Details about James MacKinnon

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 2024-06-18. Update your information in the RePEc Author Service.

Short-id: pma63

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Working Papers

2024

1. Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models
   Working Paper, Economics Department, Queen's University
   Also in Papers, arXiv.org (2024)
2. Jackknife Inference with Two-Way Clustering
   Working Paper, Economics Department, Queen's University
   Also in Papers, arXiv.org (2024)

2023

3. Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference
   Papers, arXiv.org View citations (6)
   Also in Working Paper, Economics Department, Queen's University (2022) View citations (5)
   See also Journal Article Fast and reliable jackknife and bootstrap methods for cluster‐robust inference, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (3) (2023)
4. Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust
   Papers, arXiv.org View citations (7)
   Also in Working Paper, Economics Department, Queen's University (2022) View citations (8)
   See also Journal Article Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust, Stata Journal, StataCorp LLC (2023) View citations (3) (2023)
5. Testing for the appropriate level of clustering in linear regression models
   Papers, arXiv.org View citations (2)
   Also in Working Paper, Economics Department, Queen's University (2022) View citations (6)
   See also Journal Article Testing for the appropriate level of clustering in linear regression models, Journal of Econometrics, Elsevier (2023) View citations (1) (2023)

2022

6. Cluster-Robust Inference: A Guide to Empirical Practice
   Working Paper, Economics Department, Queen's University View citations (24)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2022) View citations (22)
   Economics Virtual Symposium 2021, Stata Users Group (2021) View citations (2)
   Papers, arXiv.org (2022) View citations (19)
   See also Journal Article Cluster-robust inference: A guide to empirical practice, Journal of Econometrics, Elsevier (2023) View citations (53) (2023)
7. Using Large Samples in Econometrics
   Working Paper, Economics Department, Queen's University
   See also Journal Article Using large samples in econometrics, Journal of Econometrics, Elsevier (2023) View citations (2) (2023)

2021

8. Fast cluster bootstrap methods for linear regression models
   Working Paper, Economics Department, Queen's University View citations (2)
   See also Journal Article Fast cluster bootstrap methods for linear regression models, Econometrics and Statistics, Elsevier (2023) View citations (7) (2023)

2020

9. When and How to Deal with Clustered Errors in Regression Models
   Working Paper, Economics Department, Queen's University View citations (8)
10. Wild Bootstrap and Asymptotic Inference with Multiway Clustering
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (4)
    Also in Working Paper, Economics Department, Queen's University (2019) View citations (31)
    See also Journal Article Wild Bootstrap and Asymptotic Inference With Multiway Clustering, Journal of Business & Economic Statistics, Taylor & Francis Journals (2021) View citations (33) (2021)

2019

11. Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (78)
    Also in Working Paper, Economics Department, Queen's University (2018) View citations (9)
    See also Journal Article Asymptotic theory and wild bootstrap inference with clustered errors, Journal of Econometrics, Elsevier (2019) View citations (66) (2019)
12. How cluster-robust inference is changing applied econometrics
    Working Paper, Economics Department, Queen's University View citations (29)
    See also Journal Article How cluster-robust inference is changing applied econometrics, Canadian Journal of Economics, Canadian Economics Association (2019) View citations (29) (2019)
13. Randomization Inference For Difference-in-differences With Few Treated Clusters
    Working Paper, Economics Department, Queen's University View citations (18)
    Also in Carleton Economic Papers, Carleton University, Department of Economics (2016) View citations (15)
    See also Journal Article Randomization inference for difference-in-differences with few treated clusters, Journal of Econometrics, Elsevier (2020) View citations (56) (2020)

2018

14. Fast And Wild: Bootstrap Inference In Stata Using Boottest
    Working Paper, Economics Department, Queen's University View citations (57)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2018) View citations (55)
    See also Journal Article Fast and wild: Bootstrap inference in Stata using boottest, Stata Journal, StataCorp LLC (2019) View citations (458) (2019)
15. Wild Bootstrap Randomization Inference For Few Treated Clusters
    Working Paper, Economics Department, Queen's University View citations (121)
    See also Chapter Wild Bootstrap Randomization Inference for Few Treated Clusters, Advances in Econometrics, Emerald Group Publishing Limited (2019) View citations (4) (2019)

