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 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 2 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 6 261
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 0 0 1,660
Applications Of The Fast Double Bootstrap 1 1 1 295 1 2 7 848
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 1 4 8 971 4 11 29 2,206
Approximate Bias Correction In Econometrics 0 0 0 437 0 0 1 1,536
Approximate Bias Correction in Econometrics 0 0 0 1 0 1 4 926
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 3 325
Artificial Regressions 0 0 0 49 0 0 1 201
Artificial Regressions 0 0 0 0 0 0 4 400
Artificial Regressions 0 1 5 362 0 3 12 1,022
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 1 2 8 279 3 4 20 538
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 0 0 0 13 0 1 3 71
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 33 0 2 2 224
Bootstrap And Asymptotic Inference With Multiway Clustering 0 1 1 238 1 6 14 473
Bootstrap Confidence Sets With Weak Instruments 0 1 1 206 1 2 4 582
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 0 0 0 27
Bootstrap Hypothesis Testing 0 1 3 1,902 0 4 13 4,645
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 261 0 1 2 913
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 150 0 2 3 603
Bootstrap Methods In Econometrics 0 0 0 1,612 1 3 17 3,252
Bootstrap Testing How Many Bootstraps 0 0 0 0 0 0 0 17
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 1 1 148 0 1 4 398
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 1 0 0 0 20
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 3 0 2 5 29
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 0 0 0 960
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 0 0 2 785
Bootstrap Tests: How Many Bootstraps? 0 1 2 1,066 0 1 7 2,896
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 25 0 0 1 91
Cluster-Robust Inference: A Guide to Empirical Practice 2 5 34 435 6 18 84 852
Cluster-Robust Inference: A Guide to Empirical Practice 0 1 4 23 0 2 8 61
Cluster-Robust Inference: A Guide to Empirical Practice 0 0 1 13 0 1 4 31
Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models 1 1 2 4 2 3 8 11
Cluster-robust jackknife and bootstrap inference for logistic regression models 1 4 18 20 1 7 33 43
Cluster–robust inference: A guide to empirical practice 0 1 3 21 0 4 15 81
Computing Numerical Distribution Functions In Econometrics 0 0 0 298 0 0 2 998
Confidence Sets Based On Inverting Anderson-rubin Tests 0 0 2 167 0 1 7 675
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 4 376
Convenient Specification Tests for Logit and Probit Models 0 0 1 722 0 0 2 1,676
Critical Values For Cointegration Tests 29 83 332 7,526 76 261 953 19,707
Disequilibrium Estimation of the Demand for Copper 0 0 0 0 0 0 0 183
Distributions of Error Correction Tests for Cointegration 0 0 0 543 0 0 1 1,113
Distributions of error correction tests for cointegration 0 0 1 417 0 0 3 1,296
Double-Length Artificial Regressions 0 0 0 1 0 0 1 21
Double-Length Artificial Regressions 0 0 0 66 1 1 1 226
Fast And Wild: Bootstrap Inference In Stata Using Boottest 3 12 61 1,043 14 62 234 3,229
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 2 15 134 1 4 33 255
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 0 0 5 0 1 5 25
Fast and Wild: Bootstrap Inference in Stata Using boottest 0 0 2 45 0 1 5 205
Fast cluster bootstrap methods for linear regression models 0 0 5 82 0 1 15 129
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 0 2 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 0 4 1,073
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 0 0 1,122
How cluster-robust inference is changing applied econometrics 0 1 7 373 0 4 20 849
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 0 0 3 998
Implicit alternatives and the local power of test statistics 0 0 0 0 1 1 5 127
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 1 286 0 0 2 782
Improving the reliability of bootstrap tests with the fast double bootstrap 0 2 7 43 0 2 15 169
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 1 1 9 202
Inflation and the Saving Rate 0 0 0 0 0 0 3 260
Inflation and the Savings Rate 0 0 0 521 0 0 0 1,975
Jackknife Inference with Two-Way Clustering 0 0 0 7 1 1 11 23
Jackknife inference with two-way clustering 2 5 26 27 3 11 50 58
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 0 0 0 20 0 0 0 46
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust 1 2 3 74 1 3 11 144
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 1 1 2 119
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 0 0 260
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 0 1 173
