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 2 2 2 87
A New Form of the Information Matrix Test 0 0 0 0 1 2 2 533
A Simple Technique for Computing Optimal Tax Equilibria 0 0 0 0 0 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 5 259
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances 0 0 0 1 2 2 4 164
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 1 1 7 846
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 0 2 6 967 3 8 26 2,193
Approximate Bias Correction In Econometrics 0 0 0 437 0 0 1 1,536
Approximate Bias Correction in Econometrics 0 0 0 1 0 2 2 377
Approximate Bias Correction in Econometrics 0 0 0 1 0 2 4 925
Are Price Equations Really Money Demand Equations on their Heads? 0 0 0 0 0 0 4 325
Artificial Regressions 0 0 0 49 1 1 1 201
Artificial Regressions 0 0 4 360 3 4 11 1,018
Artificial Regressions 0 0 0 0 2 3 4 400
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 1 2 14 276 3 5 25 533
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 0 0 0 13 1 2 3 70
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 8 466
Bootstrap Confidence Sets With Weak Instruments 0 0 0 205 2 2 5 580
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 0 0 0 27
Bootstrap Hypothesis Testing 0 1 6 1,901 3 5 19 4,640
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 261 0 0 2 912
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 150 0 0 2 601
Bootstrap Methods In Econometrics 0 0 1 1,612 0 0 12 3,243
Bootstrap Testing How Many Bootstraps 0 0 0 0 0 0 0 17
Bootstrap Testing in Nonlinear Models 0 0 0 2 1 2 3 813
Bootstrap Testing in Nonlinear Models 0 1 1 9 0 1 2 42
Bootstrap Tests For Overidentification In Linear Regression Models 0 0 0 147 1 3 3 397
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 1 1 3 26
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 1 2 2 785
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 0 0 0 960
Bootstrap Tests: How Many Bootstraps? 0 0 4 1,065 1 3 13 2,894
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 0 0 1 13 1 1 4 30
Cluster-Robust Inference: A Guide to Empirical Practice 0 1 3 22 0 2 9 59
Cluster-Robust Inference: A Guide to Empirical Practice 3 8 60 428 10 23 115 829
Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models 0 0 3 3 0 1 8 8
Cluster-robust jackknife and bootstrap inference for binary response models 0 0 14 14 1 2 30 30
Cluster–robust inference: A guide to empirical practice 0 1 7 20 1 2 22 75
Computing Numerical Distribution Functions In Econometrics 0 0 0 298 1 2 3 998
Confidence Sets Based On Inverting Anderson-rubin Tests 0 1 4 167 2 4 10 674
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 2 2 6 375
Convenient Specification Tests for Logit and Probit Models 0 0 3 722 1 1 4 1,676
Critical Values For Cointegration Tests 17 69 346 7,415 63 221 978 19,375
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 1 1 3 1,113
Distributions of error correction tests for cointegration 0 0 1 417 1 2 5 1,296
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 6 19 82 1,030 21 59 293 3,159
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 0 0 5 0 0 4 24
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference 0 6 19 132 3 13 36 249
Fast and Wild: Bootstrap Inference in Stata Using boottest 0 1 3 45 0 1 8 204
Fast cluster bootstrap methods for linear regression models 0 1 8 82 2 4 17 127
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 0 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 0 4 440 0 1 6 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 2 667
Heteroskedasticity-robust tests for structural change 0 0 0 331 0 0 1 1,122
How cluster-robust inference is changing applied econometrics 0 4 6 372 3 11 19 845
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 0 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 0 1 259
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 0 0 1 286 1 1 2 782
Improving the reliability of bootstrap tests with the fast double bootstrap 1 4 8 41 2 7 22 166
Inference Via Kernel Smoothing Of Bootstrap P Values 0 0 0 284 0 0 0 867
Inference With Large Clustered Datasets 0 1 4 107 2 5 11 201
Inflation and the Saving Rate 0 0 0 0 3 3 3 260
Inflation and the Savings Rate 0 0 1 521 0 0 1 1,975
Jackknife Inference with Two-Way Clustering 0 0 7 7 0 3 22 22
Jackknife inference with two-way clustering 1 2 18 18 4 8 39 39
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 0 2 72 3 4 11 140
