Access Statistics for James MacKinnon

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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 1 1 4 89
A New Form of the Information Matrix Test 0 0 0 0 0 2 4 535
A Simple Technique for Computing Optimal Tax Equilibria 0 0 0 0 0 0 1 94
A Simplified Version of a Differencing Specification Test 0 0 0 0 0 1 2 137
A Technique for the Solution of Spatial Equilibrium Models 0 0 0 0 1 1 6 263
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances 0 0 0 1 1 4 6 168
An Algorithm for the Generalized Transportation Problem 0 0 0 2 0 0 2 1,662
Applications Of The Fast Double Bootstrap 1 1 2 296 2 3 7 852
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 1 2 10 975 3 13 37 2,222
Approximate Bias Correction In Econometrics 0 0 0 437 4 4 4 1,540
Approximate Bias Correction in Econometrics 0 0 0 1 1 1 5 928
Approximate Bias Correction in Econometrics 0 0 0 1 3 4 7 382
Are Price Equations Really Money Demand Equations on their Heads? 0 0 0 0 0 0 0 325
Artificial Regressions 0 0 0 0 1 1 4 401
Artificial Regressions 0 1 3 363 0 2 11 1,025
Artificial Regressions 0 0 0 49 1 3 4 204
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 0 0 5 279 7 9 21 549
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 0 0 0 13 2 4 8 76
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 33 2 3 5 227
Bootstrap And Asymptotic Inference With Multiway Clustering 1 1 3 240 1 8 18 482
Bootstrap Confidence Sets With Weak Instruments 0 0 1 206 3 5 10 588
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 0 0 1 28
Bootstrap Hypothesis Testing 0 0 2 1,902 5 9 19 4,654
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 261 1 2 3 915
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 150 1 6 9 610
Bootstrap Methods In Econometrics 1 1 1 1,613 2 5 14 3,257
Bootstrap Testing How Many Bootstraps 0 0 0 0 0 3 4 21
Bootstrap Testing in Nonlinear Models 0 0 0 2 0 0 2 813
Bootstrap Testing in Nonlinear Models 0 0 1 9 0 1 2 43
Bootstrap Tests For Overidentification In Linear Regression Models 0 0 1 148 1 4 8 402
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 1 1 1 2 22
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 1 2 4 787
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 3 2 3 9 34
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 1 2 4 964
Bootstrap Tests: How Many Bootstraps? 1 1 2 1,067 2 8 13 2,904
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 25 0 2 2 93
Cluster-Robust Inference: A Guide to Empirical Practice 2 5 24 444 10 21 76 882
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 2 23 2 10 16 73
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 0 13 4 10 13 42
Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models 0 1 2 5 2 4 10 17
Cluster-robust jackknife and bootstrap inference for logistic regression models 2 4 12 26 9 15 37 65
Cluster–robust inference: A guide to empirical practice 0 0 2 21 6 10 20 93
Computing Numerical Distribution Functions In Econometrics 0 0 0 298 1 1 4 1,000
Confidence Sets Based On Inverting Anderson-rubin Tests 1 1 2 168 1 7 13 683
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 0 1 1 26
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 0 0 1 5 378
Convenient Specification Tests for Logit and Probit Models 0 0 0 722 2 4 5 1,680
Critical Values For Cointegration Tests 20 59 284 7,630 104 270 939 20,093
Disequilibrium Estimation of the Demand for Copper 0 0 0 0 0 0 1 184
Distributions of Error Correction Tests for Cointegration 0 0 0 543 1 3 5 1,117
Distributions of error correction tests for cointegration 0 0 0 417 1 2 4 1,298
Double-Length Artificial Regressions 0 0 0 1 1 2 4 24
Double-Length Artificial Regressions 0 0 0 66 2 3 5 230
Fast And Wild: Bootstrap Inference In Stata Using Boottest 4 15 58 1,069 25 76 251 3,351
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 0 0 5 2 3 5 29
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 2 2 11 137 6 7 27 263
Fast and Wild: Bootstrap Inference in Stata Using boottest 1 2 3 47 3 9 16 219
Fast cluster bootstrap methods for linear regression models 0 0 1 82 2 5 11 134
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 0 0 3 384
General Equilibrium with Taxes 0 0 0 1 0 1 1 225
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 440 4 6 8 1,080
Heteroskedastcity-robust tests in regressions directions 0 0 0 0 1 1 1 123
Heteroskedasticity-Robust Tests in Regression Directions 0 0 0 160 0 1 1 668
Heteroskedasticity-robust tests for structural change 0 0 0 331 1 4 5 1,127
How cluster-robust inference is changing applied econometrics 0 0 5 373 5 9 24 858
