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 0 0 0 531
A Simple Technique for Computing Optimal Tax Equilibria 0 0 0 0 0 1 2 93
A Simplified Version of a Differencing Specification Test 0 0 0 0 0 0 2 135
A Technique for the Solution of Spatial Equilibrium Models 0 0 0 0 0 0 6 255
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 1 294 3 3 8 844
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 1 9 963 1 7 28 2,180
Approximate Bias Correction In Econometrics 0 0 1 437 1 1 4 1,536
Approximate Bias Correction in Econometrics 0 0 0 1 1 1 3 923
Approximate Bias Correction in Econometrics 0 0 0 1 0 0 1 375
Are Price Equations Really Money Demand Equations on their Heads? 0 0 0 0 1 1 2 323
Artificial Regressions 0 0 0 0 0 0 1 396
Artificial Regressions 0 1 5 358 0 3 14 1,012
Artificial Regressions 0 0 0 49 0 0 2 200
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 0 2 16 271 1 5 21 520
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 0 0 1 13 0 0 4 68
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 33 0 0 1 222
Bootstrap And Asymptotic Inference With Multiway Clustering 0 0 1 237 1 1 9 460
Bootstrap Confidence Sets With Weak Instruments 0 0 1 205 0 0 5 578
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 0 0 0 27
Bootstrap Hypothesis Testing 0 1 8 1,899 0 2 24 4,632
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 150 1 1 4 601
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 261 1 1 4 912
Bootstrap Methods In Econometrics 0 0 2 1,612 5 6 14 3,240
Bootstrap Testing How Many Bootstraps 0 0 0 0 0 0 0 17
Bootstrap Testing in Nonlinear Models 0 0 0 2 0 0 1 811
Bootstrap Testing in Nonlinear Models 0 0 0 8 0 0 1 41
Bootstrap Tests For Overidentification In Linear Regression Models 0 0 0 147 0 0 2 394
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 1 1 0 0 3 20
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 0 0 2 783
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 0 0 4 960
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 3 1 1 3 25
Bootstrap Tests: How Many Bootstraps? 0 0 6 1,064 0 0 16 2,889
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 1 25 0 0 1 90
Cluster-Robust Inference: A Guide to Empirical Practice 3 17 73 408 8 30 141 784
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 2 19 0 2 11 54
Cluster-Robust Inference: A Guide to Empirical Practice 1 1 2 13 1 2 7 28
Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models 0 2 2 2 0 4 4 4
Cluster-robust jackknife and bootstrap inference for binary response models 1 9 9 9 3 22 22 22
Cluster–robust inference: A guide to empirical practice 0 1 7 19 1 6 25 69
Computing Numerical Distribution Functions In Econometrics 0 0 0 298 0 0 4 996
Confidence Sets Based On Inverting Anderson-rubin Tests 0 0 3 165 0 0 6 668
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 0 0 0 24
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 0 1 1 6 373
Convenient Specification Tests for Logit and Probit Models 0 1 3 722 0 1 4 1,675
Critical Values For Cointegration Tests 25 72 375 7,248 77 230 1,098 18,904
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 3 1,112
Distributions of error correction tests for cointegration 0 0 1 416 0 1 5 1,293
Double-Length Artificial Regressions 0 0 0 1 0 0 0 20
Double-Length Artificial Regressions 0 0 0 66 0 0 1 225
Fast And Wild: Bootstrap Inference In Stata Using Boottest 5 17 98 994 26 80 386 3,044
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 2 4 27 122 2 6 52 227
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 0 0 5 0 4 7 24
Fast and Wild: Bootstrap Inference in Stata Using boottest 0 0 2 43 1 1 13 201
Fast cluster bootstrap methods for linear regression models 0 2 9 78 0 5 15 118
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 0 0 1 380
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 3 438 1 2 6 1,070
Heteroskedastcity-robust tests in regressions directions 0 0 0 0 0 0 3 122
Heteroskedasticity-Robust Tests in Regression Directions 0 0 0 160 0 1 4 666
