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 0 0 3 88
A New Form of the Information Matrix Test 0 0 0 0 0 0 2 533
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 1 136
A Technique for the Solution of Spatial Equilibrium Models 0 0 0 0 0 1 7 262
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances 0 0 0 1 0 0 2 164
An Algorithm for the Generalized Transportation Problem 0 0 0 2 0 2 2 1,662
Applications Of The Fast Double Bootstrap 0 0 1 295 0 1 5 849
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 2 10 973 0 3 28 2,209
Approximate Bias Correction In Econometrics 0 0 0 437 0 0 0 1,536
Approximate Bias Correction in Econometrics 0 0 0 1 0 1 4 927
Approximate Bias Correction in Econometrics 0 0 0 1 0 0 3 378
Are Price Equations Really Money Demand Equations on their Heads? 0 0 0 0 0 0 2 325
Artificial Regressions 0 0 0 0 0 0 3 400
Artificial Regressions 0 0 4 362 0 1 11 1,023
Artificial Regressions 0 0 0 49 0 0 1 201
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 0 0 8 279 2 4 22 542
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 0 0 0 13 0 1 4 72
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 33 0 0 2 224
Bootstrap And Asymptotic Inference With Multiway Clustering 0 1 2 239 1 2 12 475
Bootstrap Confidence Sets With Weak Instruments 0 0 1 206 0 1 5 583
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 0 1 1 28
Bootstrap Hypothesis Testing 0 0 3 1,902 2 2 13 4,647
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 150 0 1 3 604
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 261 0 0 1 913
Bootstrap Methods In Econometrics 0 0 0 1,612 0 0 12 3,252
Bootstrap Testing How Many Bootstraps 0 0 0 0 2 3 3 20
Bootstrap Testing in Nonlinear Models 0 0 0 2 0 0 2 813
Bootstrap Testing in Nonlinear Models 0 0 1 9 0 0 1 42
Bootstrap Tests For Overidentification In Linear Regression Models 0 0 1 148 1 1 5 399
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 1 0 1 1 21
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 0 0 2 785
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 0 2 2 962
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 3 1 3 7 32
Bootstrap Tests: How Many Bootstraps? 0 0 2 1,066 0 0 7 2,896
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 25 1 1 2 92
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 0 13 1 2 4 33
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 3 23 1 3 9 64
Cluster-Robust Inference: A Guide to Empirical Practice 1 5 31 440 2 11 74 863
Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models 0 0 2 4 0 2 8 13
Cluster-robust jackknife and bootstrap inference for logistic regression models 0 2 11 22 2 9 27 52
Cluster–robust inference: A guide to empirical practice 0 0 2 21 0 2 13 83
Computing Numerical Distribution Functions In Econometrics 0 0 0 298 0 1 3 999
Confidence Sets Based On Inverting Anderson-rubin Tests 0 0 2 167 0 1 7 676
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 1 1 2 26
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 0 1 2 5 378
Convenient Specification Tests for Logit and Probit Models 0 0 0 722 0 0 1 1,676
Critical Values For Cointegration Tests 19 64 326 7,590 67 183 930 19,890
Disequilibrium Estimation of the Demand for Copper 0 0 0 0 0 1 1 184
Distributions of Error Correction Tests for Cointegration 0 0 0 543 0 1 2 1,114
Distributions of error correction tests for cointegration 0 0 0 417 1 1 3 1,297
Double-Length Artificial Regressions 0 0 0 1 1 2 3 23
Double-Length Artificial Regressions 0 0 0 66 0 1 2 227
Fast And Wild: Bootstrap Inference In Stata Using Boottest 7 18 60 1,061 25 71 240 3,300
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 1 12 135 1 2 28 257
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 0 0 5 1 2 3 27
Fast and Wild: Bootstrap Inference in Stata Using boottest 1 1 2 46 1 6 8 211
Fast cluster bootstrap methods for linear regression models 0 0 4 82 1 1 12 130
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 0 0 4 384
General Equilibrium with Taxes 0 0 0 1 0 0 0 224
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 2 440 0 1 4 1,074
Heteroskedastcity-robust tests in regressions directions 0 0 0 0 0 0 0 122
Heteroskedasticity-Robust Tests in Regression Directions 0 0 0 160 0 0 1 667
