Access Statistics for James MacKinnon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Differencing Specification Test for Models with Serially Correlated Errors 0 0 0 0 0 3 12 29
A New Form of the Information Matrix Test 0 0 0 0 6 22 68 121
A Simple Technique for Computing Optimal Tax Equilibria 0 0 0 0 0 4 10 31
A Simplified Version of a Differencing Specification Test 0 0 0 0 0 4 19 38
A Technique for the Solution of Spatial Equilibrium Models 0 0 0 0 1 4 21 46
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances 0 0 1 1 0 0 12 40
An Algorithm for the Generalized Transportation Problem 0 0 2 2 22 46 155 269
Applications of the Fast Double Bootstrap 1 5 19 85 4 14 59 205
Approximate Asymptotic Distribution Functions for Unit Root and Cointegration Tests 6 35 143 296 13 55 238 884
Approximate Bias Correction in Econometrics 7 22 75 158 26 73 254 484
Approximate Bias Correction in Econometrics 0 0 1 1 6 7 25 260
Approximate Bias Correction in Econometrics 0 0 1 1 2 5 23 766
Are Price Equations Really Money Demand Equations on their Heads? 0 0 0 0 5 11 48 110
Artificial Regressions 0 0 0 0 2 2 18 314
Artificial Regressions 0 1 7 16 1 5 29 66
Artificial Regressions 6 16 70 146 14 45 174 354
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 1 2 4 26 4 10 35 88
Bootstrap Hypothesis Testing 25 67 321 321 55 151 518 520
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables 7 17 28 28 13 31 43 43
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables 1 8 47 172 17 55 209 571
Bootstrap Methods in Econometrics 11 42 208 628 26 77 323 950
Bootstrap Testing in Nonlinear Models 1 15 78 368 14 49 202 879
Bootstrap Testing in Nonlinear Models 0 0 2 2 2 7 45 682
Bootstrap Tests of Nonnested Linear Regression Models 1 8 47 100 11 38 165 369
Bootstrap Tests of Nonnested Linear Regression Models 0 0 2 2 1 5 20 849
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 1 3 19 661
Bootstrap Tests: How Many Bootstraps? 3 7 21 37 8 18 67 124
Bootstrap Tests: How Many Bootstraps? 11 25 111 239 26 61 241 511
Computing Numerical Distribution Functions in Econometrics 3 13 47 114 13 44 165 380
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 0 3 10 44 93
Convenient Specification Tests for Logit and Probit Models 9 32 105 217 17 57 198 449
Critical Values for Cointegration Tests 51 229 703 2,450 72 326 1,030 3,964
Disequilibrium Estimation of the Demand for Copper 0 0 0 0 0 1 16 42
Distributions of Error Correction Tests for Cointegration 2 11 29 347 3 21 98 648
Distributions of error correction tests for cointegration 4 10 32 287 8 24 70 809
Double-Length Artificial Regressions 2 3 10 27 6 13 37 85
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 5 9 57 111
General Equilibrium with Taxes 0 0 0 0 1 7 19 40
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 8 18 71 160 11 32 131 338
Heteroskedasticity-Robust Tests in Regression Directions 2 5 24 53 9 18 70 151
Heteroskedasticity-robust tests for structural change 1 14 43 68 11 43 110 207
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 6 20 84 165
Improving the Reliability of Bootstrap Tests 0 1 6 22 0 5 31 80
Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap 3 15 58 157 9 34 122 333
Inference via kernel smoothing of bootstrap P values 7 18 63 145 20 58 183 398
Inflation and the Saving Rate 0 0 0 0 5 9 30 68
Inflation and the Savings Rate 6 16 35 48 8 31 80 136
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 6 17 1 2 17 40
Market and Shadow Land Rents with Congestion 0 0 1 1 5 9 27 60
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 0 2 4 33 61
Measuring the Costs of Height Restrictions with a General Equilibrium Model 0 0 1 1 11 19 56 111
Model Specification Tests Against Non-Nested Alternatives 6 15 33 62 9 20 60 125
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 1 2 9 30 51
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 1 3 6 32 57