Heteroskedasticity-robust tests for structural change 0 0 0 331 0 0 1 1,122
How cluster-robust inference is changing applied econometrics 2 2 8 368 2 2 19 831
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 0 1 4 996
Implicit alternatives and the local power of test statistics 0 0 0 0 0 0 1 122
Improving The Reliability Of Bootstrap Tests 0 0 0 78 0 0 0 258
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 0 1 1 286 0 1 1 781
Improving the reliability of bootstrap tests with the fast double bootstrap 0 1 7 37 0 2 18 156
Inference Via Kernel Smoothing Of Bootstrap P Values 0 0 1 284 0 0 1 867
Inference With Large Clustered Datasets 0 0 4 105 0 0 9 193
Inflation and the Saving Rate 0 0 0 0 0 0 0 257
Inflation and the Savings Rate 0 0 2 521 0 0 4 1,975
Jackknife Inference with Two-Way Clustering 0 7 7 7 5 18 18 18
Jackknife inference with two-way clustering 3 5 5 5 5 16 16 16
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 0 20 0 1 8 46
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 5 71 0 0 19 133
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 0 1 1 118
Market and Shadow Land Rents with Congestion 0 0 0 1 0 0 2 153
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 0 0 0 1 260
Measuring the Costs of Height Restrictions with a General Equilibrium Model 0 0 0 1 0 0 1 310
Model Specification Tests Against Non-Nested Alternatives 0 0 0 189 0 0 1 643
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 2 0 0 2 20
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 0 0 1 172
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 0 0 0 205
Modelling a Market Which is Sometimes in Disequilibrium 0 0 0 0 0 0 0 71
Moments Of Iv And Jive Estimators 0 1 1 135 0 1 2 473
Moments of IV and JIVE estimators 0 1 3 20 0 2 4 78
Monetary Anticipations and the Demand for Money 0 0 0 0 0 0 1 94
Numerical Distribution Functions For Unit Root And Cointegration Tests 0 1 6 866 1 3 20 1,800
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 0 0 3 494 0 0 5 941
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 0 1 6 1,586
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 1 1 4 378 2 2 9 1,433
Numerical distribution functions of fractional unit root and cointegration tests 0 0 0 57 0 0 1 131
On the Role of Jacobian Terms in Maximum Likelihood Estimation 0 0 1 317 0 0 6 971
Pitfalls When Estimating Treatment Effects Using Clustered Data 0 0 3 131 1 1 10 277
Randomization Inference For Difference-in-differences With Few Treated Clusters 3 11 78 827 50 197 1,065 5,514
Randomization Inference for Difference-in-Differences with Few Treated Clusters 0 0 0 37 0 0 2 127
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 0 0 8 0 0 1 1,029
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 0 0 93 1 1 3 1,002
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 0 0 71
Seasonality in Regression: An Application of Smoothness Priors 0 0 0 112 0 0 0 615
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 2 29 0 0 4 110
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 3 11 1,036
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 1 413
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 0 2 164
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 0 1 4 480 0 4 11 1,408
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 2 0 0 2 44
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 0 0 0 284
Specification Tests Based on Artificial Regressions 0 0 0 150 0 0 0 378
THE CASE AGAINST JIVE 1 1 1 23 1 1 1 109
Testing for Consistency Using Artificial Regressions 0 0 0 2 0 0 0 25
Testing for Consistency using Artificial Regressions 0 0 0 149 0 0 0 560
Testing for the Transformation of the Dependent Variable 0 0 0 0 0 0 1 431
Testing for the appropriate level of clustering in linear regression models 0 2 10 380 1 6 31 809
Testing for the appropriate level of clustering in linear regression models 0 1 5 19 0 1 9 34
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 3 244
The Case Against Jive 0 1 1 83 0 2 5 384
