Details about James MacKinnon

E-mail:
Homepage:	http://www.econ.queensu.ca/faculty/mackinnon
Phone:	613 533-2293
Postal address:	Department of Economics Queen's University Kingston, Ontario, Canada K7L 3N6
Workplace:	Economics Department, Queen's University, (more information at EDIRC)

Access statistics for papers by James MacKinnon.

Last updated 2008-09-03. Update your information in the RePEc Author Service.

Short-id: pma63

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Working Papers

2008

1. Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
   Working Papers, Queen's University, Department of Economics
   Also in
   Working Papers, Queen's University, Department of Economics (2006) View citations
   Departmental Working Papers, McGill University, Department of Economics (2006) View citations
2. Wild Bootstrap Tests for IV Regression
   Working Papers, Queen's University, Department of Economics View citations
   Also in
   Departmental Working Papers, McGill University, Department of Economics (2007) View citations

2007

3. Bootstrap Hypothesis Testing
   Working Papers, Queen's University, Department of Economics

2006

4. Applications of the Fast Double Bootstrap
   Working Papers, Queen's University, Department of Economics View citations
5. Bootstrap Methods in Econometrics
   Working Papers, Queen's University, Department of Economics View citations
   See Also Journal Article in The Economic Record (2006)
6. Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
   Working Papers, Queen's University, Department of Economics View citations
   See Also Journal Article in Computational Statistics & Data Analysis (2007)
7. Inference via kernel smoothing of bootstrap P values
   Working Papers, Queen's University, Department of Economics View citations
   See Also Journal Article in Computational Statistics & Data Analysis (2007)
8. MOMENTS OF IV AND JIVE ESTIMATORS
   Departmental Working Papers, McGill University, Department of Economics View citations
   Also in
   Working Papers, Queen's University, Department of Economics (2006) View citations
   See Also Journal Article in Econometrics Journal (2007)
9. THE CASE AGAINST JIVE
   Departmental Working Papers, McGill University, Department of Economics View citations
   Also in
   Working Papers, Queen's University, Department of Economics (2004) View citations
   See Also Journal Article in Journal of Applied Econometrics (2006)

2004

10. Simulation-based Tests that Can Use Any Number of Simulations
    Working Papers, Queen's University, Department of Economics View citations
11. The Power of Bootstrap and Asymptotic Tests
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Journal of Econometrics (2006)

2001

12. Artificial Regressions
    Working Papers, Queen's University, Department of Economics
    Also in
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations
    Working Papers, Queen's University, Department of Economics (1999)
13. Bootstrap Tests: How Many Bootstraps?
    Working Papers, Queen's University, Department of Economics View citations
    Also in
    Working Papers, Queen's University, Department of Economics (1997) View citations
    See Also Journal Article in Econometric Reviews (2000)
14. Computing Numerical Distribution Functions in Econometrics
    Working Papers, Queen's University, Department of Economics

2000

15. Distributions of Error Correction Tests for Cointegration
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
    Also in
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations
    See Also Journal Article in Econometrics Journal (2002)
16. Improving the Reliability of Bootstrap Tests
    Working Papers, Queen's University, Department of Economics View citations

1997

17. Bootstrap Testing in Nonlinear Models
    Working Papers, Queen's University, Department of Economics
    Also in
    G.R.E.Q.A.M., Universite Aix-Marseille III (1997) View citations
    See Also Journal Article in International Economic Review (1999)
18. Bootstrap Tests of Nonnested Linear Regression Models
    Working Papers, Queen's University, Department of Economics View citations
    Also in
    ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists) (1997)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1995) View citations
    See Also Journal Article in Journal of Econometrics (2002)
19. The Size and Power of Bootstrap Tests
    ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists)
    Also in
    G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations
    Working Papers, Queen's University, Department of Economics (1996) View citations

1996

20. Approximate Bias Correction in Econometrics
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations
    Also in
    Working Papers, Queen's University, Department of Economics (1995)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business
    See Also Journal Article in Journal of Econometrics (1998)
21. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations
    Also in
    Working Papers, York University, Department of Economics (1996) View citations
    See Also Journal Article in Journal of Applied Econometrics (1999)
22. The Power of Bootstrap Tests
    Working Papers, Queen's University, Department of Economics View citations
23. The Size Distorsion of Bootstrap Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III
    Also in
    Working Papers, Queen's University, Department of Economics (1996) View citations
    See Also Journal Article in Econometric Theory (1999)