2017

16. Bootstrap And Asymptotic Inference With Multiway Clustering
    Working Paper, Economics Department, Queen's University View citations (12)
17. Pitfalls When Estimating Treatment Effects Using Clustered Data
    Working Paper, Economics Department, Queen's University View citations (25)
18. The Wild Bootstrap For Few (treated) Clusters
    Working Paper, Economics Department, Queen's University View citations (9)
    See also Journal Article The wild bootstrap for few (treated) clusters, Econometrics Journal, Royal Economic Society (2018) View citations (131) (2018)
19. The multiway cluster wild bootstrap
    Canadian Stata Users' Group Meetings 2017, Stata Users Group
20. Validity Of Wild Bootstrap Inference With Clustered Errors
    Working Paper, Economics Department, Queen's University View citations (5)

2016

21. Inference With Large Clustered Datasets
    Working Paper, Economics Department, Queen's University View citations (14)
    See also Journal Article Inference with Large Clustered Datasets, L'Actualité Economique, Société Canadienne de Science Economique (2016) View citations (14) (2016)
22. The Subcluster Wild Bootstrap for Few (Treated) Clusters
    Carleton Economic Papers, Carleton University, Department of Economics View citations (1)

2015

23. Bootstrap Tests for Overidentification in Linear Regression Models
    Post-Print, HAL View citations (5)
    Also in Working Paper, Economics Department, Queen's University (2014)
    See also Journal Article Bootstrap Tests for Overidentification in Linear Regression Models, Econometrics, MDPI (2015) View citations (7) (2015)
24. Wild Bootstrap Inference For Wildly Different Cluster Sizes
    Working Paper, Economics Department, Queen's University View citations (35)
    See also Journal Article Wild Bootstrap Inference for Wildly Different Cluster Sizes, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (174) (2017)

2014

25. Bootstrap Confidence Sets with Weak Instruments
    Post-Print, HAL View citations (7)
    Also in Working Paper, Economics Department, Queen's University (2012)
    See also Journal Article Bootstrap Confidence Sets with Weak Instruments, Econometric Reviews, Taylor & Francis Journals (2014) View citations (9) (2014)
26. Confidence Sets Based on Inverting Anderson-Rubin Tests
    Post-Print, HAL View citations (9)
    Also in Working Paper, Economics Department, Queen's University (2011) View citations (2)
    See also Journal Article Confidence sets based on inverting Anderson–Rubin tests, Econometrics Journal, Royal Economic Society (2014) View citations (9) (2014)
27. Wild Cluster Bootstrap Confidence Intervals
    Working Paper, Economics Department, Queen's University View citations (3)
    See also Journal Article Wild cluster bootstrap confidence intervals, L'Actualité Economique, Société Canadienne de Science Economique (2020) (2020)

2012

28. Thirty Years Of Heteroskedasticity-robust Inference
    Working Paper, Economics Department, Queen's University View citations (15)

2010

29. Critical Values For Cointegration Tests
    Working Paper, Economics Department, Queen's University View citations (394)
30. Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests
    Working Paper, Economics Department, Queen's University
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010) View citations (3)
    See also Journal Article NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) View citations (32) (2014)

2009

31. Bootstrap inference in a linear equation estimated by instrumental variables
    Working Papers, HAL
    Also in Working Paper, Economics Department, Queen's University (2006) View citations (2)
    Departmental Working Papers, McGill University, Department of Economics (2006) View citations (2)
    Working Paper, Economics Department, Queen's University (2008) View citations (39)
    See also Journal Article Bootstrap inference in a linear equation estimated by instrumental variables, Econometrics Journal, Royal Economic Society (2008) View citations (39) (2008)
32. Moments of IV and JIVE estimators
    Working Papers, HAL
    Also in Departmental Working Papers, McGill University, Department of Economics (2006) View citations (3)
    Working Paper, Economics Department, Queen's University (2006) View citations (2)
    See also Journal Article Moments of IV and JIVE estimators, Econometrics Journal, Royal Economic Society (2007) View citations (3) (2007)
33. Wild bootstrap tests for IV regression
    Working Papers, HAL View citations (1)
    Also in Working Paper, Economics Department, Queen's University (2007) View citations (2)
    Departmental Working Papers, McGill University, Department of Economics (2007) View citations (2)
    See also Journal Article Wild Bootstrap Tests for IV Regression, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (115) (2010)

