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 0 1 79
A New Form of the Information Matrix Test 0 0 0 0 0 0 2 507
A Simple Technique for Computing Optimal Tax Equilibria 0 0 0 0 2 2 2 82
A Simplified Version of a Differencing Specification Test 0 0 0 0 1 1 7 118
A Technique for the Solution of Spatial Equilibrium Models 0 0 0 0 2 3 6 219
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances 0 0 0 1 0 0 2 144
An Algorithm for the Generalized Transportation Problem 0 0 0 2 2 2 3 1,647
Applications Of The Fast Double Bootstrap 0 2 4 280 1 4 14 784
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 1 9 900 1 8 50 2,015
Approximate Bias Correction In Econometrics 0 0 4 431 0 1 18 1,491
Approximate Bias Correction in Econometrics 0 0 0 1 0 1 6 899
Approximate Bias Correction in Econometrics 0 0 0 1 1 1 3 358
Are Price Equations Really Money Demand Equations on their Heads? 0 0 0 0 1 2 8 306
Artificial Regressions 0 0 0 48 2 2 5 180
Artificial Regressions 0 0 0 0 0 0 3 381
Artificial Regressions 0 0 3 336 0 0 16 929
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 5 13 90 162 12 35 202 295
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 1 1 5 5 5 9 19 19
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 32 3 4 4 204
Bootstrap And Asymptotic Inference With Multiway Clustering 6 11 50 180 10 21 115 323
Bootstrap Confidence Sets With Weak Instruments 0 0 4 194 1 2 28 512
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 1 2 8 11
Bootstrap Hypothesis Testing 1 4 10 1,807 7 11 48 4,359
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 260 2 3 4 896
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 1 1 3 149 1 3 13 579
Bootstrap Methods In Econometrics 0 3 20 1,590 3 9 66 3,136
Bootstrap Testing How Many Bootstraps 0 0 0 0 1 1 3 3
Bootstrap Testing in Nonlinear Models 0 0 0 2 1 1 4 803
Bootstrap Testing in Nonlinear Models 0 0 1 1 0 0 4 4
Bootstrap Tests For Overidentification In Linear Regression Models 0 1 3 139 2 5 20 336
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 0 0 0 2 6
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 2 3 8 8
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 1 3 9 769
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 1 6 9 938
Bootstrap Tests: How Many Bootstraps? 1 3 15 1,031 2 9 51 2,759
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 21 1 1 4 77
Computing Numerical Distribution Functions In Econometrics 0 0 1 277 3 4 14 951
Confidence Sets Based On Inverting Anderson-rubin Tests 0 0 4 150 1 1 23 570
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 2 3 6 7
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 0 2 3 11 330
Convenient Specification Tests for Logit and Probit Models 1 1 3 710 3 7 15 1,628
Critical Values For Cointegration Tests 28 106 345 4,848 109 354 1,422 12,018
Disequilibrium Estimation of the Demand for Copper 0 0 0 0 2 3 7 167
Distributions of Error Correction Tests for Cointegration 0 0 1 540 0 1 9 1,050
Distributions of error correction tests for cointegration 1 2 4 404 5 7 15 1,161
Double-Length Artificial Regressions 0 0 0 0 4 5 7 7
Double-Length Artificial Regressions 0 0 0 63 0 0 2 207
Fast And Wild: Bootstrap Inference In Stata Using Boottest 13 47 244 362 60 182 687 921
Fast and Wild: Bootstrap Inference in Stata Using boottest 1 2 5 5 4 11 28 28
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 1 2 6 363
General Equilibrium with Taxes 0 0 0 0 0 1 3 213
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 1 422 1 1 24 1,028
Heteroskedastcity-robust tests in regressions directions 0 0 0 0 3 4 4 13
Heteroskedasticity-Robust Tests in Regression Directions 0 0 0 156 3 3 9 633
Heteroskedasticity-robust tests for structural change 0 0 1 331 1 1 4 1,109