1995

24. Numerical Distribution Functions for Unit Root and Cointegration Tests
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in Journal of Applied Econometrics (1996)

1994

25. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in The Manchester School of Economic & Social Studies (1998)

1992

26. Approximate Asymptotic Distribution Functions for Unit Root and Cointegration Tests
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Journal of Business & Economic Statistics (1994)

1990

27. Critical Values for Cointegration Tests
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations
28. Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
    Working Papers, Queen's University, Department of Economics

1988

29. A New Form of the Information Matrix Test
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in Econometrica (1992)
30. Heteroskedasticity-robust tests for structural change
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Empirical Economics (1989)
31. Specification Tests Based on Artificial Regressions
    Working Papers, Queen's University, Department of Economics View citations

1987

32. Double-Length Artificial Regressions
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in Oxford Bulletin of Economics and Statistics (1988)
33. Testing for Consistency using Artificial Regressions
    Working Papers, Queen's University, Department of Economics View citations

1986

34. Are Price Equations Really Money Demand Equations on their Heads?
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Journal of Applied Econometrics (1988)
35. Testing for the Transformation of the Dependent Variable
    Working Papers, Queen's University, Department of Economics
36. Testing the Specification of Econometric Models in Regression and Non-Regression Directions
    Working Papers, Queen's University, Department of Economics

1985

37. A Differencing Specification Test for Models with Serially Correlated Errors
    Working Papers, Queen's University, Department of Economics
38. Heteroskedasticity-Robust Tests in Regression Directions
    Working Papers, Queen's University, Department of Economics View citations

1984

39. A Simplified Version of a Differencing Specification Test
    Working Papers, Queen's University, Department of Economics
40. Implicit Alternatives and the Local Power of Test Statistics
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Econometrica (1987)

1983

41. Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Canadian Journal of Economics (1985)
42. Model Specification Tests Against Non-Nested Alternatives
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in Econometric Reviews (1983)
43. Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in Journal of Econometrics (1985)

1982

44. Convenient Specification Tests for Logit and Probit Models
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in Journal of Econometrics (1984)
45. Inflation and the Savings Rate
    Working Papers, Queen's University, Department of Economics
    Also in
    Working Papers, Queen's University, Department of Economics (1979) View citations
    See Also Journal Article in Applied Economics (1983)
46. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics

1981

47. Model Specification Tests Based on Artificial Linear Regressions
    Working Papers, Queen's University, Department of Economics View citations
    Also in
    Working Papers, Queen's University, Department of Economics (1980) View citations
    See Also Journal Article in International Economic Review (1984)
48. Monetary Anticipations and the Demand for Money
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Journal of Monetary Economics (1984)
49. Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Economics Letters (1983)
50. Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in Journal of Econometrics (1983)

1980

51. Relations Among Some Non-Nested Hypothesis Tests
    Working Papers, Queen's University, Department of Economics
52. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Econometrica (1981)
53. Some Non-Nested Hypothesis Tests and the Relations Among Them
    Working Papers, Queen's University, Department of Economics View citations
    See Also Journal Article in Review of Economic Studies (1982)

1978

54. Disequilibrium Estimation of the Demand for Copper
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Bell Journal of Economics (1980)
55. Modelling a Market Which is Sometimes in Disequilibrium
    Working Papers, Queen's University, Department of Economics
56. On the Role of Jacobian Terms in Maximum Likelihood Estimation
    Working Papers, Queen's University, Department of Economics

1977

57. A Simple Technique for Computing Optimal Tax Equilibria
    Working Papers, Queen's University, Department of Economics
58. Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Journal of Econometrics (1978)
59. Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in International Economic Review (1979)
60. Seasonality in Regression: An Application of Smoothness Priors
    Working Papers, Queen's University, Department of Economics View citations

1976

61. Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances
    Working Papers, Queen's University, Department of Economics
62. General Equilibrium with Taxes
    Working Papers, Queen's University, Department of Economics
63. Market and Shadow Land Rents with Congestion
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in American Economic Review (1978)
64. Measuring the Costs of Height Restrictions with a General Equilibrium Model
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Regional Science and Urban Economics (1977)
65. The Effects of Urban Transportation Changes: A General Equilibrium Simulation
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Journal of Public Economics (1977)
66. The Effects of the Property Tax: A General Equilibrium Simulation
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Journal of Urban Economics (1977)
67. The Existence and Computation of Equilibria with Increasing Returns and Externalities
    Working Papers, Queen's University, Department of Economics

