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 0 85
A New Form of the Information Matrix Test 0 0 0 0 1 1 1 532
A Simple Technique for Computing Optimal Tax Equilibria 0 0 0 0 1 1 3 94
A Simplified Version of a Differencing Specification Test 0 0 0 0 0 0 0 135
A Technique for the Solution of Spatial Equilibrium Models 0 0 0 0 1 2 5 258
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances 0 0 0 1 0 0 2 162
An Algorithm for the Generalized Transportation Problem 0 0 0 2 0 0 0 1,660
Applications Of The Fast Double Bootstrap 0 0 0 294 0 1 6 845
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 2 4 7 967 5 7 25 2,190
Approximate Bias Correction In Econometrics 0 0 0 437 0 0 1 1,536
Approximate Bias Correction in Econometrics 0 0 0 1 1 2 2 377
Approximate Bias Correction in Econometrics 0 0 0 1 2 2 4 925
Are Price Equations Really Money Demand Equations on their Heads? 0 0 0 0 0 1 4 325
Artificial Regressions 0 0 0 0 1 1 2 398
Artificial Regressions 0 0 0 49 0 0 1 200
Artificial Regressions 0 0 4 360 1 1 9 1,015
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 0 3 13 275 0 5 22 530
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 0 0 1 13 0 1 3 69
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 33 0 0 0 222
Bootstrap And Asymptotic Inference With Multiway Clustering 0 0 0 237 1 2 8 465
Bootstrap Confidence Sets With Weak Instruments 0 0 0 205 0 0 3 578
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 0 0 0 27
Bootstrap Hypothesis Testing 1 1 6 1,901 2 2 16 4,637
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 150 0 0 2 601
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 261 0 0 2 912
Bootstrap Methods In Econometrics 0 0 1 1,612 0 2 12 3,243
Bootstrap Testing How Many Bootstraps 0 0 0 0 0 0 0 17
Bootstrap Testing in Nonlinear Models 1 1 1 9 1 1 2 42
Bootstrap Testing in Nonlinear Models 0 0 0 2 1 1 2 812
Bootstrap Tests For Overidentification In Linear Regression Models 0 0 0 147 1 2 2 396
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 1 0 0 1 20
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 3 0 0 3 25
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 1 1 1 784
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 0 0 3 960
Bootstrap Tests: How Many Bootstraps? 0 1 4 1,065 0 4 13 2,893
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 1 25 0 0 2 91
Cluster-Robust Inference: A Guide to Empirical Practice 3 11 60 425 10 21 114 819
Cluster-Robust Inference: A Guide to Empirical Practice 0 1 3 22 1 3 11 59
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 1 13 0 0 6 29
Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models 0 0 3 3 1 2 8 8
Cluster-robust jackknife and bootstrap inference for binary response models 0 1 14 14 1 2 29 29
Cluster–robust inference: A guide to empirical practice 0 1 7 20 0 1 22 74
Computing Numerical Distribution Functions In Econometrics 0 0 0 298 0 1 3 997
Confidence Sets Based On Inverting Anderson-rubin Tests 0 2 4 167 1 3 9 672
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 0 0 1 25
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 0 0 0 5 373
Convenient Specification Tests for Logit and Probit Models 0 0 3 722 0 0 3 1,675
Critical Values For Cointegration Tests 22 93 358 7,398 75 272 992 19,312
Disequilibrium Estimation of the Demand for Copper 0 0 0 0 0 0 1 183
Distributions of Error Correction Tests for Cointegration 0 0 0 543 0 0 2 1,112
Distributions of error correction tests for cointegration 0 0 1 417 1 1 5 1,295
Double-Length Artificial Regressions 0 0 0 66 0 0 0 225
Double-Length Artificial Regressions 0 0 0 1 0 1 1 21
Fast And Wild: Bootstrap Inference In Stata Using Boottest 8 17 84 1,024 24 55 307 3,138
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 7 21 132 1 12 36 246
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 0 0 5 0 0 5 24
Fast and Wild: Bootstrap Inference in Stata Using boottest 1 1 3 45 1 1 9 204
Fast cluster bootstrap methods for linear regression models 1 4 8 82 1 6 15 125
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 1 1 2 382
General Equilibrium with Taxes 0 0 0 1 0 0 0 224
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 1 4 440 0 2 7 1,073
