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