The Effects of Urban Transportation Changes: A General Equilibrium Simulation 0 0 0 0 0 0 0 329
The Effects of the Property Tax: A General Equilibrium Simulation 0 0 0 1 0 0 2 469
The Existence and Computation of Equilibria with Increasing Returns and Externalities 0 0 0 0 0 0 0 64
The Power Of Bootstrap And Asymptotic Tests 0 0 1 604 0 0 3 1,667
The Power of Bootstrap Tests 0 1 2 8 0 1 3 21
The Size And Power Of Bootstrap Tests 0 0 1 203 0 0 2 1,049
The Size Distorsion of Bootstrap Tests 0 0 0 0 0 0 2 948
The Size Distortion of Bootstrap Tests 0 0 0 2 0 0 2 24
The Size and Power of Bootstrap Tests 0 0 0 0 0 0 2 1,162
The Size and Power of Bootstrap Tests 0 0 0 1 0 1 3 1,169
The Subcluster Wild Bootstrap for Few (Treated) Clusters 0 1 2 16 1 3 5 64
The Wild Bootstrap For Few (treated) Clusters 0 0 4 153 1 1 12 293
The interpretation of test statistics 0 0 0 0 0 0 0 139
The multiway cluster wild bootstrap 0 0 0 62 0 0 3 114
Thirty Years Of Heteroskedasticity-robust Inference 0 0 2 548 0 3 20 1,003
Using Large Samples in Econometrics 0 2 28 127 0 4 47 155
Validity Of Wild Bootstrap Inference With Clustered Errors 0 0 0 115 1 1 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 5 16 201 8 14 47 405
Wild Bootstrap Inference For Wildly Different Cluster Sizes 0 0 9 397 0 1 14 957
Wild Bootstrap Randomization Inference For Few Treated Clusters 1 1 6 195 3 3 14 344
Wild Bootstrap Tests For Iv Regression 0 0 3 413 1 1 6 1,132
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 1 4 161 1 3 10 343
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 1 20 0 2 7 53
Wild Cluster Bootstrap Confidence Intervals 0 0 2 197 0 0 7 466
Wild bootstrap tests for IV regression 0 0 1 45 0 0 1 142
Total Working Papers 49 180 914 30,667 223 737 3,576 106,480
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 3 312 0 3 10 875
A New Form of the Information Matrix Test 0 0 0 99 0 0 1 578
A Simplified Version of the Differencing Test 0 0 0 25 0 0 1 194
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 2 11 53 1,889
Approximate bias correction in econometrics 0 0 2 209 0 1 7 689
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 0 81 0 0 0 267
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 0 0 101
Asymptotic theory and wild bootstrap inference with clustered errors 0 0 8 39 0 1 18 124
Bootstrap Confidence Sets with Weak Instruments 0 0 1 15 0 0 3 76
Bootstrap J tests of nonnested linear regression models 0 0 0 181 1 1 3 602
Bootstrap Methods in Econometrics 0 0 2 354 3 3 6 783
Bootstrap Testing in Nonlinear Models 0 0 0 98 0 0 6 1,003
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 1 48 0 1 2 201
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 0 0 1 353
Bootstrap inference in econometrics 0 0 2 559 0 0 7 1,268
Bootstrap inference in econometrics 0 0 1 3 0 0 4 17
Bootstrap tests: how many bootstraps? 1 2 16 222 1 4 34 612
Cluster-robust inference: A guide to empirical practice 0 1 18 31 4 10 56 89
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 0 58
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 2 35 1 1 3 360
Convenient singularities and maximum likelihood estimation 0 1 1 10 0 1 1 53
Convenient specification tests for logit and probit models 0 1 9 287 2 5 30 699
Disequilibrium Estimation of the Demand for Copper 0 0 0 78 0 0 0 535
Distributions of error correction tests for cointegration 0 0 0 368 0 1 9 1,264
Double Length Artificial Regressions 0 0 0 0 3 4 5 184
Efficient estimation of tail-area probabilities in sampling experiments 0 0 0 40 1 1 1 231
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables 0 0 2 157 0 0 3 675
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 0 1 6 6 0 5 26 29
Fast and wild: Bootstrap inference in Stata using boottest 2 3 13 138 4 17 56 503
Fast cluster bootstrap methods for linear regression models 0 2 2 2 1 5 6 7
Full maximum likelihood estimation of second- order autoregressive error models 0 0 1 129 0 0 1 424
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 1 2 6 1,209