Modelling a Market Which is Sometimes in Disequilibrium 0 0 0 0 0 2 8 20
Moments of IV and JIVE Estimators 3 9 31 79 10 27 90 207
Monetary Anticipations and the Demand for Money 0 0 0 0 0 1 14 33
Numerical Distribution Functions for Unit Root and Cointegration Tests 10 28 134 296 18 55 240 538
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 2 2 8 18 57 1,084
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 6 14 64 153 24 51 227 682
On the Role of Jacobian Terms in Maximum Likelihood Estimation 5 13 51 80 7 23 95 174
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 2 14 26 1 9 46 760
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 0 10 33
Seasonality in Regression: An Application of Smoothness Priors 3 12 22 36 10 34 74 137
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 5 10 64 152
Simulation-based Tests that Can Use Any Number of Simulations 2 9 33 105 11 25 85 264
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test 0 0 1 1 7 16 55 121
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 0 13 47
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 4 12 51 105 13 36 140 291
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 3 8 39 96
Specification Tests Based on Artificial Regressions 3 8 24 44 4 11 53 101
THE CASE AGAINST JIVE 0 1 3 12 2 8 23 44
Testing for Consistency using Artificial Regressions 1 5 30 55 10 21 76 155
Testing for the Transformation of the Dependent Variable 0 0 0 0 6 20 87 180
Testing the Specification of Econometric Models in Regression and Non-Regression Directions 2 5 15 23 5 12 52 100
Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results 0 0 0 0 3 4 19 55
The Case Against JIVE 1 5 18 50 2 14 56 170
The Effects of Urban Transportation Changes: A General Equilibrium Simulation 0 0 0 0 4 15 60 99
The Effects of the Property Tax: A General Equilibrium Simulation 0 0 1 1 4 16 66 116
The Existence and Computation of Equilibria with Increasing Returns and Externalities 0 0 0 0 0 0 8 22
The Power of Bootstrap Tests 3 5 20 253 5 9 42 784
The Power of Bootstrap and Asymptotic Tests 5 16 88 245 15 52 219 575
The Size Distorsion of Bootstrap Tests 0 0 0 0 3 10 25 837
The Size Distortion of Bootstrap Tests 3 10 57 238 19 53 194 746
The Size and Power of Bootstrap Tests 0 0 0 0 5 12 42 999
The Size and Power of Bootstrap Tests 4 7 16 44 4 10 33 541
The Size and Power of Bootstrap Tests 0 0 1 1 4 8 27 1,041
WILD BOOTSTRAP TESTS FOR IV REGRESSION 1 2 3 3 2 3 7 7
Wild Bootstrap Tests for IV Regression 5 18 82 82 13 43 156 156
Total Working Papers 246 851 3,218 8,741 747 2,272 8,384 30,633

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Maximum Likelihood Procedure for Regression with Autocorrelated Errors 1 7 27 140 3 14 73 448
A New Form of the Information Matrix Test 3 4 13 66 4 10 44 371
A Simplified Version of the Differencing Test 0 0 1 11 0 1 6 143
A Specification Test for Models Estimated by GLS 0 1 3 27 0 4 17 102
An algorithm for the generalized transportation problem 4 7 26 46 11 25 83 127
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests 0 0 0 0 11 51 194 919
Approximate bias correction in econometrics 0 8 26 90 7 23 77 295
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 1 54 1 2 14 191
Artificial regressions and C ([alpha]) tests 1 2 4 15 1 2 10 49
Bootstrap J tests of nonnested linear regression models 1 4 19 77 5 17 68 260
Bootstrap Methods in Econometrics 4 10 33 70 8 16 66 128
Bootstrap Testing in Nonlinear Models 0 0 1 98 9 29 99 610
Bootstrap inference in econometrics 9 31 88 324 20 60 177 701
Bootstrap tests: how many bootstraps? 1 2 15 15 9 18 47 47
Computing equilibria with increasing returns 0 0 0 1 0 0 8 14
Computing optimal tax equilibria 0 0 2 5 1 2 7 14
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 2 2 2 0 7 15 277
Convenient singularities and maximum likelihood estimation 0 1 2 2 0 1 7 13