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 1 2 5 1,001
Implicit alternatives and the local power of test statistics 0 0 0 0 1 1 6 129
Improving The Reliability Of Bootstrap Tests 0 0 0 78 1 2 2 261
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 0 0 0 286 6 10 12 793
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 6 43 3 5 18 177
Inference Via Kernel Smoothing Of Bootstrap P Values 0 0 0 284 1 2 2 869
Inference With Large Clustered Datasets 0 0 1 107 0 0 7 203
Inflation and the Saving Rate 0 0 0 0 1 1 5 262
Inflation and the Savings Rate 0 1 1 522 2 3 3 1,978
Jackknife Inference with Two-Way Clustering 0 1 1 8 0 3 7 26
Jackknife inference with two-way clustering 4 8 23 39 8 15 48 79
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 2 74 1 2 10 146
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 0 20 0 4 5 51
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 1 2 3 121
Market and Shadow Land Rents with Congestion 0 0 0 1 1 1 2 155
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 0 1 1 3 263
Measuring the Costs of Height Restrictions with a General Equilibrium Model 0 0 0 1 3 5 6 316
Model Specification Tests Against Non-Nested Alternatives 0 0 0 189 3 7 8 651
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 3 0 1 3 24
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 1 1 2 175
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 2 4 4 210
Modelling a Market Which is Sometimes in Disequilibrium 0 0 0 0 0 0 1 72
Moments Of Iv And Jive Estimators 0 0 0 135 2 4 4 477
Moments of IV and JIVE estimators 0 0 0 20 0 0 1 79
Monetary Anticipations and the Demand for Money 0 0 0 0 1 1 2 96
Numerical Distribution Functions For Unit Root And Cointegration Tests 2 3 9 876 6 9 30 1,834
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 0 0 6 501 0 1 11 953
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 5 6 11 1,597
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 378 1 5 14 1,448
Numerical distribution functions of fractional unit root and cointegration tests 0 0 0 58 0 1 2 135
On the Role of Jacobian Terms in Maximum Likelihood Estimation 0 0 0 318 0 1 2 974
Pitfalls When Estimating Treatment Effects Using Clustered Data 1 2 4 137 3 6 13 296
Randomization Inference For Difference-in-differences With Few Treated Clusters 0 2 27 866 18 57 374 6,084
Randomization Inference for Difference-in-Differences with Few Treated Clusters 0 0 1 38 1 7 16 148
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 0 0 9 0 2 2 1,033
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 0 1 94 0 1 3 1,006
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 1 1 2 73
Seasonality in Regression: An Application of Smoothness Priors 0 0 1 113 1 2 4 620
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 3 7 10 1,048
Several Tests for Model Specification in the Presence of Alternative Hypotheses 1 1 2 31 2 5 11 122
Simulation-based Tests That Can Use Any Number Of Simulations 0 0 0 193 2 2 4 619
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test 0 0 0 1 2 2 2 415
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 2 3 167
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 0 0 2 483 6 12 21 1,432
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 1 2 2 286
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 2 0 2 3 47
Specification Tests Based on Artificial Regressions 0 0 1 151 2 2 3 381
THE CASE AGAINST JIVE 0 0 0 23 2 4 4 113
Testing for Consistency Using Artificial Regressions 0 0 0 2 7 9 10 35
Testing for Consistency using Artificial Regressions 0 0 0 149 4 5 7 567
Testing for the Transformation of the Dependent Variable 0 0 0 0 0 0 3 434
Testing for the appropriate level of clustering in linear regression models 0 0 0 19 2 3 7 41
Testing for the appropriate level of clustering in linear regression models 1 1 6 386 5 6 21 835
Testing the Specification of Econometric Models in Regression and Non-Regression Directions 0 0 0 45 0 1 1 225
Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results 0 0 0 0 3 3 4 248
The Case Against Jive 0 1 1 84 1 5 7 392
The Effects of Urban Transportation Changes: A General Equilibrium Simulation 0 0 0 0 1 1 2 331
The Effects of the Property Tax: A General Equilibrium Simulation 0 0 0 1 0 2 7 476
The Existence and Computation of Equilibria with Increasing Returns and Externalities 0 0 0 0 0 1 1 66
The Power Of Bootstrap And Asymptotic Tests 0 0 1 605 1 2 4 1,671
The Power of Bootstrap Tests 0 0 0 8 3 3 3 26
The Size And Power Of Bootstrap Tests 0 0 0 203 1 1 4 1,053