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 1 1 2 22
Modelling a Market Which is Sometimes in Disequilibrium 0 0 0 0 0 0 1 72
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 1 1 1 95
Numerical Distribution Functions For Unit Root And Cointegration Tests 1 3 8 873 1 10 26 1,824
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 2 4 6 500 2 6 9 950
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 1 378 1 4 11 1,442
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 1 2 4 1,590
Numerical distribution functions of fractional unit root and cointegration tests 0 0 1 58 0 1 3 134
On the Role of Jacobian Terms in Maximum Likelihood Estimation 0 0 1 318 0 0 1 972
Pitfalls When Estimating Treatment Effects Using Clustered Data 0 2 4 135 0 3 12 288
Randomization Inference For Difference-in-differences With Few Treated Clusters 1 7 43 862 17 68 598 5,998
Randomization Inference for Difference-in-Differences with Few Treated Clusters 0 0 1 38 1 3 12 139
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 0 0 93 0 0 3 1,004
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 0 1 72
Seasonality in Regression: An Application of Smoothness Priors 0 1 1 113 0 2 3 618
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 1 7 1,041
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 1 30 2 4 7 117
Simulation-based Tests That Can Use Any Number Of Simulations 0 0 0 193 0 0 1 616
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 1 1 4 483 2 4 12 1,417
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 2 0 0 1 45
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 1 151 0 0 1 379
THE CASE AGAINST JIVE 0 0 1 23 0 0 1 109
Testing for Consistency Using Artificial Regressions 0 0 0 2 0 0 1 26
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 1 3 3 434
Testing for the appropriate level of clustering in linear regression models 0 0 0 19 1 1 2 36
Testing for the appropriate level of clustering in linear regression models 1 3 5 385 1 4 16 824
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 0 244
The Case Against Jive 0 0 0 83 0 0 3 386
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 4 473
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 1 1 1 605 1 1 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 2 1,051
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 0 1 1,170
The Subcluster Wild Bootstrap for Few (Treated) Clusters 0 1 1 17 1 2 4 67
The Wild Bootstrap For Few (treated) Clusters 0 1 2 155 0 2 11 303
The interpretation of test statistics 0 0 0 0 0 0 1 140
The multiway cluster wild bootstrap 1 1 2 64 1 1 5 119
Thirty Years Of Heteroskedasticity-robust Inference 0 0 8 556 5 14 52 1,055
Using Large Samples in Econometrics 2 3 9 136 2 3 20 175
Validity Of Wild Bootstrap Inference With Clustered Errors 0 0 0 115 0 1 2 195
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 13 213 5 14 41 436
Wild Bootstrap Inference For Wildly Different Cluster Sizes 0 0 3 400 1 5 15 972
Wild Bootstrap Randomization Inference For Few Treated Clusters 0 1 5 199 0 1 13 354
Wild Bootstrap Tests For Iv Regression 0 1 2 415 0 2 7 1,138
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 1 21 0 0 2 55
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 1 3 164 0 1 9 351
Wild Cluster Bootstrap Confidence Intervals 0 0 0 197 0 0 4 470
Wild bootstrap tests for IV regression 0 0 2 47 0 1 5 147
Total Working Papers 53 168 694 31,249 170 610 2,704 108,741
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 0 6 879
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 1 195
A Specification Test for Models Estimated by GLS 0 0 0 38 0 0 1 150
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 6 15 41 1,925
Approximate bias correction in econometrics 0 0 2 211 0 1 7 695
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 1 82 0 0 3 270
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 0 0 101
Asymptotic theory and wild bootstrap inference with clustered errors 0 1 9 48 4 9 23 147
Bootstrap Confidence Sets with Weak Instruments 1 1 2 17 1 1 8 84
Bootstrap J tests of nonnested linear regression models 0 0 0 181 1 2 5 606
Bootstrap Methods in Econometrics 0 0 0 354 0 3 15 795
Bootstrap Testing in Nonlinear Models 0 0 0 98 0 2 13 1,016
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 48 0 0 4 204
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 0 1 4 357
Bootstrap inference in econometrics 0 0 0 3 0 1 2 19
Bootstrap inference in econometrics 0 2 2 561 0 3 5 1,273
Bootstrap tests: how many bootstraps? 1 2 11 231 2 8 26 635
Cluster-robust inference: A guide to empirical practice 1 3 12 42 5 15 48 131
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 0 0 3 362
