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 1 1 79
A New Form of the Information Matrix Test 0 0 0 0 0 2 2 507
A Simple Technique for Computing Optimal Tax Equilibria 0 0 0 0 0 0 0 80
A Simplified Version of a Differencing Specification Test 0 0 0 0 1 2 6 117
A Technique for the Solution of Spatial Equilibrium Models 0 0 0 0 0 2 3 216
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances 0 0 0 1 0 2 2 144
An Algorithm for the Generalized Transportation Problem 0 0 0 2 0 1 1 1,645
Applications Of The Fast Double Bootstrap 0 1 2 278 0 2 15 780
Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests 1 2 11 899 4 16 50 2,007
Approximate Bias Correction In Econometrics 0 1 4 431 1 5 20 1,490
Approximate Bias Correction in Econometrics 0 0 0 1 0 4 5 898
Approximate Bias Correction in Econometrics 0 0 0 1 0 1 2 357
Are Price Equations Really Money Demand Equations on their Heads? 0 0 0 0 0 2 7 304
Artificial Regressions 0 0 3 336 2 5 19 929
Artificial Regressions 0 0 0 48 0 2 3 178
Artificial Regressions 0 0 0 0 0 0 3 381
Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors 8 19 98 149 14 39 200 260
Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors 3 4 4 4 4 10 10 10
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 32 0 0 0 200
Bootstrap And Asymptotic Inference With Multiway Clustering 2 15 56 169 4 31 128 302
Bootstrap Confidence Sets With Weak Instruments 0 2 4 194 3 8 33 510
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 2 3 7 9
Bootstrap Hypothesis Testing 2 4 7 1,803 5 10 46 4,348
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 1 2 148 1 4 11 576
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 260 0 1 1 893
Bootstrap Methods In Econometrics 2 5 20 1,587 7 15 76 3,127
Bootstrap Testing How Many Bootstraps 0 0 0 0 0 1 2 2
Bootstrap Testing in Nonlinear Models 0 1 1 1 0 3 4 4
Bootstrap Testing in Nonlinear Models 0 0 0 2 0 2 3 802
Bootstrap Tests For Overidentification In Linear Regression Models 1 2 2 138 1 4 20 331
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 0 0 1 2 6
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 1 3 5 5
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 1 4 8 766
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 1 1 3 932
Bootstrap Tests: How Many Bootstraps? 2 4 16 1,028 4 11 54 2,750
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 21 1 3 3 76
Computing Numerical Distribution Functions In Econometrics 0 0 2 277 1 5 14 947
Confidence Sets Based On Inverting Anderson-rubin Tests 0 0 4 150 2 4 28 569
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 0 1 4 4
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 0 0 4 10 327
Convenient Specification Tests for Logit and Probit Models 1 2 2 709 1 3 14 1,621
Critical Values For Cointegration Tests 28 104 334 4,742 145 398 1,371 11,664
Critical Values for Cointegration Tests 9 21 49 311 34 71 175 934
Disequilibrium Estimation of the Demand for Copper 0 0 0 0 0 3 4 164
Distributions of Error Correction Tests for Cointegration 0 0 1 540 0 1 8 1,049
Distributions of error correction tests for cointegration 0 1 2 402 0 2 12 1,154
Double-Length Artificial Regressions 0 0 0 0 0 2 2 2
Double-Length Artificial Regressions 0 0 0 63 0 1 2 207
Fast And Wild: Bootstrap Inference In Stata Using Boottest 18 59 315 315 69 201 739 739
Fast and Wild: Bootstrap Inference in Stata Using boottest 1 2 3 3 2 10 17 17
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models 0 0 0 0 0 3 4 361
General Equilibrium with Taxes 0 0 0 0 0 1 2 212
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 1 422 1 9 27 1,027
Heteroskedastcity-robust tests in regressions directions 0 0 0 0 0 0 0 9
Heteroskedasticity-Robust Tests in Regression Directions 0 0 0 156 0 1 6 630