The Size Distorsion of Bootstrap Tests 0 0 0 0 0 2 4 952
The Size Distortion of Bootstrap Tests 0 0 0 2 1 3 5 29
The Size and Power of Bootstrap Tests 0 0 0 0 1 3 5 1,167
The Size and Power of Bootstrap Tests 0 0 0 1 0 0 2 1,171
The Subcluster Wild Bootstrap for Few (Treated) Clusters 0 0 1 17 1 4 7 71
The Wild Bootstrap For Few (treated) Clusters 0 0 1 155 8 9 18 313
The interpretation of test statistics 0 0 0 0 0 0 1 140
The multiway cluster wild bootstrap 0 1 2 65 2 3 7 122
Thirty Years Of Heteroskedasticity-robust Inference 0 0 3 556 29 62 103 1,125
Using Large Samples in Econometrics 0 1 10 139 3 7 24 185
Validity Of Wild Bootstrap Inference With Clustered Errors 0 0 0 115 3 4 5 199
WILD BOOTSTRAP TESTS FOR IV REGRESSION 0 0 0 27 0 2 2 129
When and How to Deal with Clustered Errors in Regression Models 2 4 11 218 3 11 37 453
When can we trust cluster-robust inference? 0 9 9 9 1 17 17 17
Wild Bootstrap Inference For Wildly Different Cluster Sizes 0 0 3 400 2 7 21 979
Wild Bootstrap Randomization Inference For Few Treated Clusters 0 0 4 200 3 5 15 363
Wild Bootstrap Tests For Iv Regression 0 0 1 415 3 8 13 1,148
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 1 21 1 2 6 59
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 1 2 6 167 8 13 20 366
Wild Cluster Bootstrap Confidence Intervals 0 0 0 197 0 7 10 478
Wild bootstrap tests for IV regression 0 0 0 47 0 2 4 149
Total Working Papers 49 133 585 31,461 438 1,032 2,896 110,102
38 registered items for which data could not be found

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 0 0 1 313 2 4 8 884
A New Form of the Information Matrix Test 0 0 0 99 1 3 4 583
A Simplified Version of the Differencing Test 0 0 0 25 1 1 3 197
A Specification Test for Models Estimated by GLS 0 0 0 38 0 0 2 151
An algorithm for the generalized transportation problem 0 0 0 181 0 1 2 429
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests 0 0 0 0 6 11 50 1,946
Approximate bias correction in econometrics 0 0 0 211 0 1 4 696
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 0 82 0 0 3 271
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 1 1 102
Asymptotic theory and wild bootstrap inference with clustered errors 0 2 6 50 3 9 27 157
Bootstrap Confidence Sets with Weak Instruments 0 0 1 17 0 1 10 87
Bootstrap J tests of nonnested linear regression models 0 0 0 181 1 1 5 607
Bootstrap Methods in Econometrics 0 0 0 354 0 6 15 803
Bootstrap Testing in Nonlinear Models 0 0 0 98 4 6 16 1,023
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 48 2 2 4 206
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 2 10 12 367
Bootstrap inference in econometrics 0 0 0 3 2 5 7 24
Bootstrap inference in econometrics 0 0 2 561 4 6 11 1,279
Bootstrap tests: how many bootstraps? 0 0 7 233 1 4 25 643
Cluster-robust inference: A guide to empirical practice 1 1 9 45 7 16 56 157
Computing equilibria with increasing returns 0 0 0 6 0 0 0 32
Computing optimal tax equilibria 0 0 0 16 1 2 3 58
Confidence sets based on inverting Anderson–Rubin tests 0 0 0 14 0 1 1 60
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 1 36 1 3 5 366
Convenient singularities and maximum likelihood estimation 0 0 0 10 1 1 1 54
Convenient specification tests for logit and probit models 0 0 2 290 3 7 23 732
Disequilibrium Estimation of the Demand for Copper 0 0 0 78 1 1 2 537
Distributions of error correction tests for cointegration 0 0 0 368 2 2 11 1,278
Double Length Artificial Regressions 0 0 0 0 1 3 10 194
Efficient estimation of tail-area probabilities in sampling experiments 0 0 0 40 1 2 3 235
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables 0 0 0 157 0 0 1 676
European Monetary Union: a cointegration analysis 0 0 1 122 2 2 4 502
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS 0 0 0 134 3 3 5 692
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference 1 2 5 12 5 6 14 46
Fast and wild: Bootstrap inference in Stata using boottest 1 5 22 164 19 48 105 627
Fast cluster bootstrap methods for linear regression models 0 0 0 2 2 4 8 16
Full maximum likelihood estimation of second- order autoregressive error models 0 0 3 132 1 2 8 433
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 5 7 13 1,222
Heteroskedasticity-Robust Tests for Structural Change 0 0 0 0 1 4 7 541
How cluster-robust inference is changing applied econometrics 0 0 1 22 0 4 7 101
How cluster‐robust inference is changing applied econometrics 0 0 0 10 1 5 10 46
Implicit Alternatives and the Local Power of Test Statistics 1 1 1 199 2 3 3 973
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 0 89 1 3 5 341
