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James MacKinnon

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Personal Details

First Name: James
Middle Name:
Last Name: MacKinnon
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RePEc Short-ID: pma63

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Homepage: http://www.econ.queensu.ca/faculty/mackinnon
Postal Address: Department of Economics Queen's University Kingston, Ontario, Canada K7L 3N6
Phone: 613 533-2293

Affiliation

Economics Department
Queen's University
Location: Kingston, Canada
Homepage: http://qed.econ.queensu.ca/
Email:
Phone: (613) 533-2250
Fax: (613) 533-6668
Postal: Kingston, Ontario, K7L 3N6
Handle: RePEc:edi:qedquca (more details at EDIRC)

Lists

This author manages the following RePEc Biblio topics, reading lists or publication compilations:
  1. Queen's Economics Department PhD Graduates

Works

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Working papers

  1. James G. MacKinnon, 2014. "Wild cluster bootstrap confidence intervals," Working Papers, Queen's University, Department of Economics 1329, Queen's University, Department of Economics.
  2. James G. MacKinnon & Matthew D. Webb, 2014. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Working Papers, Queen's University, Department of Economics 1314, Queen's University, Department of Economics.
  3. Russell Davidson & James G. MacKinnon, 2014. "Bootstrap tests for overidentification in linear regression models," Working Papers, Queen's University, Department of Economics 1318, Queen's University, Department of Economics.
  4. James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers, Queen's University, Department of Economics 1268, Queen's University, Department of Economics.
  5. Russell Davidson & James G. MacKinnon, 2012. "Bootstrap Confidence Sets with Weak Instruments," Working Papers, Queen's University, Department of Economics 1278, Queen's University, Department of Economics.
  6. James G. MacKinnon & Morten Ørregaard Nielsen, 2012. "Numerical distribution functions of fractional unit root and cointegration tests," Working Papers, Queen's University, Department of Economics 1240, Queen's University, Department of Economics.
  7. Russell Davidson & James G. MacKinnon, 2011. "Confidence Sets Based on Inverting Anderson-Rubin Tests," Working Papers, Queen's University, Department of Economics 1257, Queen's University, Department of Economics.
  8. James G. MacKinnon, 2010. "Critical Values for Cointegration Tests," Working Papers, Queen's University, Department of Economics 1227, Queen's University, Department of Economics.
  9. Russell Davidson & James G. MacKinnon, 2008. "Wild Bootstrap Tests for IV Regression," Working Papers, Queen's University, Department of Economics 1135, Queen's University, Department of Economics.
  10. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Papers, Queen's University, Department of Economics 1127, Queen's University, Department of Economics.
  11. James G. MacKinnon, 2006. "Applications of the Fast Double Bootstrap," Working Papers, Queen's University, Department of Economics 1023, Queen's University, Department of Economics.
  12. James G. MacKinnon, 2006. "Bootstrap Methods in Econometrics," Working Papers, Queen's University, Department of Economics 1028, Queen's University, Department of Economics.
  13. Jeff Racine & James G. MacKinnon, 2006. "Inference via kernel smoothing of bootstrap P values," Working Papers, Queen's University, Department of Economics 1054, Queen's University, Department of Economics.
  14. Russell Davidson & James G. MacKinnon, 2006. "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Working Papers, Queen's University, Department of Economics 1024, Queen's University, Department of Economics.
  15. Russell Davidson & James G. MacKinnon, 2006. "Moments of IV and JIVE Estimators," Working Papers, Queen's University, Department of Economics 1085, Queen's University, Department of Economics.
  16. Russell Davidson & James G. MacKinnon, 2006. "Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap," Working Papers, Queen's University, Department of Economics 1044, Queen's University, Department of Economics.
  17. Russell Davidson & James G. MacKinnon, 2004. "The Case Against JIVE," Working Papers, Queen's University, Department of Economics 1031, Queen's University, Department of Economics.
  18. Russell Davidson & James G. MacKinnon, 2004. "The Power of Bootstrap and Asymptotic Tests," Working Papers, Queen's University, Department of Economics 1035, Queen's University, Department of Economics.
  19. Jeff Racine & James G. MacKinnon, 2004. "Simulation-based Tests that Can Use Any Number of Simulations," Working Papers, Queen's University, Department of Economics 1027, Queen's University, Department of Economics.
  20. James G. MacKinnon, 2001. "Computing Numerical Distribution Functions in Econometrics," Working Papers, Queen's University, Department of Economics 1037, Queen's University, Department of Economics.
  21. Russell Davidson & James G. MacKinnon, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Papers, Queen's University, Department of Economics 1036, Queen's University, Department of Economics.
  22. Russell Davidson & James G. MacKinnon, 2000. "Improving the Reliability of Bootstrap Tests," Working Papers, Queen's University, Department of Economics 995, Queen's University, Department of Economics.