Heteroskedasticity-robust tests for structural change 1 1 1 331 1 2 4 1,108
How cluster-robust inference is changing applied econometrics 9 126 126 126 16 62 62 62
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 0 6 23 863
Implicit alternatives and the local power of test statistics 0 0 0 0 0 7 8 101
Improving The Reliability Of Bootstrap Tests 0 0 1 76 0 1 3 251
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 0 1 1 281 1 4 10 758
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 0 21 0 3 4 105
Inference Via Kernel Smoothing Of Bootstrap P Values 0 1 1 278 1 5 13 843
Inference With Large Clustered Datasets 0 1 7 84 3 7 25 120
Inflation and the Saving Rate 0 0 0 0 0 1 3 226
Inflation and the Savings Rate 1 1 9 507 1 12 51 1,902
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 0 2 2 101
Market and Shadow Land Rents with Congestion 0 0 0 1 0 1 4 143
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 0 0 5 8 253
Measuring the Costs of Height Restrictions with a General Equilibrium Model 0 0 0 1 1 5 12 284
Model Specification Tests Against Non-Nested Alternatives 0 0 2 185 0 5 23 602
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 0 1 3 194
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 0 0 1 1 1
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 1 2 2 158
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 1 3 10 447
Moments of IV and JIVE estimators 0 0 0 15 0 4 4 60
Monetary Anticipations and the Demand for Money 0 0 0 0 0 1 2 81
Numerical Distribution Functions For Unit Root And Cointegration Tests 3 3 12 824 6 16 51 1,629
Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests 0 1 5 460 1 5 21 872
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 0 0 0 2 4 10 30 1,485
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 1 1 6 350 4 13 40 1,277
Numerical distribution functions of fractional unit root and cointegration tests 0 0 3 50 0 1 4 106
On the Role of Jacobian Terms in Maximum Likelihood Estimation 0 0 1 307 0 3 28 934
Pitfalls When Estimating Treatment Effects Using Clustered Data 3 6 22 67 7 16 47 111
Randomization Inference For Difference-in-differences With Few Treated Clusters 17 33 86 371 60 159 398 846
Randomization Inference for Difference-in-Differences with Few Treated Clusters 0 2 6 29 2 7 30 76
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 0 1 3 0 0 5 985
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 0 1 92 0 2 3 982
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 1 1 62
Seasonality in Regression: An Application of Smoothness Priors 0 0 0 111 0 2 2 609
Several Tests for Model Specification in the Presence of Alternative Hypotheses 2 4 5 5 4 10 19 19
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 2 15 36 877
Simulation-based Tests That Can Use Any Number Of Simulations 0 1 1 190 1 6 12 587
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test 0 0 0 1 0 5 8 391
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 1 2 5 146
Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties 3 5 9 427 5 8 25 1,275
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 0 0 1 1
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 0 2 2 268
Specification Tests Based on Artificial Regressions 0 0 1 148 0 1 3 365
THE CASE AGAINST JIVE 0 0 0 21 0 1 3 102
Testing for Consistency Using Artificial Regressions 0 0 0 0 1 2 5 5
Testing for Consistency using Artificial Regressions 1 1 1 148 1 4 7 537
Testing for the Transformation of the Dependent Variable 0 0 0 0 0 0 3 422
Testing the Specification of Econometric Models in Regression and Non-Regression Directions 0 0 0 45 0 1 3 217
Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results 0 0 0 0 0 2 8 206
The Case Against Jive 0 0 0 77 1 5 16 326
The Effects of Urban Transportation Changes: A General Equilibrium Simulation 0 0 0 0 0 2 2 319