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 1 1 2 154
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 1 1 1 311
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 1 3 0 0 1 21
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 1 173
Modelling a Market Which is Sometimes in Disequilibrium 0 0 0 0 1 1 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 0 0 0 94
Numerical Distribution Functions For Unit Root And Cointegration Tests 0 2 5 869 1 7 21 1,811
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 0 1 2 496 1 2 4 944
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 1 2 5 1,588
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 4 378 3 4 11 1,438
Numerical distribution functions of fractional unit root and cointegration tests 0 0 1 58 0 0 2 133
On the Role of Jacobian Terms in Maximum Likelihood Estimation 0 0 2 318 0 0 4 972
Pitfalls When Estimating Treatment Effects Using Clustered Data 0 0 4 133 1 1 11 284
Randomization Inference For Difference-in-differences With Few Treated Clusters 2 15 71 854 40 169 908 5,879
Randomization Inference for Difference-in-Differences with Few Treated Clusters 0 0 0 37 1 2 7 134
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 0 1 9 0 0 3 1,031
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 0 0 93 0 1 3 1,004
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 1 1 72
Seasonality in Regression: An Application of Smoothness Priors 0 0 0 112 0 0 1 616
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 2 8 1,040
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 1 1 30 0 2 4 113
Simulation-based Tests That Can Use Any Number Of Simulations 0 0 0 193 1 1 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 1 1 1 165
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 1 1 4 482 1 2 10 1,413
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 2 1 1 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 1 1 1 151 1 1 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 1 1 26
Testing for Consistency using Artificial Regressions 0 0 0 149 1 2 2 562
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 2 19 1 1 5 35
Testing for the appropriate level of clustering in linear regression models 0 2 6 382 2 6 27 820
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 1 83 1 1 4 386
The Effects of Urban Transportation Changes: A General Equilibrium Simulation 0 0 0 0 0 1 1 330
The Effects of the Property Tax: A General Equilibrium Simulation 0 0 0 1 1 2 4 471
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 1 1 1 1,668
The Power of Bootstrap Tests 0 0 1 8 0 0 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 2 2 950
The Size Distortion of Bootstrap Tests 0 0 0 2 1 2 2 26
The Size and Power of Bootstrap Tests 0 0 0 1 0 0 1 1,169
The Size and Power of Bootstrap Tests 0 0 0 0 0 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 0 3 154 4 6 12 301
The interpretation of test statistics 0 0 0 0 0 0 0 139
The multiway cluster wild bootstrap 0 0 1 63 2 2 3 117
Thirty Years Of Heteroskedasticity-robust Inference 1 2 7 555 5 14 36 1,036
Using Large Samples in Econometrics 0 3 16 132 1 8 31 169
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 0 1 16 208 1 6 46 422
Wild Bootstrap Inference For Wildly Different Cluster Sizes 0 3 6 400 3 8 13 966
Wild Bootstrap Randomization Inference For Few Treated Clusters 1 2 6 198 2 5 15 353
Wild Bootstrap Tests For Iv Regression 0 0 1 414 1 1 6 1,136
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 1 2 4 163 2 3 10 349
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 0 0 0 20 0 1 3 54
Wild Cluster Bootstrap Confidence Intervals 0 0 0 197 1 1 3 469
Wild bootstrap tests for IV regression 0 0 2 47 0 0 3 145
Total Working Papers 36 160 816 31,036 246 726 3,153 107,932
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 1 1 1 313 1 1 5 877
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 1 1 1 195
A Specification Test for Models Estimated by GLS 0 0 0 38 1 1 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 4 12 41 1,908
Approximate bias correction in econometrics 0 0 2 211 1 2 6 694
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 1 82 2 2 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 3 10 47 2 5 16 135
Bootstrap Confidence Sets with Weak Instruments 0 0 2 16 3 5 8 82
Bootstrap J tests of nonnested linear regression models 0 0 0 181 0 0 2 602
Bootstrap Methods in Econometrics 0 0 1 354 2 3 12 791