1975

68. A Technique for the Solution of Spatial Equilibrium Models
    Working Papers, Queen's University, Department of Economics View citations
69. An Algorithm for the Generalized Transportation Problem
    Working Papers, Queen's University, Department of Economics
    See Also Journal Article in Regional Science and Urban Economics (1975)

Journal Articles

2007

1. Improving the reliability of bootstrap tests with the fast double bootstrap
   Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 View citations
   See Also Working Paper (2006)
2. Inference via kernel smoothing of bootstrap P values
   Computational Statistics & Data Analysis, 2007, 51, (12), 5949-5957 View citations
   See Also Working Paper (2006)
3. Moments of IV and JIVE estimators
   Econometrics Journal, 2007, 10, (3), 541-553
   See Also Working Paper (2006)

2006

4. Bootstrap Methods in Econometrics
   The Economic Record, 2006, 82, (s1), S2-S18 View citations
   See Also Working Paper (2006)
5. Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
   Journal of Applied Econometrics, 2006, 21, (6), 843-844
6. The case against JIVE
   Journal of Applied Econometrics, 2006, 21, (6), 827-833 View citations
   See Also Working Paper (2006)
7. The power of bootstrap and asymptotic tests
   Journal of Econometrics, 2006, 133, (2), 421-441 View citations
   See Also Working Paper (2004)

2002

8. Bootstrap J tests of nonnested linear regression models
   Journal of Econometrics, 2002, 109, (1), 167-193 View citations
   See Also Working Paper (1997)
9. Bootstrap inference in econometrics
   Canadian Journal of Economics, 2002, 35, (4), 615-645 View citations
10. Distributions of error correction tests for cointegration
    Econometrics Journal, 2002, 5, (2), 285-318 View citations
    See Also Working Paper (2000)
11. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 View citations

2000

12. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 View citations
    See Also Working Paper (2001)
13. European Monetary Union: a cointegration analysis
    Journal of International Money and Finance, 2000, 19, (3), 419-432 View citations

1999

14. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations
    See Also Working Paper (1997)
15. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Journal of Applied Econometrics, 1999, 14, (5), 563-77 View citations
    See Also Working Paper (1996)
16. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (03), 361-376 View citations
    See Also Working Paper (1996)
17. The Linux Operating System: Debian GNU/Linux
    Journal of Applied Econometrics, 1999, 14, (4), 443-52 View citations

1998

18. Approximate bias correction in econometrics
    Journal of Econometrics, 1998, 85, (2), 205-230 View citations
    See Also Working Paper (1996)
19. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    The Manchester School of Economic & Social Studies, 1998, 66, (1), 1-26 View citations
    See Also Working Paper (1994)

1996

20. Numerical Distribution Functions for Unit Root and Cointegration Tests
    Journal of Applied Econometrics, 1996, 11, (6), 601-18 View citations
    See Also Working Paper (1995)

1994

21. Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests
    Journal of Business & Economic Statistics, 1994, 12, (2), 167-76 View citations
    See Also Working Paper (1992)

1992

22. A New Form of the Information Matrix Test
    Econometrica, 1992, 60, (1), 145-57 View citations
    See Also Working Paper (1988)
23. Model Specification Tests and Artificial Regressions
    Journal of Economic Literature, 1992, 30, (1), 102-46 View citations
24. Regression-based methods for using control variates in Monte Carlo experiments
    Journal of Econometrics, 1992, 54, (1-3), 203-222 View citations

1991

25. Artificial regressions and C ([alpha]) tests
    Economics Letters, 1991, 35, (2), 149-153

1990

26. Transforming the Dependent Variable in Regression Models
    International Economic Review, 1990, 31, (2), 315-39 View citations

1989

27. Heteroskedasticity-Robust Tests for Structural Change
    Empirical Economics, 1989, 14, (2), 77-92 View citations
    See Also Working Paper (1988)

1988

28. Are Price Equations Really Money Demand Equations on Their Heads?
    Journal of Applied Econometrics, 1988, 3, (4), 295-305 View citations
    See Also Working Paper (1986)
29. Double Length Artificial Regressions
    Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 203-17 View citations
    See Also Working Paper (1987)

1987

30. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 View citations
    See Also Working Paper (1984)