Heteroskedastcity-robust tests in regressions directions 0 0 0 0 0 0 1 122
Heteroskedasticity-Robust Tests in Regression Directions 0 0 0 160 0 0 3 667
Heteroskedasticity-robust tests for structural change 0 0 0 331 0 0 1 1,122
How cluster-robust inference is changing applied econometrics 2 4 7 372 5 10 18 842
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 1 2 3 998
Implicit alternatives and the local power of test statistics 0 0 0 0 0 0 1 123
Improving The Reliability Of Bootstrap Tests 0 0 0 78 0 1 1 259
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 0 0 1 286 0 0 1 781
Improving the reliability of bootstrap tests with the fast double bootstrap 2 3 8 40 2 7 21 164
Inference Via Kernel Smoothing Of Bootstrap P Values 0 0 0 284 0 0 0 867
Inference With Large Clustered Datasets 1 1 5 107 2 5 10 199
Inflation and the Saving Rate 0 0 0 0 0 0 0 257
Inflation and the Savings Rate 0 0 1 521 0 0 1 1,975
Jackknife Inference with Two-Way Clustering 0 0 7 7 3 4 22 22
Jackknife inference with two-way clustering 0 4 17 17 2 7 35 35
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 0 20 0 0 2 46
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 1 2 72 0 2 8 137
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 0 0 1 118
Market and Shadow Land Rents with Congestion 0 0 0 1 0 0 1 153
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 0 0 0 0 260
Measuring the Costs of Height Restrictions with a General Equilibrium Model 0 0 0 1 0 0 0 310
Model Specification Tests Against Non-Nested Alternatives 0 0 0 189 0 1 2 644
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 0 1 0 0 2 173
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 3 0 0 1 21
Modelling a Market Which is Sometimes in Disequilibrium 0 0 0 0 0 0 0 71
Moments Of Iv And Jive Estimators 0 0 1 135 0 0 1 473
Moments of IV and JIVE estimators 0 0 1 20 0 0 2 78
Monetary Anticipations and the Demand for Money 0 0 0 0 0 0 0 94
Numerical Distribution Functions For Unit Root And Cointegration Tests 2 3 6 869 3 8 21 1,810
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 0 2 2 496 0 2 4 943
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 1 1 5 1,587
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 4 378 1 1 8 1,435
Numerical distribution functions of fractional unit root and cointegration tests 0 1 1 58 0 2 2 133
On the Role of Jacobian Terms in Maximum Likelihood Estimation 0 0 2 318 0 0 5 972
Pitfalls When Estimating Treatment Effects Using Clustered Data 0 0 4 133 0 2 11 283
Randomization Inference For Difference-in-differences With Few Treated Clusters 5 16 73 852 49 196 958 5,839
Randomization Inference for Difference-in-Differences with Few Treated Clusters 0 0 0 37 0 3 7 133
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 0 1 9 0 1 3 1,031
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 0 0 93 1 1 3 1,004
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 1 1 1 72
Seasonality in Regression: An Application of Smoothness Priors 0 0 0 112 0 1 1 616
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 1 1 30 0 2 4 113
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 2 2 9 1,040
Simulation-based Tests That Can Use Any Number Of Simulations 0 0 0 193 0 0 0 615
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 1 164
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 0 0 3 481 1 2 10 1,412
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 44
Specification Tests Based on Artificial Regressions 0 0 0 150 0 0 0 378
THE CASE AGAINST JIVE 0 0 1 23 0 0 1 109
Testing for Consistency Using Artificial Regressions 0 0 0 2 1 1 1 26
Testing for Consistency using Artificial Regressions 0 0 0 149 1 1 1 561
Testing for the Transformation of the Dependent Variable 0 0 0 0 0 0 0 431
Testing for the appropriate level of clustering in linear regression models 0 0 3 19 0 0 5 34
Testing for the appropriate level of clustering in linear regression models 0 2 6 382 2 5 26 818
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 0 1 244
The Case Against Jive 0 0 1 83 0 0 4 385
The Effects of Urban Transportation Changes: A General Equilibrium Simulation 0 0 0 0 1 1 1 330
The Effects of the Property Tax: A General Equilibrium Simulation 0 0 0 1 1 1 3 470