How cluster-robust inference is changing applied econometrics 5 18 144 144 11 46 108 108
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 2 7 27 870
Implicit alternatives and the local power of test statistics 0 0 0 0 1 1 9 102
Improving The Reliability Of Bootstrap Tests 0 0 1 76 0 0 2 251
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 1 1 2 282 4 5 13 763
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 0 21 0 1 5 106
Inference Via Kernel Smoothing Of Bootstrap P Values 0 0 1 278 1 3 14 846
Inference With Large Clustered Datasets 0 1 6 85 3 4 27 124
Inflation and the Saving Rate 0 0 0 0 0 0 3 226
Inflation and the Savings Rate 0 0 5 507 1 5 35 1,907
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 1 1 3 102
Market and Shadow Land Rents with Congestion 0 0 0 1 1 2 5 145
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 0 2 2 10 255
Measuring the Costs of Height Restrictions with a General Equilibrium Model 0 0 0 1 1 2 8 286
Model Specification Tests Against Non-Nested Alternatives 0 0 1 185 4 6 19 608
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 0 0 0 1 1
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 0 0 2 158
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 1 1 4 195
Modelling a Market Which is Sometimes in Disequilibrium 0 0 0 0 0 0 0 69
Moments Of Iv And Jive Estimators 0 0 1 131 0 0 9 447
Moments of IV and JIVE estimators 0 0 0 15 0 0 4 60
Monetary Anticipations and the Demand for Money 0 0 0 0 3 3 5 84
Numerical Distribution Functions For Unit Root And Cointegration Tests 0 4 12 828 2 7 42 1,636
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 1 1 5 461 2 4 21 876
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 3 9 353 1 9 44 1,286
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 1 9 32 1,494
Numerical distribution functions of fractional unit root and cointegration tests 0 0 2 50 0 5 8 111
On the Role of Jacobian Terms in Maximum Likelihood Estimation 0 0 1 307 0 1 14 935
Pitfalls When Estimating Treatment Effects Using Clustered Data 4 6 26 73 9 16 58 127
Randomization Inference For Difference-in-differences With Few Treated Clusters 17 33 101 404 51 122 474 968
Randomization Inference for Difference-in-Differences with Few Treated Clusters 0 0 4 29 1 4 24 80
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 1 2 4 2 5 9 990
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 0 0 92 1 1 3 983
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 0 1 62
Seasonality in Regression: An Application of Smoothness Priors 1 1 1 112 1 1 3 610
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 7 12 43 889
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 2 6 7 2 7 25 26
Simulation-based Tests That Can Use Any Number Of Simulations 0 0 1 190 1 1 11 588
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test 0 0 0 1 1 1 8 392
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 2 2 6 148
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 1 3 12 430 2 11 30 1,286
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 6 6 7 7
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 2 3 5 271
Specification Tests Based on Artificial Regressions 0 0 1 148 1 1 4 366
THE CASE AGAINST JIVE 0 0 0 21 1 1 4 103
Testing for Consistency Using Artificial Regressions 0 0 0 0 1 1 6 6
Testing for Consistency using Artificial Regressions 0 0 1 148 3 3 9 540
Testing for the Transformation of the Dependent Variable 0 0 0 0 1 1 1 423
Testing the Specification of Econometric Models in Regression and Non-Regression Directions 0 0 0 45 0 1 4 218
Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results 0 0 0 0 0 5 11 211
The Case Against Jive 0 0 0 77 3 4 18 330
The Effects of Urban Transportation Changes: A General Equilibrium Simulation 0 0 0 0 0 1 3 320