  23. Neil R. Ericsson & James G. MacKinnon, 2000. "Distributions of Error Correction Tests for Cointegration," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0561, Econometric Society.
  24. Davidson, R. & MacKinnon & J.G., 1999. "Artificial Regressions," G.R.E.Q.A.M., Universite Aix-Marseille III 99a04, Universite Aix-Marseille III.
  25. Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M., Universite Aix-Marseille III 97a39, Universite Aix-Marseille III.
  26. Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M., Universite Aix-Marseille III 96a15, Universite Aix-Marseille III.
  27. Davidson, R. & Mackinnon, J.G., 1996. "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M., Universite Aix-Marseille III 96a03, Universite Aix-Marseille III.
  28. Mackinnon, J.G. & Haug, A.A. & Michelis, L., 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," G.R.E.Q.A.M., Universite Aix-Marseille III 96a09, Universite Aix-Marseille III.
  29. Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M., Universite Aix-Marseille III 96a14, Universite Aix-Marseille III.
  30. James G. MacKinnon, 1995. "Numerical Distribution Functions for Unit Root and Cointegration Tests," Working Papers, Queen's University, Department of Economics 918, Queen's University, Department of Economics.
  31. Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M., Universite Aix-Marseille III 97a25, Universite Aix-Marseille III.
  32. Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Papers, Queen's University, Department of Economics 903, Queen's University, Department of Economics.
  33. James G. MacKinnon, 1992. "Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests," Working Papers, Queen's University, Department of Economics 861, Queen's University, Department of Economics.
  34. Russell Davidson & James G. Mackinnon, 1990. "Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments," Working Papers, Queen's University, Department of Economics 781, Queen's University, Department of Economics.
  35. James G. MacKinnon, 1988. "Heteroskedasticity-robust tests for structural change," Working Papers, Queen's University, Department of Economics 717, Queen's University, Department of Economics.
  36. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Papers, Queen's University, Department of Economics 707, Queen's University, Department of Economics.
  37. Russell Davidson & James G. MacKinnon, 1988. "A New Form of the Information Matrix Test," Working Papers, Queen's University, Department of Economics 724, Queen's University, Department of Economics.
  38. Russell Davidson & James G. MacKinnon, 1987. "Double-Length Artificial Regressions," Working Papers, Queen's University, Department of Economics 691, Queen's University, Department of Economics.
  39. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Papers, Queen's University, Department of Economics 687, Queen's University, Department of Economics.
  40. James G. MacKinnon & Lonnie Magee, 1986. "Testing for the Transformation of the Dependent Variable," Working Papers, Queen's University, Department of Economics 655, Queen's University, Department of Economics.
  41. Russell Davidson & James G. MacKinnon, 1986. "Testing the Specification of Econometric Models in Regression and Non-Regression Directions," Working Papers, Queen's University, Department of Economics 642, Queen's University, Department of Economics.
  42. James G. MacKinnon & Ross D. Milbourne, 1986. "Are Price Equations Really Money Demand Equations on their Heads?," Working Papers, Queen's University, Department of Economics 646, Queen's University, Department of Economics.
  43. Paul Boothe & James G. MacKinnon, 1985. "A Differencing Specification Test for Models with Serially Correlated Errors," Working Papers, Queen's University, Department of Economics 621, Queen's University, Department of Economics.
  44. Russell Davidson & James G. MacKinnon, 1985. "Heteroskedasticity-Robust Tests in Regression Directions," Working Papers, Queen's University, Department of Economics 616, Queen's University, Department of Economics.
  45. Davidson, R. & Mackinnon, J.G., 1985. "The interpretation of test statistics," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1985001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  46. Russell Davidson & James G. MacKinnon, 1984. "A Simplified Version of a Differencing Specification Test," Working Papers, Queen's University, Department of Economics 548, Queen's University, Department of Economics.
  47. Russell Davidson & James G. MacKinnon, 1984. "Implicit Alternatives and the Local Power of Test Statistics," Working Papers, Queen's University, Department of Economics 556, Queen's University, Department of Economics.
  48. James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Papers, Queen's University, Department of Economics 537, Queen's University, Department of Economics.
  49. Glenn M. MacDonald & James G. MacKinnon, 1983. "Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors," Working Papers, Queen's University, Department of Economics 540, Queen's University, Department of Economics.
  50. James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Papers, Queen's University, Department of Economics 573, Queen's University, Department of Economics.
  51. Russell Davidson & James G. MacKinnon, 1982. "Inflation and the Savings Rate," Working Papers, Queen's University, Department of Economics 493, Queen's University, Department of Economics.