2007

34. Bootstrap Hypothesis Testing
    Working Paper, Economics Department, Queen's University View citations (16)

2006

35. Applications Of The Fast Double Bootstrap
    Working Paper, Economics Department, Queen's University View citations (3)
36. Bootstrap Methods In Econometrics
    Working Paper, Economics Department, Queen's University View citations (202)
    See also Journal Article Bootstrap Methods in Econometrics, The Economic Record, The Economic Society of Australia (2006) View citations (211) (2006)
37. Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap
    Working Paper, Economics Department, Queen's University View citations (17)
    Also in Working Papers, HAL (2006) View citations (15)
    See also Journal Article Improving the reliability of bootstrap tests with the fast double bootstrap, Computational Statistics & Data Analysis, Elsevier (2007) View citations (47) (2007)
38. Inference Via Kernel Smoothing Of Bootstrap P Values
    Working Paper, Economics Department, Queen's University View citations (1)
    See also Journal Article Inference via kernel smoothing of bootstrap P values, Computational Statistics & Data Analysis, Elsevier (2007) View citations (19) (2007)
39. THE CASE AGAINST JIVE
    Departmental Working Papers, McGill University, Department of Economics View citations (33)
    Also in Working Paper, Economics Department, Queen's University (2004) View citations (4)
    See also Journal Article The case against JIVE, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (3) (2006)

2004

40. Simulation-based Tests That Can Use Any Number Of Simulations
    Working Paper, Economics Department, Queen's University View citations (8)
41. The Power Of Bootstrap And Asymptotic Tests
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article The power of bootstrap and asymptotic tests, Journal of Econometrics, Elsevier (2006) View citations (68) (2006)

2001

42. Artificial Regressions
    Working Paper, Economics Department, Queen's University View citations (3)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (21)
    Working Paper, Economics Department, Queen's University (1999) View citations (2)
43. Bootstrap Tests: How Many Bootstraps?
    Working Paper, Economics Department, Queen's University View citations (17)
    See also Journal Article Bootstrap tests: how many bootstraps?, Econometric Reviews, Taylor & Francis Journals (2000) View citations (180) (2000)
44. Computing Numerical Distribution Functions In Econometrics
    Working Paper, Economics Department, Queen's University View citations (3)

2000

45. Distributions of Error Correction Tests for Cointegration
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (2)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations (22)
    See also Journal Article Distributions of error correction tests for cointegration, Econometrics Journal, Royal Economic Society (2002) View citations (167) (2002)
46. Improving The Reliability Of Bootstrap Tests
    Working Paper, Economics Department, Queen's University View citations (22)

1997

47. Bootstrap Testing How Many Bootstraps
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics
48. Bootstrap Testing in Nonlinear Models
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (4)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1997) View citations (1)
    See also Journal Article Bootstrap Testing in Nonlinear Models, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1999) View citations (58) (1999)
49. Bootstrap Tests of Nonnested Linear Regression Models
    ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists) View citations (1)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1997) View citations (1)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1995) View citations (4)
    See also Journal Article Bootstrap J tests of nonnested linear regression models, Journal of Econometrics, Elsevier (2002) View citations (36) (2002)
50. The Size and Power of Bootstrap Tests
    ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists) View citations (1)
    Also in Working Paper, Economics Department, Queen's University (1996) View citations (16)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (15)

1996

51. Approximate Bias Correction in Econometrics
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (7)
    Also in Working Paper, Economics Department, Queen's University (1995)
    GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)
    See also Journal Article Approximate bias correction in econometrics, Journal of Econometrics, Elsevier (1998) View citations (96) (1998)
52. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Working Papers, York University, Department of Economics View citations (43)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (52)
    See also Journal Article Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999) View citations (1127) (1999)
53. The Power of Bootstrap Tests
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (23)
54. The Size Distorsion of Bootstrap Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (9)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1996) View citations (16)
    See also Journal Article THE SIZE DISTORTION OF BOOTSTRAP TESTS, Econometric Theory, Cambridge University Press (1999) View citations (129) (1999)

1995

55. Numerical Distribution Functions For Unit Root And Cointegration Tests
    Working Paper, Economics Department, Queen's University View citations (27)
    See also Journal Article Numerical Distribution Functions for Unit Root and Cointegration Tests, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1996) View citations (1414) (1996)

1994

56. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    Working Paper, Economics Department, Queen's University View citations (13)
    See also Journal Article Graphical Methods for Investigating the Size and Power of Hypothesis Tests, The Manchester School of Economic & Social Studies, University of Manchester (1998) View citations (148) (1998)

1992

57. Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests
    Working Paper, Economics Department, Queen's University View citations (3)
    See also Journal Article Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests, Journal of Business & Economic Statistics, American Statistical Association (1994) View citations (192) (1994)

1991

58. Regression-Based Methods for Using Control Variates in Monte Carlo Experiments
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article Regression-based methods for using control variates in Monte Carlo experiments, Journal of Econometrics, Elsevier (1992) View citations (7) (1992)