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 0 604 0 0 0 1,667
The Power of Bootstrap Tests 0 0 1 8 0 2 4 23
The Size And Power Of Bootstrap Tests 0 0 0 203 0 0 1 1,049
The Size Distorsion of Bootstrap Tests 0 0 0 0 1 1 1 949
The Size Distortion of Bootstrap Tests 0 0 0 2 0 1 2 25
The Size and Power of Bootstrap Tests 0 0 0 1 0 0 2 1,169
The Size and Power of Bootstrap Tests 0 0 0 0 2 2 2 1,164
The Subcluster Wild Bootstrap for Few (Treated) Clusters 0 0 2 16 0 1 5 65
The Wild Bootstrap For Few (treated) Clusters 0 1 3 154 0 3 8 297
The interpretation of test statistics 0 0 0 0 0 0 0 139
The multiway cluster wild bootstrap 0 1 1 63 0 1 1 115
Thirty Years Of Heteroskedasticity-robust Inference 1 2 6 554 8 23 34 1,031
Using Large Samples in Econometrics 1 3 18 132 1 9 33 168
Validity Of Wild Bootstrap Inference With Clustered Errors 0 0 0 115 0 0 1 194
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 1 3 18 208 2 9 50 421
Wild Bootstrap Inference For Wildly Different Cluster Sizes 3 3 7 400 3 5 11 963
Wild Bootstrap Randomization Inference For Few Treated Clusters 0 1 5 197 0 4 13 351
Wild Bootstrap Tests For Iv Regression 0 0 1 414 0 1 5 1,135
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 0 20 1 1 4 54
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 1 3 162 0 4 8 347
Wild Cluster Bootstrap Confidence Intervals 0 0 0 197 0 1 3 468
Wild bootstrap tests for IV regression 0 1 2 47 0 1 3 145
Total Working Papers 57 203 838 31,000 236 766 3,183 107,686
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 0 312 0 1 4 876
A New Form of the Information Matrix Test 0 0 0 99 0 0 1 579
A Simplified Version of the Differencing Test 0 0 0 25 0 0 0 194
A Specification Test for Models Estimated by GLS 0 0 0 38 0 0 0 149
An algorithm for the generalized transportation problem 0 0 0 181 0 0 0 427
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests 0 0 0 0 5 11 41 1,904
Approximate bias correction in econometrics 0 1 2 211 1 2 5 693
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 1 82 0 0 1 268
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 0 0 101
Asymptotic theory and wild bootstrap inference with clustered errors 2 3 11 47 2 3 17 133
Bootstrap Confidence Sets with Weak Instruments 0 0 2 16 0 2 5 79
Bootstrap J tests of nonnested linear regression models 0 0 0 181 0 0 3 602
Bootstrap Methods in Econometrics 0 0 1 354 1 2 10 789
Bootstrap Testing in Nonlinear Models 0 0 0 98 3 6 12 1,011
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 48 1 2 3 203
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 1 2 4 356
Bootstrap inference in econometrics 0 0 0 559 0 1 3 1,269
Bootstrap inference in econometrics 0 0 1 3 0 0 2 17
Bootstrap tests: how many bootstraps? 2 4 13 228 2 7 27 623
Cluster-robust inference: A guide to empirical practice 1 5 20 38 4 12 50 107
Computing equilibria with increasing returns 0 0 0 6 0 0 0 32
Computing optimal tax equilibria 0 0 0 16 0 0 0 55
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 2 35 0 0 4 361
Convenient singularities and maximum likelihood estimation 0 0 1 10 0 0 1 53
Convenient specification tests for logit and probit models 0 1 6 289 3 8 34 715
Disequilibrium Estimation of the Demand for Copper 0 0 0 78 1 1 1 536
Distributions of error correction tests for cointegration 0 0 0 368 0 1 7 1,267
Double Length Artificial Regressions 0 0 0 0 3 4 8 188
Efficient estimation of tail-area probabilities in sampling experiments 0 0 0 40 0 0 2 232
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables 0 0 1 157 0 0 1 675
European Monetary Union: a cointegration analysis 0 0 0 121 0 0 0 498
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS 0 0 0 134 0 0 2 687
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference 2 3 6 9 2 3 17 34
Fast and wild: Bootstrap inference in Stata using boottest 0 0 14 142 6 12 62 528
Fast cluster bootstrap methods for linear regression models 0 0 2 2 1 2 8 10
Full maximum likelihood estimation of second- order autoregressive error models 1 1 1 130 2 2 3 427
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 0 4 8 1,213
Heteroskedasticity-Robust Tests for Structural Change 0 0 0 0 0 0 0 534