The Effects of the Property Tax: A General Equilibrium Simulation 0 0 0 1 0 2 7 437
The Existence and Computation of Equilibria with Increasing Returns and Externalities 0 0 0 0 0 0 1 51
The Power Of Bootstrap And Asymptotic Tests 1 1 2 595 2 3 10 1,617
The Power of Bootstrap Tests 0 0 1 1 0 1 4 4
The Size And Power Of Bootstrap Tests 1 2 4 189 4 8 22 1,007
The Size Distorsion of Bootstrap Tests 0 0 0 0 0 2 2 929
The Size Distortion of Bootstrap Tests 1 1 1 1 2 4 4 4
The Size and Power of Bootstrap Tests 0 0 0 1 1 2 4 1,154
The Size and Power of Bootstrap Tests 0 0 0 0 0 2 3 1,150
The Subcluster Wild Bootstrap for Few (Treated) Clusters 0 0 2 11 0 1 8 31
The Wild Bootstrap For Few (treated) Clusters 3 4 23 130 7 16 57 181
The interpretation of test statistics 0 0 0 0 0 2 3 122
The multiway cluster wild bootstrap 0 2 9 43 0 6 27 55
Thirty Years Of Heteroskedasticity-robust Inference 2 3 16 437 5 11 58 757
Validity Of Wild Bootstrap Inference With Clustered Errors 0 1 9 107 0 7 29 155
WILD BOOTSTRAP TESTS FOR IV REGRESSION 0 0 1 25 0 1 5 110
Wild Bootstrap Inference For Wildly Different Cluster Sizes 2 7 21 341 4 14 60 799
Wild Bootstrap Randomization Inference For Few Treated Clusters 6 12 60 93 13 31 123 147
Wild Bootstrap Tests For Iv Regression 0 0 4 394 2 9 24 1,049
Wild Bootstrap and Asymptotic Inference with Multiway Clustering 8 50 50 50 18 49 49 49
Wild Cluster Bootstrap Confidence Intervals 1 2 7 173 3 10 40 306
Wild bootstrap tests for IV regression 0 0 1 43 0 3 7 122
Total Working Papers 144 523 1,463 24,048 499 1,546 4,836 82,663
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 2 296 0 2 4 820
A New Form of the Information Matrix Test 0 1 1 98 0 2 4 547
A Simplified Version of the Differencing Test 0 0 0 24 0 0 2 185
A Specification Test for Models Estimated by GLS 0 1 1 37 0 2 2 143
An algorithm for the generalized transportation problem 0 0 0 179 0 2 3 413
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests 0 0 0 0 2 13 42 1,664
Approximate bias correction in econometrics 0 0 4 196 1 4 19 627
Are Price Equations Really Money Demand Equations on Their Heads? 0 0 0 81 1 2 5 258
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 1 2 96
Bootstrap Confidence Sets with Weak Instruments 0 0 1 9 1 2 9 40
Bootstrap J tests of nonnested linear regression models 0 0 0 177 2 6 15 577
Bootstrap Methods in Econometrics 0 0 3 333 2 4 21 710
Bootstrap Testing in Nonlinear Models 0 0 0 98 2 8 14 946
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 2 37 1 4 33 144
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 1 73 1 3 15 321
Bootstrap inference in econometrics 0 0 7 550 5 5 26 1,215
Bootstrap tests: how many bootstraps? 1 4 13 159 2 11 40 416
Computing equilibria with increasing returns 0 0 0 6 0 0 0 27
Computing optimal tax equilibria 0 0 0 14 0 1 3 47
Confidence sets based on inverting Anderson–Rubin tests 1 1 4 12 1 2 10 43
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors 0 0 0 31 0 1 2 347
Convenient singularities and maximum likelihood estimation 0 0 0 9 0 0 0 49
Convenient specification tests for logit and probit models 1 2 19 247 4 11 49 566
Disequilibrium Estimation of the Demand for Copper 0 0 0 77 0 5 8 518
Distributions of error correction tests for cointegration 0 0 7 357 2 6 28 1,118
Double Length Artificial Regressions 0 0 0 0 0 2 3 158
Efficient estimation of tail-area probabilities in sampling experiments 1 1 1 38 1 1 1 225
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables 0 0 0 155 0 1 2 663
European Monetary Union: a cointegration analysis 0 1 3 108 1 2 9 467
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS 0 1 1 133 1 3 12 667
Fast and wild: Bootstrap inference in Stata using boottest 5 10 10 10 20 49 49 49