Heteroskedasticity-robust tests for structural change 0 0 0 331 0 1 1 1,123
How cluster-robust inference is changing applied econometrics 0 0 5 373 0 0 18 849
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 0 1 3 999
Implicit alternatives and the local power of test statistics 0 0 0 0 0 1 5 128
Improving The Reliability Of Bootstrap Tests 0 0 0 78 0 0 1 259
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 0 0 0 286 0 1 2 783
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 6 43 0 3 16 172
Inference Via Kernel Smoothing Of Bootstrap P Values 0 0 0 284 0 0 0 867
Inference With Large Clustered Datasets 0 0 2 107 0 1 10 203
Inflation and the Saving Rate 0 0 0 0 0 1 4 261
Inflation and the Savings Rate 1 1 1 522 1 1 1 1,976
Jackknife Inference with Two-Way Clustering 1 1 1 8 1 1 6 24
Jackknife inference with two-way clustering 2 6 24 33 4 10 45 68
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 3 74 0 0 10 144
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 0 20 0 1 1 47
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 0 0 1 119
Market and Shadow Land Rents with Congestion 0 0 0 1 0 0 1 154
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 0 0 2 2 262
Measuring the Costs of Height Restrictions with a General Equilibrium Model 0 0 0 1 0 0 1 311
Model Specification Tests Against Non-Nested Alternatives 0 0 0 189 0 0 1 644
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 0 1 2 174
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 0 0 1 206
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 3 0 1 3 23
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 0 0 0 473
Moments of IV and JIVE estimators 0 0 0 20 0 1 1 79
Monetary Anticipations and the Demand for Money 0 0 0 0 0 0 1 95
Numerical Distribution Functions For Unit Root And Cointegration Tests 1 1 8 874 2 3 26 1,827
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 0 1 7 501 0 2 11 952
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 378 0 1 10 1,443
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 0 1 5 1,591
Numerical distribution functions of fractional unit root and cointegration tests 0 0 1 58 0 0 3 134
On the Role of Jacobian Terms in Maximum Likelihood Estimation 0 0 0 318 0 1 1 973
Pitfalls When Estimating Treatment Effects Using Clustered Data 1 1 5 136 2 4 14 292
Randomization Inference For Difference-in-differences With Few Treated Clusters 2 4 33 866 21 50 471 6,048
Randomization Inference for Difference-in-Differences with Few Treated Clusters 0 0 1 38 0 2 13 141
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 0 1 9 0 0 2 1,031
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 1 1 94 0 1 2 1,005
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 0 1 72
Seasonality in Regression: An Application of Smoothness Priors 0 0 1 113 0 0 3 618
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 1 30 1 1 8 118
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 1 1 6 1,042
Simulation-based Tests That Can Use Any Number Of Simulations 0 0 0 193 0 1 2 617
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test 0 0 0 1 0 0 0 413
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 0 1 165
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 0 0 2 483 0 3 10 1,420
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 0 0 0 284
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 2 0 0 1 45
Specification Tests Based on Artificial Regressions 0 0 1 151 0 0 1 379
THE CASE AGAINST JIVE 0 0 0 23 0 0 0 109
Testing for Consistency Using Artificial Regressions 0 0 0 2 1 1 2 27
Testing for Consistency using Artificial Regressions 0 0 0 149 0 0 2 562
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 0 2 4 38
Testing for the appropriate level of clustering in linear regression models 0 0 5 385 1 6 20 830
Testing the Specification of Econometric Models in Regression and Non-Regression Directions 0 0 0 45 0 0 0 224
Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results 0 0 0 0 0 1 1 245
The Case Against Jive 0 0 0 83 1 2 4 388
The Effects of Urban Transportation Changes: A General Equilibrium Simulation 0 0 0 0 0 0 1 330
The Effects of the Property Tax: A General Equilibrium Simulation 0 0 0 1 0 1 5 474
The Existence and Computation of Equilibria with Increasing Returns and Externalities 0 0 0 0 0 0 1 65
