidson, Russell; MacKinnon, James G.
44
1999
Approximate bias correction in econometrics. Zbl 0961.62111
MacKinnon, James G.; Smith, Anthony A. jun.
66
1998
Estimation and inference in econometrics. Zbl 1009.62596
Davidson, Russell; MacKinnon, James G.
271
1993
A new form of the information matrix test. Zbl 0744.62150
Davidson, Russell; MacKinnon, James G.
15
1992
Specification tests based on artificial regressions. Zbl 0708.62053
Davidson, Russell; MacKinnon, James G.
11
1990
Transforming the dependent variable in regression models. Zbl 0711.62104
MacKinnon, James G.; Magee, Lonnie
10
1990
Implicit alternatives and the local power of test statistics. Zbl 0644.62023
Davidson, Russell; MacKinnon, James G.
28
1987
A simplified version of the differencing test. Zbl 0588.62199
Davidson, Russell; Godfrey, Leslie; MacKinnon, James G.
4
1985
Model specification tests based on artificial linear regressions. Zbl 0554.62099
Davidson, Russell; MacKinnon, James G.
24
1984
Small sample properties of alternative forms of the Lagrange multiplier test. Zbl 1273.91362
Davidson, Russel; Mackinnon, James G.
24
1983
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
22
1983
Model specification tests against non-nested alternatives (with discussion). Zbl 0604.62116
MacKinnon, James G.
16
1983
Testing the specification of multivariate models in the presence of alternative hypotheses. Zbl 0541.62108
Davidson, Russell; MacKinnon, James G.
1
1983
Some non-nested hypothesis tests and the relations among them. Zbl 0503.62045
Davidson, Russell; MacKinnon, James G.
11
1982
Several tests for model specification in the presence of alternative hypotheses. Zbl 0472.62108
Davidson, Russell; MacKinnon, James G.
98
1981
Maximum likelihood estimation of singular equation systems with autoregressive disturbances. Zbl 0431.62076
Beach, Charles M.; MacKinnon, James G.
10
1979
Seasonality in regression: An application of smoothness priors. Zbl 0405.62088
Gersovitz, Mark; MacKinnon, James G.
6
1979
A maximum likelihood procedure for regression with autocorrelated errors. Zbl 0373.62055
Beach, Charles M.; MacKinnon, James G.
51
1978
Full maximum likelihood estimation of second-order autoregressive error models. Zbl 0382.62054
Beach, Charles M.; MacKinnon, James G.
3
1978
The effects of the property tax: A general equilibrium simulation. Zbl 0365.90030
Arnott, Richard J.; MacKinnon, James G.
2
1977
Solving economic general equilibrium models by the sandwich method. Zbl 0429.90016
MacKinnon, James
1
1977
Studies in nonlinear estimation. Zbl 0418.62090
11
1976
Sandwich method for finding fixed points. Zbl 0299.65030
Kuhn, H. W.; MacKinnon, J. G.
22
1975
Urban general equilibrium models and simplicial search algorithms. Zbl 0285.90021
MacKinnon, James
1
1974
all cited Publications top 5 cited Publications
all top 5

Cited by 1,050 Authors

24 Cribari-Neto, Francisco
19 MacKinnon, James G.
15 Davidson, Russell
12 Godfrey, Leslie George
11 Bera, Anil K.
10 Pesaran, M. Hashem
8 Baltagi, Badi H.
8 Cavaliere, Giuseppe
8 Dufour, Jean-Marie
7 Flachaire, Emmanuel
7 McAleer, Michael
6 Doğan, Osman
6 Otsu, Taisuke
6 Rahbek, Anders
6 Sosa-Escudero, Walter
6 Taşpınar, Süleyman
6 Windmeijer, Frank A. G.
6 Yang, Zhenlin
5 Franses, Philip Hans
5 Khalaf, Lynda
5 Kiviet, Jan F.
5 Nielsen, Morten Ørregaard
5 Phillips, Garry D. A.
5 Shang, Han Lin
5 Small, Dylan S.
5 Smith, Richard J.
5 Talman, Dolf
5 Taylor, A. M. Robert
5 Tremayne, Andrew R.
5 Van der Laan, Gerard
5 White, Halbert Lynn jun.
5 Yu, Jun
4 Alpargu, Gülhan
4 Arslan, Olcay
4 Belsley, David A.
4 da Glória A. Lima, Maria
4 Dutilleul, Pierre
4 Giles, David E. A.
4 Güney, Yeşim
4 Hahn, Georg
4 Hounyo, Ulrich
4 Kobayashi, Masahito
4 Kundhi, Gubhinder
4 Lemonte, Artur José
4 Li, Qi
4 Nielsen, Heino Bohn
4 Racine, Jeffrey Scott
4 Rilstone, Paul
4 Sayyareh, Abdolreza
4 Tse, Yiu Kuen
4 Tuaç, Yetkin
4 Webb, Matthew D.
4 Wilcox, Rand R.
3 Ahlgren, Niklas
3 Andrews, Donald Wilfrid Kao
3 Biørn, Erik
3 Brannas, Kurt
3 Chen, Yiting
3 Choi, Hwan-sik
3 Colling, Benjamin
3 Dastoor, Naorayex K.
3 Godwin, Ryan T.
3 Gospodinov, Nikolay
3 Hall, Alastair R.
3 Hausman, Jerry Allen
3 Kang, Hyunseung
3 Kim, Jae-Hean
3 King, Maxwell Leslie
3 Lee, Junsoo
3 Lee, Lung-Fei
3 Li, Dong
3 Liu, Long
3 Magee, Lonnie
3 Marmer, Vadim
3 Maruotti, Antonello
3 Montes-Rojas, Gabriel V.
3 Nagakura, Daisuke
3 Niwitpong, Sa-aat
3 Orme, Chris D.
3 Ouysse, Rachida
3 Parente, Paulo M. D. C.
3 Perron, Benoit
3 Symeonides, Spyridon D.
3 Trognon, Alain
3 Uri, Noel D.
3 Van Keilegom, Ingrid
3 Vasconcellos, Klaus Leite Pinto
3 Wang, Wenjie
3 Wooldridge, Jeffrey M.
2 Aguirre-Torres, Victor
2 Ando, Masakazu
2 Andrade, Dalton F.
2 Antell, Jan
2 Aslam, Muhammad
2 Balcombe, Kelvin G.
2 Bian, Guorui
2 Bilias, Yannis
2 Blasques, Francisco
2 Bollen, Kenneth A.
2 Bond, Stephen D.
...and 950 more Authors
all top 5