Convenient singularities and maximum likelihood estimation 0 0 0 10 0 0 0 53
Convenient specification tests for logit and probit models 0 0 2 289 1 4 22 719
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 2 4 10 1,274
Double Length Artificial Regressions 0 0 0 0 0 0 9 189
Efficient estimation of tail-area probabilities in sampling experiments 0 0 0 40 1 1 3 233
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 1 1 1 122 1 1 1 499
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS 0 0 0 134 0 0 1 688
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference 1 1 4 10 2 3 12 38
Fast and wild: Bootstrap inference in Stata using boottest 2 5 15 150 5 23 67 557
Fast cluster bootstrap methods for linear regression models 0 0 2 2 0 0 8 10
Full maximum likelihood estimation of second- order autoregressive error models 0 1 2 131 0 2 6 430
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 0 1 7 1,215
Heteroskedasticity-Robust Tests for Structural Change 0 0 0 0 0 0 0 534
How cluster-robust inference is changing applied econometrics 1 1 1 22 2 2 4 96
How cluster‐robust inference is changing applied econometrics 0 0 0 10 2 3 3 39
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 198 0 0 1 970
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 1 89 0 0 4 336
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 0 0 1 38
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust 0 0 4 12 1 3 13 36
Market and Shadow Land Rents with Congestion 0 0 0 52 0 0 1 534
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 0 1 3 257
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 103 0 0 1 349
Model Specification Tests and Artificial Regressions 0 0 0 125 0 0 3 450
Moments of IV and JIVE estimators 0 0 0 46 0 0 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 1 3 7 97 1 4 9 223
Notes on the New Urban Economics 0 0 0 219 0 0 4 879
Numerical Distribution Functions for Unit Root and Cointegration Tests 1 5 19 1,692 1 12 60 4,462
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 1 4 13 825 4 11 33 2,945
On a simple procedure for testing non-nested regression models 0 0 0 9 0 0 1 49
Randomization inference for difference-in-differences with few treated clusters 1 2 10 44 2 13 51 186
Regression-based methods for using control variates in Monte Carlo experiments 0 0 1 87 0 1 2 260
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 0 1
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 1 3 599 0 1 16 1,496
Small sample properties of alternative forms of the Lagrange Multiplier test 0 0 1 62 0 0 2 188
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 80 0 1 3 226
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 4 7 22 640 15 23 71 1,731
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 0 0 100 0 0 4 432
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 0 2 171
Testing for the appropriate level of clustering in linear regression models 0 1 7 13 0 3 16 42
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 0 1 278 1 3 7 640
The Interpretation of Test Statistics 0 0 0 42 1 1 2 704
The Linux Operating System: Debian GNU/Linux 0 0 1 110 0 2 5 531
The case against JIVE 0 0 1 81 0 1 3 338
The case against JIVE 0 0 1 2 1 1 2 7
The effects of the property tax: A general equilibrium simulation 0 0 0 119 0 2 4 257
The effects of urban transportation changes: A general equilibrium simulation 1 1 2 55 1 1 3 195
The fourth special issue on Computational Econometrics 0 0 0 33 0 2 3 122
The power of bootstrap and asymptotic tests 0 0 0 178 3 3 4 490
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 2 3 13 1 2 7 76
Transforming the Dependent Variable in Regression Models 0 1 4 496 1 4 11 1,331
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 1 1 59
Using large samples in econometrics 0 0 1 2 0 0 4 10
WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS 0 0 0 18 0 1 1 108
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 1 4 54 4 5 20 234
Wild Bootstrap Tests for IV Regression 0 0 3 126 0 3 12 366
Wild Bootstrap and Asymptotic Inference With Multiway Clustering 0 0 4 19 1 1 11 72
Wild cluster bootstrap confidence intervals 0 0 0 4 0 0 0 6
Total Journal Articles 18 46 182 11,431 73 211 784 42,521

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 7 23 127 11,734
Total Books 0 0 0 0 7 23 127 11,734

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 2 14 1 1 5 40
Total Chapters 1 1 2 14 1 1 5 40

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 1 6 10 1 4 34 59
SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator 1 4 10 43 3 7 33 192
Total Software Items 1 5 16 53 4 11 67 251

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Statistics updated 2025-07-04