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 1 3 93
How cluster‐robust inference is changing applied econometrics 0 0 1 10 0 0 3 36
Implicit Alternatives and the Local Power of Test Statistics 0 0 2 198 0 1 5 970
Improving the reliability of bootstrap tests with the fast double bootstrap 0 1 2 89 1 3 6 335
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 1 37
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust 0 3 9 9 0 6 25 25
Market and Shadow Land Rents with Congestion 0 0 2 52 0 0 3 533
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 1 2 112 1 2 6 255
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 102 0 0 1 348
Model Specification Tests and Artificial Regressions 0 0 0 125 0 1 4 448
Moments of IV and JIVE estimators 0 0 0 46 0 2 2 307
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 1 6 91 0 1 7 215
Notes on the New Urban Economics 0 1 2 219 1 2 3 876
Numerical Distribution Functions for Unit Root and Cointegration Tests 1 3 13 1,675 4 19 51 4,415
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 5 6 18 817 8 12 55 2,920
On a simple procedure for testing non-nested regression models 0 1 1 9 0 1 1 48
Randomization inference for difference-in-differences with few treated clusters 0 1 10 35 2 8 43 143
Regression-based methods for using control variates in Monte Carlo experiments 0 0 0 86 0 0 0 258
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 0 3 596 1 3 21 1,483
Small sample properties of alternative forms of the Lagrange Multiplier test 0 0 2 61 1 1 4 187
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 80 0 0 1 223
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 1 6 28 620 5 18 82 1,672
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 0 0 100 1 2 4 430
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 0 0 0 107 0 0 1 484
Testing for Consistency using Artificial Regressions 0 0 1 28 0 0 2 169
Testing for the appropriate level of clustering in linear regression models 0 0 5 6 0 0 21 26
Testing the specification of multivariate models in the presence of alternative hypotheses 0 0 0 29 0 0 0 88
Tests for model specification in the presence of alternative hypotheses: Some further results 0 1 6 277 0 1 9 633
The Interpretation of Test Statistics 0 0 0 42 0 0 1 702
The Linux Operating System: Debian GNU/Linux 0 0 2 109 0 0 4 526
The case against JIVE 0 0 1 1 0 0 2 5
The case against JIVE 0 1 2 80 0 1 6 335
The effects of the property tax: A general equilibrium simulation 0 0 2 119 0 0 3 253
The effects of urban transportation changes: A general equilibrium simulation 0 0 0 53 0 1 2 192
The fourth special issue on Computational Econometrics 0 0 0 33 0 0 0 119
The power of bootstrap and asymptotic tests 0 0 3 178 0 1 5 487
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 0 0 1 10 0 0 5 69
Transforming the Dependent Variable in Regression Models 0 3 9 492 0 3 15 1,320
Une nouvelle forme du test de la matrice d'information 0 0 0 2 0 0 1 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 1 0 0 6 6
WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS 0 0 2 18 0 0 4 107
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 0 8 0 0 1 302
Wild Bootstrap Inference for Wildly Different Cluster Sizes 0 0 4 50 2 4 16 217
Wild Bootstrap Tests for IV Regression 0 0 5 123 0 0 8 354
Wild Bootstrap and Asymptotic Inference With Multiway Clustering 0 1 3 16 0 1 10 62
Wild cluster bootstrap confidence intervals 0 0 1 4 0 0 1 6
Total Journal Articles 10 41 240 11,271 51 172 816 41,854

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 18 41 161 11,638
Total Books 0 0 0 0 18 41 161 11,638

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 0 0 12 0 1 4 36
Total Chapters 0 0 0 12 0 1 4 36

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 5 5 5 7 41 41 41
SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator 0 2 9 35 1 10 35 165
Total Software Items 1 7 14 40 8 51 76 206

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Statistics updated 2024-09-04