Convenient specification tests for logit and probit models 1 6 35 66 4 12 61 127
Disequilibrium Estimation of the Demand for Copper 3 3 7 42 7 8 28 378
Distributions of error correction tests for cointegration 1 8 50 179 14 44 160 601
Double Length Artificial Regressions 0 0 0 0 3 4 15 104
Efficient estimation of tail-area probabilities in sampling experiments 0 0 2 7 0 4 19 35
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables 2 7 27 38 5 27 111 162
European Monetary Union: a cointegration analysis 0 3 10 46 3 15 57 200
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS 2 4 20 52 18 46 129 303
Full maximum likelihood estimation of second- order autoregressive error models 3 4 16 27 8 14 44 72
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 19 48 156 635
Heteroskedasticity-Robust Tests for Structural Change 0 0 0 0 4 15 50 375
Implicit Alternatives and the Local Power of Test Statistics 0 4 14 81 4 15 47 643
Improving the reliability of bootstrap tests with the fast double bootstrap 0 4 12 16 2 7 46 55
Inference via kernel smoothing of bootstrap P values 1 3 8 8 1 4 21 21
Inflation and the Savings Rate 0 0 0 5 0 6 21 114
Market and Shadow Land Rents with Congestion 0 1 4 25 4 10 28 271
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 2 5 13 0 3 15 68
Measuring the costs of height restrictions with a general equilibrium model 2 3 11 28 4 7 27 54
Model Specification Tests Based on Artificial Linear Regressions 1 2 11 51 2 3 23 199
Model Specification Tests and Artificial Regressions 1 2 7 84 3 4 25 253
Model specification tests against non-nested alternatives 1 2 4 4 1 3 11 11
Moments of IV and JIVE estimators 1 4 12 12 4 13 39 39
Monetary anticipations and the demand for money 0 0 2 3 0 0 9 12
Notes on the New Urban Economics 4 5 15 79 8 16 53 406
Numerical Distribution Functions for Unit Root and Cointegration Tests 9 37 142 664 26 78 272 1,573
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 3 13 51 245 9 33 143 883
On a simple procedure for testing non-nested regression models 0 2 2 4 1 3 9 18
Regression-based methods for using control variates in Monte Carlo experiments 1 2 6 28 2 5 19 92
Reply 0 0 0 0 0 1 5 5
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' 1 2 5 12 6 10 47 82
Several Tests for Model Specification in the Presence of Alternative Hypotheses 3 4 22 200 5 9 50 543
Small sample properties of alternative forms of the Lagrange Multiplier test 1 2 9 19 2 5 27 54
Some Non-Nested Hypothesis Tests and the Relations among Them 2 5 12 40 3 6 19 104
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 2 8 42 72 6 19 99 168
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 5 9 16 0 7 23 38
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 0 4 5 5 3 16 41 247
Testing the specification of multivariate models in the presence of alternative hypotheses 0 1 3 9 0 1 11 24
Tests for model specification in the presence of alternative hypotheses: Some further results 2 8 23 53 3 12 47 101
The Interpretation of Test Statistics 2 4 5 5 3 13 60 509
The Linux Operating System: Debian GNU/Linux 1 2 6 79 4 9 32 378
The case against JIVE 1 4 11 21 7 16 65 108
The effects of the property tax: A general equilibrium simulation 0 3 15 28 0 6 37 65
The effects of urban transportation changes: A general equilibrium simulation 0 0 1 7 1 6 22 57
The power of bootstrap and asymptotic tests 0 3 14 35 3 6 42 100
The welfare implications of spatial interdependence: An extension of Wheaton's "optimal distribution of income among cities" 0 0 0 3 0 3 18 35
Transforming the Dependent Variable in Regression Models 4 11 31 101 6 24 91 311
Urban general equilibrium models and simplicial search algorithms 1 2 3 4 1 2 9 15
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 2 2 2 2 8 21 215
Total Journal Articles 80 270 954 3,561 301 908 3,416 15,572

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Statistics updated 2008-07-03