  52. James G. MacKinnon & Halbert White & Russell Davidson, 1982. "Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers, Queen's University, Department of Economics 491, Queen's University, Department of Economics.
  53. Russell Davidson & James G. MacKinnon, 1982. "Convenient Specification Tests for Logit and Probit Models," Working Papers, Queen's University, Department of Economics 514, Queen's University, Department of Economics.
  54. Russell Davidson & James G. MacKinnon, 1981. "Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test," Working Papers, Queen's University, Department of Economics 439, Queen's University, Department of Economics.
  55. James G. MacKinnon & Ross D. Milbourne, 1981. "Monetary Anticipations and the Demand for Money," Working Papers, Queen's University, Department of Economics 435, Queen's University, Department of Economics.
  56. Russell Davidson & James G. MacKinnon, 1981. "Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results," Working Papers, Queen's University, Department of Economics 430, Queen's University, Department of Economics.
  57. Russell Davidson & James G. MacKinnon, 1981. "Model Specification Tests Based on Artificial Linear Regressions," Working Papers, Queen's University, Department of Economics 426, Queen's University, Department of Economics.
  58. Russell Davidson & James G. MacKinnon, 1980. "Relations Among Some Non-Nested Hypothesis Tests," Working Papers, Queen's University, Department of Economics 369, Queen's University, Department of Economics.
  59. Russell Davidson & James G. MacKinnon, 1980. "Some Non-Nested Hypothesis Tests and the Relations Among Them," Working Papers, Queen's University, Department of Economics 409, Queen's University, Department of Economics.
  60. Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers, Queen's University, Department of Economics 378, Queen's University, Department of Economics.
  61. James G. MacKinnon, 1978. "Modelling a Market Which is Sometimes in Disequilibrium," Working Papers, Queen's University, Department of Economics 287, Queen's University, Department of Economics.
  62. James G. MacKinnon, 1978. "On the Role of Jacobian Terms in Maximum Likelihood Estimation," Working Papers, Queen's University, Department of Economics 304, Queen's University, Department of Economics.
  63. James G. MacKinnon & Nancy D. Olewiler, 1978. "Disequilibrium Estimation of the Demand for Copper," Working Papers, Queen's University, Department of Economics 315, Queen's University, Department of Economics.
  64. Richard Harris & James G. MacKinnon, 1977. "A Simple Technique for Computing Optimal Tax Equilibria," Working Papers, Queen's University, Department of Economics 270, Queen's University, Department of Economics.
  65. Charles M. Beach & James G. MacKinnon, 1977. "Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models," Working Papers, Queen's University, Department of Economics 259, Queen's University, Department of Economics.
  66. Charles M. Beach & James G. MacKinnon, 1977. "Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances," Working Papers, Queen's University, Department of Economics 276, Queen's University, Department of Economics.
  67. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Papers, Queen's University, Department of Economics 257, Queen's University, Department of Economics.
  68. Richard Arnott & James G. MacKinnon, 1976. "The Effects of the Property Tax: A General Equilibrium Simulation," Working Papers, Queen's University, Department of Economics 205, Queen's University, Department of Economics.
  69. James G. MacKinnon, 1976. "General Equilibrium with Taxes," Working Papers, Queen's University, Department of Economics 200, Queen's University, Department of Economics.
  70. Richard Arnott & James G. MacKinnon, 1976. "Market and Shadow Land Rents with Congestion," Working Papers, Queen's University, Department of Economics 250, Queen's University, Department of Economics.
  71. Richard Arnott & James G. MacKinnon, 1976. "Measuring the Costs of Height Restrictions with a General Equilibrium Model," Working Papers, Queen's University, Department of Economics 242, Queen's University, Department of Economics.
  72. James G. MacKinnon, 1976. "The Existence and Computation of Equilibria with Increasing Returns and Externalities," Working Papers, Queen's University, Department of Economics 217, Queen's University, Department of Economics.
  73. Charles M. Beach & James G. MacKinnon, 1976. "Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances," Working Papers, Queen's University, Department of Economics 211, Queen's University, Department of Economics.
  74. Richard Arnott & James G. MacKinnon, 1976. "The Effects of Urban Transportation Changes: A General Equilibrium Simulation," Working Papers, Queen's University, Department of Economics 236, Queen's University, Department of Economics.
  75. James G. MacKinnon, 1975. "A Technique for the Solution of Spatial Equilibrium Models," Working Papers, Queen's University, Department of Economics 199, Queen's University, Department of Economics.
  76. James G. MacKinnon, 1975. "An Algorithm for the Generalized Transportation Problem," Working Papers, Queen's University, Department of Economics 184, Queen's University, Department of Economics.