The Power Of Bootstrap And Asymptotic Tests 0 0 1 605 0 0 2 1,669
The Power of Bootstrap Tests 0 0 0 8 0 0 2 23
The Size And Power Of Bootstrap Tests 0 0 0 203 0 1 3 1,052
The Size Distorsion of Bootstrap Tests 0 0 0 0 0 0 2 950
The Size Distortion of Bootstrap Tests 0 0 0 2 0 0 2 26
The Size and Power of Bootstrap Tests 0 0 0 0 0 0 2 1,164
The Size and Power of Bootstrap Tests 0 0 0 1 0 1 2 1,171
The Subcluster Wild Bootstrap for Few (Treated) Clusters 0 0 1 17 1 1 4 68
The Wild Bootstrap For Few (treated) Clusters 0 0 2 155 0 1 11 304
The interpretation of test statistics 0 0 0 0 0 0 1 140
The multiway cluster wild bootstrap 0 0 2 64 0 0 5 119
Thirty Years Of Heteroskedasticity-robust Inference 0 0 7 556 15 23 74 1,078
Using Large Samples in Econometrics 1 3 12 139 3 6 26 181
Validity Of Wild Bootstrap Inference With Clustered Errors 0 0 0 115 1 1 2 196
WILD BOOTSTRAP TESTS FOR IV REGRESSION 0 0 0 27 0 0 0 127
When and How to Deal with Clustered Errors in Regression Models 2 3 14 216 3 9 38 445
Wild Bootstrap Inference For Wildly Different Cluster Sizes 0 0 3 400 0 0 14 972
Wild Bootstrap Randomization Inference For Few Treated Clusters 0 1 4 200 1 5 13 359
Wild Bootstrap Tests For Iv Regression 0 0 1 415 0 2 6 1,140
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 1 21 0 2 4 57
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 1 4 165 0 2 10 353
Wild Cluster Bootstrap Confidence Intervals 0 0 0 197 0 1 5 471
Wild bootstrap tests for IV regression 0 0 2 47 0 0 4 147
Total Working Papers 39 118 654 31,367 176 505 2,580 109,246
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 0 1 5 880
A New Form of the Information Matrix Test 0 0 0 99 1 2 2 581
A Simplified Version of the Differencing Test 0 0 0 25 0 1 2 196
A Specification Test for Models Estimated by GLS 0 0 0 38 0 1 2 151
An algorithm for the generalized transportation problem 0 0 0 181 0 1 1 428
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests 0 0 0 0 1 11 44 1,936
Approximate bias correction in econometrics 0 0 2 211 0 0 5 695
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 1 82 0 1 4 271
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 0 0 101
Asymptotic theory and wild bootstrap inference with clustered errors 1 1 9 49 3 4 26 151
Bootstrap Confidence Sets with Weak Instruments 0 0 2 17 0 2 10 86
Bootstrap J tests of nonnested linear regression models 0 0 0 181 0 0 4 606
Bootstrap Methods in Econometrics 0 0 0 354 0 2 11 797
Bootstrap Testing in Nonlinear Models 0 0 0 98 0 1 14 1,017
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 48 0 0 3 204
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 2 2 6 359
Bootstrap inference in econometrics 0 0 0 3 1 1 3 20
Bootstrap inference in econometrics 0 0 2 561 1 1 6 1,274
Bootstrap tests: how many bootstraps? 0 2 10 233 0 4 25 639
Cluster-robust inference: A guide to empirical practice 0 2 13 44 1 11 52 142
Computing equilibria with increasing returns 0 0 0 6 0 0 0 32
Computing optimal tax equilibria 0 0 0 16 0 0 1 56
Confidence sets based on inverting Anderson–Rubin tests 0 0 0 14 0 0 1 59
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 1 36 1 2 4 364
Convenient singularities and maximum likelihood estimation 0 0 0 10 0 0 0 53
Convenient specification tests for logit and probit models 0 1 2 290 1 7 22 726
Disequilibrium Estimation of the Demand for Copper 0 0 0 78 0 0 1 536
Distributions of error correction tests for cointegration 0 0 0 368 0 2 10 1,276
Double Length Artificial Regressions 0 0 0 0 0 2 7 191
Efficient estimation of tail-area probabilities in sampling experiments 0 0 0 40 0 0 2 233
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 0 1 2 500
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS 0 0 0 134 0 1 2 689
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference 0 0 4 10 0 2 9 40
Fast and wild: Bootstrap inference in Stata using boottest 1 10 21 160 7 29 78 586
Fast cluster bootstrap methods for linear regression models 0 0 0 2 2 4 7 14
Full maximum likelihood estimation of second- order autoregressive error models 0 1 3 132 0 1 7 431
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 0 0 6 1,215
Heteroskedasticity-Robust Tests for Structural Change 0 0 0 0 0 3 3 537