The Effects of the Property Tax: A General Equilibrium Simulation 0 0 0 1 1 1 5 438
The Existence and Computation of Equilibria with Increasing Returns and Externalities 0 0 0 0 1 1 2 52
The Power Of Bootstrap And Asymptotic Tests 0 0 2 595 0 0 9 1,617
The Power of Bootstrap Tests 0 0 1 1 0 2 6 6
The Size And Power Of Bootstrap Tests 1 1 5 190 3 5 24 1,012
The Size Distorsion of Bootstrap Tests 0 0 0 0 2 2 4 931
The Size Distortion of Bootstrap Tests 0 0 1 1 1 1 5 5
The Size and Power of Bootstrap Tests 0 0 0 1 0 0 4 1,154
The Size and Power of Bootstrap Tests 0 0 0 0 0 0 3 1,150
The Subcluster Wild Bootstrap for Few (Treated) Clusters 0 1 2 12 1 8 12 39
The Wild Bootstrap For Few (treated) Clusters 0 3 20 133 2 8 54 189
The interpretation of test statistics 0 0 0 0 1 1 4 123
The multiway cluster wild bootstrap 1 3 7 46 1 6 25 61
Thirty Years Of Heteroskedasticity-robust Inference 1 6 15 443 6 14 48 771
Validity Of Wild Bootstrap Inference With Clustered Errors 1 1 7 108 3 5 25 160
WILD BOOTSTRAP TESTS FOR IV REGRESSION 0 0 1 25 0 1 5 111
When and How to Deal with Clustered Errors in Regression Models 22 22 22 22 16 16 16 16
Wild Bootstrap Inference For Wildly Different Cluster Sizes 2 5 21 346 5 11 56 810
Wild Bootstrap Randomization Inference For Few Treated Clusters 4 8 55 101 8 16 110 163
Wild Bootstrap Tests For Iv Regression 0 0 3 394 2 6 26 1,055
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 15 22 72 72 55 79 128 128
Wild Cluster Bootstrap Confidence Intervals 0 0 5 173 5 10 38 316
Wild bootstrap tests for IV regression 0 0 1 43 1 2 8 124
Total Working Papers 136 344 1,415 24,081 527 1,277 4,921 83,006
39 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 1 2 4 298 2 3 7 823
A New Form of the Information Matrix Test 0 0 1 98 0 0 3 547
A Simplified Version of the Differencing Test 0 0 0 24 0 0 1 185
A Specification Test for Models Estimated by GLS 0 0 1 37 1 1 3 144
An algorithm for the generalized transportation problem 1 1 1 180 2 2 5 415
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests 0 0 0 0 1 5 38 1,669
Approximate bias correction in econometrics 1 1 4 197 5 6 23 633
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 0 81 0 0 4 258
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 0 2 96
Bootstrap Confidence Sets with Weak Instruments 0 0 0 9 2 2 7 42
Bootstrap J tests of nonnested linear regression models 0 0 0 177 1 1 15 578
Bootstrap Methods in Econometrics 0 0 0 333 1 3 19 713
Bootstrap Testing in Nonlinear Models 0 0 0 98 2 4 17 950
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 37 0 0 24 144
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 3 4 16 325
Bootstrap inference in econometrics 0 1 5 551 1 2 21 1,217
Bootstrap tests: how many bootstraps? 0 1 9 160 1 6 30 422
Computing equilibria with increasing returns 0 0 0 6 0 0 0 27
Computing optimal tax equilibria 0 0 0 14 0 0 2 47
Confidence sets based on inverting Anderson–Rubin tests 0 0 4 12 1 1 11 44
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 31 2 2 3 349
Convenient singularities and maximum likelihood estimation 0 0 0 9 0 0 0 49
Convenient specification tests for logit and probit models 2 4 21 251 3 11 49 577
Disequilibrium Estimation of the Demand for Copper 0 0 0 77 1 2 10 520
Distributions of error correction tests for cointegration 1 1 6 358 7 10 33 1,128
Double Length Artificial Regressions 0 0 0 0 1 1 3 159
Efficient estimation of tail-area probabilities in sampling experiments 0 0 1 38 0 0 1 225
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables 0 0 0 155 1 2 3 665
European Monetary Union: a cointegration analysis 0 1 4 109 0 2 10 469
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS 0 0 1 133 0 0 8 667
Fast and wild: Bootstrap inference in Stata using boottest 4 17 27 27 29 66 115 115