Cited in 121 Serials

181 Journal of Econometrics
74 Economics Letters
48 Econometric Reviews
44 Computational Statistics and Data Analysis
33 Communications in Statistics. Simulation and Computation
33 Journal of Statistical Computation and Simulation
31 Communications in Statistics. Theory and Methods
17 Statistical Papers
17 Journal of Applied Statistics
15 Econometric Theory
13 Statistics & Probability Letters
13 The Econometrics Journal
12 Journal of Economic Dynamics & Control
12 Computational Statistics
11 Journal of Statistical Planning and Inference
10 Mathematical Programming
10 Computational Economics
8 European Journal of Operational Research
8 Journal of Econometric Methods
7 Journal of Time Series Analysis
6 Journal of the American Statistical Association
6 Quantitative Economics
5 Studies in Nonlinear Dynamics and Econometrics
5 Journal of Time Series Econometrics
4 Biometrics
4 Journal of Multivariate Analysis
4 Mathematics and Computers in Simulation
4 Statistics
4 Test
4 Quantitative Finance
4 AStA. Advances in Statistical Analysis
4 Statistics and Computing
3 Psychometrika
3 The Annals of Statistics
3 International Statistical Review
3 Journal of Economic Theory
3 Statistica Neerlandica
3 Statistical Science
3 Applied Mathematical Modelling
3 Journal of Systems Science and Complexity
3 Statistical Methods and Applications
2 The Canadian Journal of Statistics
2 Scandinavian Journal of Statistics
2 Applied Mathematics and Computation
2 Journal of Optimization Theory and Applications
2 Metroeconomica
2 Journal of Global Optimization
2 Games and Economic Behavior
2 Mathematical Programming. Series A. Series B
2 Open Economies Review
2 Economic Theory
2 Bernoulli
2 Journal of Nonparametric Statistics
2 Methodology and Computing in Applied Probability
2 Lobachevskii Journal of Mathematics
2 Brazilian Journal of Probability and Statistics
2 Entropy
2 Asia-Pacific Financial Markets
2 Journal of Forecasting
2 Electronic Journal of Statistics
2 The Annals of Applied Statistics
2 Bulletin of Economic Research
2 Statistics in Medicine
1 The American Statistician
1 Computers & Mathematics with Applications
1 Mathematical Biosciences
1 Metrika
1 Physica A
1 Annals of the Institute of Statistical Mathematics
1 British Journal of Mathematical & Statistical Psychology
1 Computing
1 Econometrica
1 Journal of Environmental Economics and Management
1 Journal of Mathematical Psychology
1 Metron
1 Journal of the Japan Statistical Society
1 Social Choice and Welfare
1 Journal of Economics
1 Computers & Operations Research
1 Mathematical and Computer Modelling
1 Journal of Risk and Uncertainty
1 Applications of Mathematics
1 Automation and Remote Control
1 Linear Algebra and its Applications
1 Statistische Hefte
1 Monte Carlo Methods and Applications
1 Boletín de la Sociedad Matemática Mexicana. Third Series
1 INFORMS Journal on Computing
1 Journal of Vibration and Control
1 Mathematical Finance
1 Soft Computing
1 Journal of Inequalities and Applications
1 Australian & New Zealand Journal of Statistics
1 Data Mining and Knowledge Discovery
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 International Journal of Theoretical and Applied Finance
1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics
1 Statistical Inference for Stochastic Processes
1 Experimental Economics
1 RAIRO. Operations Research
...and 21 more Serials
all top 5

Cited in 25 Fields

681 Statistics (62-XX)
174 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
116 Numerical analysis (65-XX)
30 Operations research, mathematical programming (90-XX)
21 Probability theory and stochastic processes (60-XX)
7 Computer science (68-XX)
7 Biology and other natural sciences (92-XX)
5 Linear and multilinear algebra; matrix theory (15-XX)
5 General topology (54-XX)
5 Systems theory; control (93-XX)
4 General and overarching topics; collections (00-XX)
3 Information and communication theory, circuits (94-XX)
2 History and biography (01-XX)
2 Dynamical systems and ergodic theory (37-XX)
2 Operator theory (47-XX)
2 Convex and discrete geometry (52-XX)
2 Algebraic topology (55-XX)
1 Field theory and polynomials (12-XX)
1 Real functions (26-XX)
1 Partial differential equations (35-XX)
1 Integral equations (45-XX)
1 Functional analysis (46-XX)
1 Quantum theory (81-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Geophysics (86-XX)

Citations by Year