How cluster-robust inference is changing applied econometrics 0 0 0 21 0 0 3 94
How cluster‐robust inference is changing applied econometrics 0 0 0 10 0 0 0 36
Implicit Alternatives and the Local Power of Test Statistics 0 0 2 198 0 0 3 970
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 2 89 0 0 7 336
Inference via kernel smoothing of bootstrap P values 0 0 0 65 0 0 1 243
Inference with Large Clustered Datasets 0 0 0 3 0 0 0 37
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust 0 1 10 10 0 3 27 29
Market and Shadow Land Rents with Congestion 0 0 2 52 0 0 3 534
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 2 112 0 0 4 255
Model Specification Tests Based on Artificial Linear Regressions 0 0 2 103 0 0 2 349
Model Specification Tests and Artificial Regressions 0 0 0 125 1 1 5 450
Moments of IV and JIVE estimators 0 0 0 46 0 1 3 308
Monetary anticipations and the demand for money 0 0 0 10 0 0 0 48
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS 0 2 5 94 0 3 7 219
Notes on the New Urban Economics 0 0 2 219 1 1 5 878
Numerical Distribution Functions for Unit Root and Cointegration Tests 1 5 13 1,681 6 16 54 4,437
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 4 15 821 1 6 42 2,930
On a simple procedure for testing non-nested regression models 0 0 1 9 0 0 1 48
Randomization inference for difference-in-differences with few treated clusters 0 2 12 39 2 14 46 165
Regression-based methods for using control variates in Monte Carlo experiments 0 0 1 87 0 0 1 259
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' 0 0 0 37 0 0 0 172
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’ 0 0 0 0 0 0 0 1
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 2 3 598 0 7 21 1,493
Small sample properties of alternative forms of the Lagrange Multiplier test 1 1 1 62 1 1 2 188
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 80 0 1 2 224
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 4 4 27 633 7 11 73 1,697
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 0 0 100 0 1 4 432
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 0 0 0 107 0 1 2 486
Testing for Consistency using Artificial Regressions 0 0 0 28 0 0 0 169
Testing for the appropriate level of clustering in linear regression models 1 4 9 11 3 7 21 35
Testing the specification of multivariate models in the presence of alternative hypotheses 0 0 0 29 0 0 1 89
Tests for model specification in the presence of alternative hypotheses: Some further results 0 1 6 278 2 3 12 637
The Interpretation of Test Statistics 0 0 0 42 0 0 1 702
The Linux Operating System: Debian GNU/Linux 0 0 1 109 1 2 4 528
The case against JIVE 1 1 3 81 1 1 3 336
The case against JIVE 0 0 1 2 0 0 1 6
The effects of the property tax: A general equilibrium simulation 0 0 2 119 0 0 3 254
The effects of urban transportation changes: A general equilibrium simulation 1 1 1 54 2 2 3 194
The fourth special issue on Computational Econometrics 0 0 0 33 0 0 0 119
The power of bootstrap and asymptotic tests 0 0 2 178 0 0 3 487
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 1 1 1 11 1 4 6 73
Transforming the Dependent Variable in Regression Models 1 2 8 494 1 4 11 1,324
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 0 58
Using large samples in econometrics 0 0 1 2 0 0 4 9
WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS 0 0 0 18 0 0 1 107
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 0 1 1 303
Wild Bootstrap Inference for Wildly Different Cluster Sizes 0 1 3 51 2 6 15 224
Wild Bootstrap Tests for IV Regression 0 0 4 126 0 3 8 360
Wild Bootstrap and Asymptotic Inference With Multiway Clustering 0 2 4 18 0 4 9 67
Wild cluster bootstrap confidence intervals 0 0 0 4 0 0 0 6
Total Journal Articles 19 52 230 11,361 70 192 772 42,168


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 11 33 152 11,696
Total Books 0 0 0 0 11 33 152 11,696


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 1 1 1 13 1 2 5 38
Total Chapters 1 1 1 13 1 2 5 38


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 7 7 1 2 51 51
SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator 3 3 6 39 6 10 35 183
Total Software Items 3 3 13 46 7 12 86 234


Statistics updated 2025-02-05