How cluster-robust inference is changing applied econometrics 0 0 1 22 0 1 4 97
How cluster‐robust inference is changing applied econometrics 0 0 0 10 1 3 6 42
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 198 0 0 0 970
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 0 89 0 2 2 338
Inference via kernel smoothing of bootstrap P values 0 0 0 65 0 0 1 244
Inference with Large Clustered Datasets 0 0 0 3 2 2 3 40
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust 0 0 3 12 0 1 11 37
Market and Shadow Land Rents with Congestion 0 0 0 52 0 0 0 534
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 1 1 3 258
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 103 0 2 3 351
Model Specification Tests and Artificial Regressions 0 0 0 125 0 1 2 451
Moments of IV and JIVE estimators 0 0 0 46 0 0 1 308
Monetary anticipations and the demand for money 0 0 0 10 0 1 1 49
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS 0 2 8 99 0 4 12 227
Notes on the New Urban Economics 0 0 0 219 0 1 3 880
Numerical Distribution Functions for Unit Root and Cointegration Tests 1 1 18 1,693 1 5 49 4,467
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 1 1 9 826 3 4 26 2,949
On a simple procedure for testing non-nested regression models 0 1 1 10 0 1 2 50
Randomization inference for difference-in-differences with few treated clusters 1 2 11 46 3 6 45 192
Regression-based methods for using control variates in Monte Carlo experiments 0 0 1 87 0 2 4 262
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 1 1 2
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 3 599 2 3 14 1,499
Small sample properties of alternative forms of the Lagrange Multiplier test 0 0 1 62 1 3 4 191
Some Non-Nested Hypothesis Tests and the Relations Among Them 1 1 1 81 1 5 8 231
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 4 9 27 649 18 40 94 1,771
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 0 0 100 0 1 2 433
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 0 0 0 107 0 0 2 486
Testing for Consistency using Artificial Regressions 0 0 0 28 0 1 3 172
Testing for the appropriate level of clustering in linear regression models 0 0 7 13 1 8 24 50
Testing the specification of multivariate models in the presence of alternative hypotheses 0 0 0 29 1 2 3 91
Tests for model specification in the presence of alternative hypotheses: Some further results 0 0 1 278 0 2 9 642
The Interpretation of Test Statistics 0 0 0 42 0 1 3 705
The Linux Operating System: Debian GNU/Linux 0 0 1 110 0 0 5 531
The case against JIVE 0 0 1 81 1 2 5 340
The case against JIVE 0 0 1 2 0 1 3 8
The effects of the property tax: A general equilibrium simulation 0 0 0 119 0 0 4 257
The effects of urban transportation changes: A general equilibrium simulation 0 0 2 55 0 1 4 196
The fourth special issue on Computational Econometrics 0 0 0 33 1 1 4 123
The power of bootstrap and asymptotic tests 0 0 0 178 0 2 5 492
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 1 2 9 78
Transforming the Dependent Variable in Regression Models 2 3 7 499 3 6 17 1,337
Une nouvelle forme du test de la matrice d'information 0 0 0 2 0 0 0 15
Urban general equilibrium models and simplicial search algorithms 0 0 0 11 0 0 1 59
Using large samples in econometrics 0 0 1 2 0 1 5 11
WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS 1 2 2 20 1 3 4 111
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 0 0 2 304
Wild Bootstrap Inference for Wildly Different Cluster Sizes 0 2 6 56 4 13 30 247
Wild Bootstrap Tests for IV Regression 0 0 1 126 1 3 13 369
Wild Bootstrap and Asymptotic Inference With Multiway Clustering 0 1 4 20 3 6 15 78
Wild cluster bootstrap confidence intervals 0 1 1 5 0 5 5 11
Total Journal Articles 13 43 195 11,474 71 250 865 42,771

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 6 16 97 11,750
Total Books 0 0 0 0 6 16 97 11,750

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Wild Bootstrap Randomization Inference for Few Treated Clusters 0 1 3 15 0 2 6 42
Total Chapters 0 1 3 15 0 2 6 42

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 0 0 4 10 4 11 24 70
SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator 0 1 9 44 3 7 34 199
Total Software Items 0 1 13 54 7 18 58 269

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Statistics updated 2025-10-06