Full maximum likelihood estimation of second- order autoregressive error models 0 1 2 121 1 3 5 400
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 1 2 22 1,163
Heteroskedasticity-Robust Tests for Structural Change 0 0 0 0 2 2 4 520
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 191 0 0 10 931
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 0 84 0 0 9 301
Inference via kernel smoothing of bootstrap P values 0 1 1 60 1 2 10 217
Inference with Large Clustered Datasets 0 0 1 1 0 1 5 15
Market and Shadow Land Rents with Congestion 0 1 1 48 2 6 13 367
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 1 1 1 46 2 3 8 158
Measuring the costs of height restrictions with a general equilibrium model 0 0 0 107 1 2 4 236
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 100 0 0 4 332
Model Specification Tests and Artificial Regressions 0 0 0 117 2 3 5 335
Moments of IV and JIVE estimators 0 0 0 45 0 0 12 294
Monetary anticipations and the demand for money 0 0 0 10 1 1 4 45
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS 1 2 13 58 3 6 36 143
Notes on the New Urban Economics 1 3 11 196 11 21 51 820
Numerical Distribution Functions for Unit Root and Cointegration Tests 0 1 49 1,606 4 20 152 4,132
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 4 13 38 695 22 68 198 2,299
On a simple procedure for testing non-nested regression models 0 0 0 8 0 0 1 43
Regression-based methods for using control variates in Monte Carlo experiments 0 1 4 82 1 2 9 211
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' 0 0 0 34 1 1 2 162
Several Tests for Model Specification in the Presence of Alternative Hypotheses 3 12 62 504 11 28 119 1,165
Small sample properties of alternative forms of the Lagrange Multiplier test 0 0 2 58 0 1 6 162
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 78 1 1 9 204
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 3 14 50 364 7 36 146 937
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 0 3 89 1 4 33 366
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 0 0 5 99 1 2 13 461
Testing for Consistency using Artificial Regressions 0 0 1 23 0 0 10 146
Testing the specification of multivariate models in the presence of alternative hypotheses 0 0 0 27 0 0 1 78
Tests for model specification in the presence of alternative hypotheses: Some further results 0 3 13 239 2 9 34 513
The Interpretation of Test Statistics 0 0 0 42 0 0 0 690
The Linux Operating System: Debian GNU/Linux 0 0 0 102 2 2 6 503
The case against JIVE 0 0 1 74 0 1 14 290
The effects of the property tax: A general equilibrium simulation 0 0 2 105 1 1 9 215
The effects of urban transportation changes: A general equilibrium simulation 0 0 1 49 1 3 7 179
The fourth special issue on Computational Econometrics 0 0 2 33 2 2 6 111
The power of bootstrap and asymptotic tests 0 0 7 157 2 3 19 422
The welfare implications of spatial interdependence: An extension of Wheaton's "optimal distribution of income among cities" 0 0 0 14 1 1 4 85
The wild bootstrap for few (treated) clusters 0 0 2 2 0 3 16 16
Transforming the Dependent Variable in Regression Models 2 4 24 410 5 11 50 1,155
Une nouvelle forme du test de la matrice d'information 0 0 0 1 0 0 1 8
Urban general equilibrium models and simplicial search algorithms 0 0 0 11 1 1 1 49
WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS 0 0 0 5 0 0 5 38
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 1 8 1 1 5 292
Wild Bootstrap Inference for Wildly Different Cluster Sizes 1 3 11 22 3 9 46 79
Wild Bootstrap Tests for IV Regression 0 0 4 101 0 2 23 272
Total Journal Articles 26 89 402 9,832 164 400 1,630 35,762


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 0 114 275 1,189 8,005
Total Books 0 0 0 0 114 275 1,189 8,005


Statistics updated 2019-09-09