Full maximum likelihood estimation of second- order autoregressive error models 0 0 1 120 0 1 3 397
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 2 7 23 1,161
Heteroskedasticity-Robust Tests for Structural Change 0 0 0 0 0 2 2 518
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 191 0 6 12 931
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 0 84 1 4 10 301
Inference via kernel smoothing of bootstrap P values 0 0 0 59 2 3 10 215
Inference with Large Clustered Datasets 0 0 1 1 1 1 5 14
Market and Shadow Land Rents with Congestion 0 0 0 47 1 4 7 361
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances 0 0 0 45 0 2 5 155
Measuring the costs of height restrictions with a general equilibrium model 0 0 0 107 0 1 2 234
Model Specification Tests Based on Artificial Linear Regressions 1 1 1 100 1 2 4 332
Model Specification Tests and Artificial Regressions 0 0 0 117 0 0 4 332
Moments of IV and JIVE estimators 0 0 0 45 1 3 14 294
Monetary anticipations and the demand for money 0 0 0 10 0 1 4 44
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS 1 4 14 56 2 8 38 137
Notes on the New Urban Economics 1 7 9 193 7 22 36 799
Numerical Distribution Functions for Unit Root and Cointegration Tests 8 20 50 1,605 22 60 163 4,112
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration 4 11 31 682 18 47 165 2,231
On a simple procedure for testing non-nested regression models 0 0 0 8 0 1 1 43
Regression-based methods for using control variates in Monte Carlo experiments 0 1 3 81 0 4 9 209
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' 0 0 0 34 0 0 1 161
Several Tests for Model Specification in the Presence of Alternative Hypotheses 7 16 56 492 13 34 110 1,137
Small sample properties of alternative forms of the Lagrange Multiplier test 0 2 3 58 0 3 6 161
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 78 2 6 9 203
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties 7 13 46 350 17 43 138 901
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 0 6 89 7 13 42 362
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 1 3 5 99 3 6 11 459
Testing for Consistency using Artificial Regressions 0 0 2 23 2 5 13 146
Testing the specification of multivariate models in the presence of alternative hypotheses 0 0 2 27 0 0 3 78
Tests for model specification in the presence of alternative hypotheses: Some further results 3 7 11 236 5 11 30 504
The Interpretation of Test Statistics 0 0 0 42 0 0 0 690
The Linux Operating System: Debian GNU/Linux 0 0 0 102 0 2 5 501
The case against JIVE 0 0 1 74 1 4 15 289
The effects of the property tax: A general equilibrium simulation 1 1 2 105 2 5 9 214
The effects of urban transportation changes: A general equilibrium simulation 0 0 1 49 0 1 5 176
The fourth special issue on Computational Econometrics 0 0 2 33 0 1 4 109
The power of bootstrap and asymptotic tests 1 4 8 157 4 9 19 419
The welfare implications of spatial interdependence: An extension of Wheaton's "optimal distribution of income among cities" 0 0 0 14 0 1 4 84
The wild bootstrap for few (treated) clusters 0 1 2 2 1 7 13 13
Transforming the Dependent Variable in Regression Models 5 12 25 406 5 21 48 1,144
Une nouvelle forme du test de la matrice d'information 0 0 0 1 0 1 2 8
Urban general equilibrium models and simplicial search algorithms 0 0 0 11 0 0 1 48
WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS 0 0 0 5 2 3 5 38
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada 0 0 1 8 0 1 6 291
Wild Bootstrap Inference for Wildly Different Cluster Sizes 1 2 14 19 6 17 48 70
Wild Bootstrap Tests for IV Regression 1 1 6 101 2 8 29 270
Total Journal Articles 51 128 383 9,743 180 536 1,525 35,362


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 51 124 1,240 7,730
Total Books 0 0 0 0 51 124 1,240 7,730


Statistics updated 2019-06-03