Bootstrap Testing in Nonlinear Models 0 0 0 98 3 7 13 1,014
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 48 0 1 3 203
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 0 1 4 356
Bootstrap inference in econometrics 0 0 0 559 1 2 3 1,270
Bootstrap inference in econometrics 0 0 1 3 1 1 3 18
Bootstrap tests: how many bootstraps? 1 3 13 229 3 8 28 626
Cluster-robust inference: A guide to empirical practice 1 3 18 39 4 10 49 111
Computing equilibria with increasing returns 0 0 0 6 0 0 0 32
Computing optimal tax equilibria 0 0 0 16 1 1 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 1 1 2 36 1 1 4 362
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 0 6 33 715
Disequilibrium Estimation of the Demand for Copper 0 0 0 78 0 1 1 536
Distributions of error correction tests for cointegration 0 0 0 368 2 2 9 1,269
Double Length Artificial Regressions 0 0 0 0 1 5 9 189
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 1 1 3 688
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference 0 2 6 9 1 3 16 35
Fast and wild: Bootstrap inference in Stata using boottest 0 0 11 142 2 8 60 530
Fast cluster bootstrap methods for linear regression models 0 0 2 2 0 2 8 10
Full maximum likelihood estimation of second- order autoregressive error models 0 1 1 130 0 2 3 427
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 1 5 8 1,214
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 0 198 0 0 1 970
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 1 89 0 0 6 336
Inference via kernel smoothing of bootstrap P values 0 0 0 65 1 1 2 244
Inference with Large Clustered Datasets 0 0 0 3 1 1 1 38
Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust 2 2 10 12 4 6 26 33
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 1 1 5 256
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 1 5 450
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 0 1 5 94 0 2 6 219
Notes on the New Urban Economics 0 0 2 219 1 2 6 879
Numerical Distribution Functions for Unit Root and Cointegration Tests 2 4 15 1,683 4 12 58 4,441
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 14 821 3 5 40 2,933
On a simple procedure for testing non-nested regression models 0 0 1 9 1 1 2 49
Randomization inference for difference-in-differences with few treated clusters 1 2 10 40 4 14 46 169
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 1 1 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 2 2 598 2 5 20 1,495
Small sample properties of alternative forms of the Lagrange Multiplier test 0 1 1 62 0 1 2 188
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 80 1 2 2 225
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 0 4 25 633 7 16 74 1,704
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 1 1 1 170
Testing for the appropriate level of clustering in linear regression models 0 2 6 11 1 5 15 36
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 3 278 0 2 6 637
The Interpretation of Test Statistics 0 0 0 42 1 1 2 703
The Linux Operating System: Debian GNU/Linux 1 1 1 110 1 3 4 529
The case against JIVE 0 0 1 2 0 0 1 6
The case against JIVE 0 1 2 81 1 2 3 337
The effects of the property tax: A general equilibrium simulation 0 0 1 119 0 0 2 254
The effects of urban transportation changes: A general equilibrium simulation 0 1 1 54 0 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 0 1 1 11 1 5 7 74
Transforming the Dependent Variable in Regression Models 1 3 9 495 2 6 13 1,326
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 1 1 4 10
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 0 1 303
Wild Bootstrap Inference for Wildly Different Cluster Sizes 2 3 5 53 4 10 18 228
Wild Bootstrap Tests for IV Regression 0 0 3 126 2 3 9 362
Wild Bootstrap and Asymptotic Inference With Multiway Clustering 1 2 5 19 3 6 12 70
Wild cluster bootstrap confidence intervals 0 0 0 4 0 0 0 6
Total Journal Articles 14 45 212 11,375 88 217 785 42,256

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 31 152 11,707
Total Books 0 0 0 0 11 31 152 11,707

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 1 13 0 1 5 38
Total Chapters 0 1 1 13 0 1 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 2 2 9 9 3 5 54 54
SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator 0 3 6 39 1 8 35 184
Total Software Items 2 5 15 48 4 13 89 238

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Statistics updated 2025-03-03