Articles

  1. Davidson, Russell & MacKinnon, James G., 2010. "Wild Bootstrap Tests for IV Regression," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 28(1), pages 128-144.
  2. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 53(6), pages 1923-1924, April.
  3. Russell Davidson & James G. MacKinnon, 2008. "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 11(3), pages 443-477, November.
  4. Racine, Jeffrey S. & MacKinnon, James G., 2007. "Inference via kernel smoothing of bootstrap P values," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(12), pages 5949-5957, August.
  5. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(7), pages 3259-3281, April.
  6. Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 10(3), pages 541-553, November.
  7. James G. MacKinnon & Russell Davidson, 2006. "Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 21(6), pages 843-844.
  8. James G. MacKinnon & Russell Davidson, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
  9. JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 82(s1), pages S2-S18, 09.
  10. Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, Elsevier, vol. 133(2), pages 421-441, August.
  11. Davidson, Russell & MacKinnon, James G., 2002. "Bootstrap J tests of nonnested linear regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 109(1), pages 167-193, July.
  12. James G. MacKinnon, 2002. "Bootstrap inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 35(4), pages 615-645, November.
  13. Russell Davidson & James MacKinnon, 2002. "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(4), pages 419-429.
  14. Neil R. Ericsson & James G. MacKinnon, 2002. "Distributions of error correction tests for cointegration," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 5(2), pages 285-318, 06.
  15. Russell Davidson & James MacKinnon, 2000. "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 19(1), pages 55-68.
  16. Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo, 2000. "European Monetary Union: a cointegration analysis," Journal of International Money and Finance, Elsevier, Elsevier, vol. 19(3), pages 419-432, June.
  17. Davidson, Russell & MacKinnon, James G., 1999. "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 15(03), pages 361-376, June.
  18. Davidson, Russell & MacKinnon, James G, 1999. "Bootstrap Testing in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
  19. MacKinnon, James G, 1999. "The Linux Operating System: Debian GNU/Linux," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 14(4), pages 443-52, July-Aug..
  20. MacKinnon, James G & Haug, Alfred A & Michelis, Leo, 1999. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 14(5), pages 563-77, Sept.-Oct.
  21. MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, Elsevier, vol. 85(2), pages 205-230, August.
  22. Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, University of Manchester, University of Manchester, vol. 66(1), pages 1-26, January.
  23. MacKinnon, James G, 1996. "Numerical Distribution Functions for Unit Root and Cointegration Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 11(6), pages 601-18, Nov.-Dec..
  24. MacKinnon, James G, 1994. "Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 12(2), pages 167-76, April.
  25. Davidson, Russell & MacKinnon, James G, 1992. "A New Form of the Information Matrix Test," Econometrica, Econometric Society, Econometric Society, vol. 60(1), pages 145-57, January.
  26. Davidson, Russell & MacKinnon, James G., 1992. "Regression-based methods for using control variates in Monte Carlo experiments," Journal of Econometrics, Elsevier, Elsevier, vol. 54(1-3), pages 203-222.
  27. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, American Economic Association, vol. 30(1), pages 102-46, March.
  28. Russell DAVIDSON & James MacKINNON, 1991. "Une nouvelle forme du test de la matrice d'information," Annales d'Economie et de Statistique, ENSAE, ENSAE, issue 20-21, pages 171-192.
  29. Davidson, Russell & MacKinnon, James G., 1991. "Artificial regressions and C ([alpha]) tests," Economics Letters, Elsevier, Elsevier, vol. 35(2), pages 149-153, February.