Inference via kernel smoothing of bootstrap P values 0 0 0 65 2 2 3 246
Inference with Large Clustered Datasets 0 0 0 3 0 2 3 40
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust 0 0 2 12 1 4 14 41
Market and Shadow Land Rents with Congestion 0 0 0 52 2 3 3 537
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 48 0 0 0 173
Measuring the costs of height restrictions with a general equilibrium model 0 0 0 112 0 2 4 259
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 103 4 6 8 357
Model Specification Tests and Artificial Regressions 0 0 0 125 1 3 5 454
Moments of IV and JIVE estimators 0 0 0 46 0 1 1 309
Monetary anticipations and the demand for money 0 0 0 10 0 2 3 51
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS 0 0 6 99 2 4 14 231
Notes on the New Urban Economics 0 0 0 219 1 1 4 881
Numerical Distribution Functions for Unit Root and Cointegration Tests 3 6 19 1,698 8 17 54 4,483
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 1 5 826 5 13 31 2,959
On a simple procedure for testing non-nested regression models 0 0 1 10 1 1 3 51
Randomization inference for difference-in-differences with few treated clusters 1 3 10 48 6 13 47 202
Regression-based methods for using control variates in Monte Carlo experiments 0 0 0 87 2 6 9 268
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' 0 0 0 37 0 0 1 173
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’ 0 0 0 0 0 0 1 2
Several Tests for Model Specification in the Presence of Alternative Hypotheses 1 1 4 600 5 13 20 1,510
Small sample properties of alternative forms of the Lagrange Multiplier test 0 0 1 62 0 1 4 191
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 1 1 81 0 6 13 236
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 2 12 28 657 13 70 135 1,823
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 1 1 101 0 2 3 435
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 0 0 0 107 0 1 1 487
Testing for Consistency using Artificial Regressions 0 0 0 28 0 0 3 172
Testing for the appropriate level of clustering in linear regression models 1 1 5 14 4 5 23 54
Testing the specification of multivariate models in the presence of alternative hypotheses 0 0 0 29 0 2 3 92
Tests for model specification in the presence of alternative hypotheses: Some further results 0 0 0 278 2 5 12 647
The Interpretation of Test Statistics 0 0 0 42 1 1 4 706
The Linux Operating System: Debian GNU/Linux 0 0 1 110 1 1 6 532
The case against JIVE 0 0 1 81 0 3 7 342
The case against JIVE 0 0 0 2 1 2 4 10
The effects of the property tax: A general equilibrium simulation 1 3 3 122 1 4 7 261
The effects of urban transportation changes: A general equilibrium simulation 0 0 2 55 0 0 4 196
The fourth special issue on Computational Econometrics 0 0 0 33 0 1 4 123
The power of bootstrap and asymptotic tests 0 1 1 179 1 4 9 496
The welfare implications of spatial interdependence: An extension of Wheaton's "optimal distribution of income among cities" 0 0 0 16 0 0 0 91
The wild bootstrap for few (treated) clusters 0 0 3 13 3 6 14 83
Transforming the Dependent Variable in Regression Models 0 2 7 499 1 7 21 1,341
Une nouvelle forme du test de la matrice d'information 0 0 0 2 1 2 2 17
Urban general equilibrium models and simplicial search algorithms 0 0 0 11 0 0 1 59
Using large samples in econometrics 0 0 0 2 1 2 4 13
WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS 0 1 2 20 0 4 7 114
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 0 0 1 304
Wild Bootstrap Inference for Wildly Different Cluster Sizes 3 3 9 59 7 16 41 259
Wild Bootstrap Tests for IV Regression 0 1 1 127 1 4 13 372
Wild Bootstrap and Asymptotic Inference With Multiway Clustering 0 2 5 22 9 14 25 89
Wild cluster bootstrap confidence intervals 0 0 1 5 2 5 10 16
Total Journal Articles 16 50 181 11,511 178 462 1,123 43,162

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation and Inference in Econometrics 0 0 0 0 15 27 95 11,771
Total Books 0 0 0 0 15 27 95 11,771

Chapter File Downloads Abstract Views
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Wild Bootstrap Randomization Inference for Few Treated Clusters 0 0 3 15 1 4 9 46
Total Chapters 0 0 3 15 1 4 9 46

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
LOGITJACK: Stata module to provide cluster robust inference for logit models 1 1 4 11 1 8 25 74
SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator 0 0 8 44 3 9 29 205
Total Software Items 1 1 12 55 4 17 54 279

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Statistics updated 2025-12-06