1986

31. A Specification Test for Models Estimated by GLS
    The Review of Economics and Statistics, 1986, 68, (4), 711-14 View citations

1985

32. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 View citations
33. Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
    Canadian Journal of Economics, 1985, 18, (1), 106-16
    See Also Working Paper (1983)
34. Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
    Journal of Econometrics, 1985, 29, (3), 305-325 View citations
    See Also Working Paper (1983)
35. Testing Linear and Loglinear Regressions against Box-Cox Alternatives
    Canadian Journal of Economics, 1985, 18, (3), 499-517 View citations
36. The Interpretation of Test Statistics
    Canadian Journal of Economics, 1985, 18, (1), 38-57 View citations

1984

37. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 View citations
    See Also Working Paper (1982)
38. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 View citations
    See Also Working Paper (1981)
39. Monetary anticipations and the demand for money
    Journal of Monetary Economics, 1984, 13, (2), 263-274 View citations
    See Also Working Paper (1981)

1983

40. Inflation and the Savings Rate
    Applied Economics, 1983, 15, (6), 731-43
    See Also Working Paper (1982)
41. Model specification tests against non-nested alternatives
    Econometric Reviews, 1983, 2, (1), 85-110 View citations
    See Also Working Paper (1983)
42. Reply
    Econometric Reviews, 1983, 2, (1), 151-158
43. Small sample properties of alternative forms of the Lagrange Multiplier test
    Economics Letters, 1983, 12, (3-4), 269-275 View citations
    See Also Working Paper (1981)
44. Testing the specification of multivariate models in the presence of alternative hypotheses
    Journal of Econometrics, 1983, 23, (3), 301-313 View citations
45. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 View citations
    See Also Working Paper (1981)

1982

46. Some Non-Nested Hypothesis Tests and the Relations among Them
    Review of Economic Studies, 1982, 49, (4), 551-65 View citations
    See Also Working Paper (1980)

1981

47. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 View citations
48. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Econometrica, 1981, 49, (3), 781-93 View citations
    See Also Working Paper (1980)

1980

49. Disequilibrium Estimation of the Demand for Copper
    Bell Journal of Economics, 1980, 11, (1), 197-211 View citations
    See Also Working Paper (1978)
50. Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables
    Economics Letters, 1980, 6, (2), 119-123
51. On a simple procedure for testing non-nested regression models
    Economics Letters, 1980, 5, (1), 45-48
52. Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada
    Canadian Journal of Economics, 1980, 13, (4), 683-87 View citations

1979

53. Computing equilibria with increasing returns
    European Economic Review, 1979, 12, (1), 1-16 View citations
54. Computing optimal tax equilibria
    Journal of Public Economics, 1979, 11, (2), 197-212 View citations
55. Convenient singularities and maximum likelihood estimation
    Economics Letters, 1979, 3, (1), 41-44
56. Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
    International Economic Review, 1979, 20, (2), 459-64 View citations
    See Also Working Paper (1977)

1978

57. A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
    Econometrica, 1978, 46, (1), 51-58 View citations
58. Full maximum likelihood estimation of second- order autoregressive error models
    Journal of Econometrics, 1978, 7, (2), 187-198
    See Also Working Paper (1977)
59. Market and Shadow Land Rents with Congestion
    American Economic Review, 1978, 68, (4), 588-600 View citations
    See Also Working Paper (1976)
60. The welfare implications of spatial interdependence: An extension of Wheaton's "optimal distribution of income among cities"
    Journal of Urban Economics, 1978, 5, (1), 131-136

1977

61. Measuring the costs of height restrictions with a general equilibrium model
    Regional Science and Urban Economics, 1977, 7, (4), 359-375 View citations
    See Also Working Paper (1976)
62. The effects of the property tax: A general equilibrium simulation
    Journal of Urban Economics, 1977, 4, (4), 389-407 View citations
    See Also Working Paper (1976)
63. The effects of urban transportation changes: A general equilibrium simulation
    Journal of Public Economics, 1977, 8, (1), 19-36 View citations
    See Also Working Paper (1976)

1975

64. An algorithm for the generalized transportation problem
    Regional Science and Urban Economics, 1975, 5, (4), 445-464
    See Also Working Paper (1975)

1974

65. Urban general equilibrium models and simplicial search algorithms
    Journal of Urban Economics, 1974, 1, (2), 161-183

1973

66. Notes on the New Urban Economics
    Bell Journal of Economics, 1973, 4, (2), 593-601 View citations