  30. MacKinnon, James G & Magee, Lonnie, 1990. "Transforming the Dependent Variable in Regression Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 315-39, May.
  31. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 5(03), pages 363-384, December.
  32. MacKinnon, J G, 1989. "Heteroskedasticity-Robust Tests for Structural Change," Empirical Economics, Springer, Springer, vol. 14(2), pages 77-92.
  33. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, Department of Economics, University of Oxford, vol. 50(2), pages 203-17, May.
  34. Mackinnon, James G & Milbourne, Ross D, 1988. "Are Price Equations Really Money Demand Equations on Their Heads?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 3(4), pages 295-305, October-D.
  35. Davidson, Russell & MacKinnon, James G, 1987. "Implicit Alternatives and the Local Power of Test Statistics," Econometrica, Econometric Society, Econometric Society, vol. 55(6), pages 1305-29, November.
  36. Boothe, Paul & MacKinnon, James G, 1986. "A Specification Test for Models Estimated by GLS," The Review of Economics and Statistics, MIT Press, MIT Press, vol. 68(4), pages 711-14, November.
  37. Davidson, Russell & Godfrey, Leslie & MacKinnon, James G, 1985. "A Simplified Version of the Differencing Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 639-47, October.
  38. Russell Davidson & James G. MacKinnon, 1985. "Testing Linear and Loglinear Regressions against Box-Cox Alternatives," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 18(3), pages 499-517, August.
  39. Russell W. Davidson & James G. MacKinnon, 1985. "The Interpretation of Test Statistics," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 18(1), pages 38-57, February.
  40. Glenn M. MacDonald & James G. MacKinnon, 1985. "Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 18(1), pages 106-16, February.
  41. MacKinnon, James G. & White, Halbert, 1985. "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, Elsevier, vol. 29(3), pages 305-325, September.
  42. Davidson, Russell & MacKinnon, James G., 1984. "Convenient specification tests for logit and probit models," Journal of Econometrics, Elsevier, Elsevier, vol. 25(3), pages 241-262, July.
  43. Davidson, Russell & MacKinnon, James G, 1984. "Model Specification Tests Based on Artificial Linear Regressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 485-502, June.
  44. MacKinnon, James G. & Milbourne, Ross D., 1984. "Monetary anticipations and the demand for money," Journal of Monetary Economics, Elsevier, Elsevier, vol. 13(2), pages 263-274, March.
  45. Davidson, Russell & MacKinnon, James G., 1983. "Testing the specification of multivariate models in the presence of alternative hypotheses," Journal of Econometrics, Elsevier, Elsevier, vol. 23(3), pages 301-313, December.
  46. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, Elsevier, vol. 21(1), pages 53-70, January.
  47. Davidson, Russel & MacKinnon, James G., 1983. "Small sample properties of alternative forms of the Lagrange Multiplier test," Economics Letters, Elsevier, Elsevier, vol. 12(3-4), pages 269-275.
  48. Davidson, Russell & MacKinnon, James G, 1982. "Some Non-Nested Hypothesis Tests and the Relations among Them," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 49(4), pages 551-65, October.
  49. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, Econometric Society, vol. 49(3), pages 781-93, May.
  50. Davidson, Russell & MacKinnon, James G., 1981. "Efficient estimation of tail-area probabilities in sampling experiments," Economics Letters, Elsevier, Elsevier, vol. 8(1), pages 73-77.
  51. Davidson, Russell & MacKinnon, James G., 1980. "Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables," Economics Letters, Elsevier, Elsevier, vol. 6(2), pages 119-123.
  52. Davidson, Russell & MacKinnon, James G., 1980. "On a simple procedure for testing non-nested regression models," Economics Letters, Elsevier, Elsevier, vol. 5(1), pages 45-48.
  53. Allan W. Gregory & James G. Mackinnon, 1980. "Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 13(4), pages 683-87, November.
  54. James G. MacKinnon & Nancy D. Olewiler, 1980. "Disequilibrium Estimation of the Demand for Copper," Bell Journal of Economics, The RAND Corporation, The RAND Corporation, vol. 11(1), pages 197-211, Spring.
  55. Beach, Charles M & MacKinnon, James G, 1979. "Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 459-64, June.
  56. Harris, Richard G. & Mackinnon, James G., 1979. "Computing optimal tax equilibria," Journal of Public Economics, Elsevier, Elsevier, vol. 11(2), pages 197-212, March.
  57. MacKinnon, James G., 1979. "Convenient singularities and maximum likelihood estimation," Economics Letters, Elsevier, Elsevier, vol. 3(1), pages 41-44.
  58. MacKinnon, James G., 1979. "Computing equilibria with increasing returns," European Economic Review, Elsevier, Elsevier, vol. 12(1), pages 1-16, February.
  59. Arnott, Richard J. & MacKinnon, James G. & Wheaton, William C., 1978. "The welfare implications of spatial interdependence : An extension of Wheaton's "optimal distribution of income among cities"," Journal of Urban Economics, Elsevier, Elsevier, vol. 5(1), pages 131-136, January.
  60. Beach, Charles M & MacKinnon, James G, 1978. "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors," Econometrica, Econometric Society, Econometric Society, vol. 46(1), pages 51-58, January.
  61. Arnott, Richard J & MacKinnon, James G, 1978. "Market and Shadow Land Rents with Congestion," American Economic Review, American Economic Association, American Economic Association, vol. 68(4), pages 588-600, September.
  62. Beach, Charles M. & MacKinnon, James G., 1978. "Full maximum likelihood estimation of second- order autoregressive error models," Journal of Econometrics, Elsevier, Elsevier, vol. 7(2), pages 187-198, June.
  63. Arnott, Richard J. & MacKinnon, James G., 1977. "The effects of urban transportation changes : A general equilibrium simulation," Journal of Public Economics, Elsevier, Elsevier, vol. 8(1), pages 19-36, August.
  64. Arnott, Richard J. & MacKinnon, James G., 1977. "Measuring the costs of height restrictions with a general equilibrium model," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 7(4), pages 359-375, November.
  65. Arnott, Richard J. & MacKinnon, James G., 1977. "The effects of the property tax: A general equilibrium simulation," Journal of Urban Economics, Elsevier, Elsevier, vol. 4(4), pages 389-407, October.
  66. MacKinnon, James G., 1975. "An algorithm for the generalized transportation problem," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 5(4), pages 445-464, December.
  67. MacKinnon, James, 1974. "Urban general equilibrium models and simplicial search algorithms," Journal of Urban Economics, Elsevier, Elsevier, vol. 1(2), pages 161-183, April.
  68. Edwin S. Mills & James MacKinnon, 1973. "Notes on the New Urban Economics," Bell Journal of Economics, The RAND Corporation, The RAND Corporation, vol. 4(2), pages 593-601, Autumn.

Books

  1. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780195060119, October.

NEP Fields

25 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (25) 2000-04-17 2006-02-12 2006-02-12 2006-02-26 2006-02-26 2006-02-26 2006-03-11 2006-03-18 2006-04-01 2006-07-09 2006-09-30 2006-09-30 2006-09-30 2007-06-30 2007-08-27 2008-03-15 2010-01-16 2010-08-06 2010-09-25 2011-01-16 2011-06-04 2011-10-15 2013-08-23 2013-10-05 2014-08-20. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2000-04-17 2006-02-12 2006-03-11 2010-01-16 2010-08-06 2010-09-25. Author is listed
  3. NEP-HPE: History & Philosophy of Economics (1) 2011-06-04
  4. NEP-ICT: Information & Communication Technologies (1) 2007-06-30
  5. NEP-ORE: Operations Research (2) 2011-06-04 2013-10-05

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Closeness measure in co-authorship network
  35. Betweenness measure in co-authorship network
  36. Breadth of citations across fields
  37. Wu-Index
  38. Strength of students

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Co-authorship network on CollEc

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