1990

59. Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
    Working Paper, Economics Department, Queen's University View citations (1)

1988

60. A New Form of the Information Matrix Test
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article A New Form of the Information Matrix Test, Econometrica, Econometric Society (1992) View citations (29) (1992)
61. Heteroskedasticity-robust tests for structural change
    Working Paper, Economics Department, Queen's University
    See also Journal Article Heteroskedasticity-Robust Tests for Structural Change, Empirical Economics, Springer (1989) View citations (11) (1989)
62. Specification Tests Based on Artificial Regressions
    Working Paper, Economics Department, Queen's University View citations (3)

1987

63. Double-Length Artificial Regressions
    Working Paper, Economics Department, Queen's University View citations (3)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1987) View citations (2)
    See also Journal Article Double Length Artificial Regressions, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1988) View citations (7) (1988)
64. Testing for Consistency Using Artificial Regressions
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (2)
    Also in Working Paper, Economics Department, Queen's University (1987) View citations (21)
    See also Journal Article Testing for Consistency using Artificial Regressions, Econometric Theory, Cambridge University Press (1989) View citations (92) (1989)

1986

65. Are Price Equations Really Money Demand Equations on their Heads?
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article Are Price Equations Really Money Demand Equations on Their Heads?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1988) View citations (3) (1988)
66. Testing for the Transformation of the Dependent Variable
    Working Paper, Economics Department, Queen's University
67. Testing the Specification of Econometric Models in Regression and Non-Regression Directions
    Working Paper, Economics Department, Queen's University

1985

68. A Differencing Specification Test for Models with Serially Correlated Errors
    Working Paper, Economics Department, Queen's University
69. Heteroskedastcity-robust tests in regressions directions
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (13)
    Also in Working Paper, Economics Department, Queen's University (1985) View citations (56)
70. Implicit alternatives and the local power of test statistics
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in Working Paper, Economics Department, Queen's University (1984) View citations (2)
    See also Journal Article Implicit Alternatives and the Local Power of Test Statistics, Econometrica, Econometric Society (1987) View citations (54) (1987)
71. The interpretation of test statistics
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (16)
    See also Journal Article The Interpretation of Test Statistics, Canadian Journal of Economics, Canadian Economics Association (1985) View citations (16) (1985)

1984

72. A Simplified Version of a Differencing Specification Test
    Working Paper, Economics Department, Queen's University

1983

73. Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
    Working Paper, Economics Department, Queen's University
    See also Journal Article Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors, Canadian Journal of Economics, Canadian Economics Association (1985) View citations (5) (1985)
74. Model Specification Tests Against Non-Nested Alternatives
    Working Paper, Economics Department, Queen's University View citations (44)
75. Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
    Working Paper, Economics Department, Queen's University View citations (11)
    See also Journal Article Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties, Journal of Econometrics, Elsevier (1985) View citations (584) (1985)

1982

76. Convenient Specification Tests for Logit and Probit Models
    Working Paper, Economics Department, Queen's University View citations (3)
    See also Journal Article Convenient specification tests for logit and probit models, Journal of Econometrics, Elsevier (1984) View citations (112) (1984)
77. Inflation and the Savings Rate
    Working Paper, Economics Department, Queen's University View citations (1)
    Also in Working Paper, Economics Department, Queen's University (1979) View citations (1)
78. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Paper, Economics Department, Queen's University View citations (1)

1981

79. Model Specification Tests Based on Artificial Linear Regressions
    Working Paper, Economics Department, Queen's University View citations (1)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
    Working Paper, Economics Department, Queen's University (1980)
    See also Journal Article 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 (1984) View citations (40) (1984)
80. Monetary Anticipations and the Demand for Money
    Working Paper, Economics Department, Queen's University
    See also Journal Article Monetary anticipations and the demand for money, Journal of Monetary Economics, Elsevier (1984) View citations (5) (1984)
81. Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test
    Working Paper, Economics Department, Queen's University
    See also Journal Article Small sample properties of alternative forms of the Lagrange Multiplier test, Economics Letters, Elsevier (1983) View citations (35) (1983)
82. Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
    Working Paper, Economics Department, Queen's University View citations (57)
    See also Journal Article Tests for model specification in the presence of alternative hypotheses: Some further results, Journal of Econometrics, Elsevier (1983) View citations (157) (1983)

1980

83. Relations Among Some Non-Nested Hypothesis Tests
    Working Paper, Economics Department, Queen's University
84. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (4)
    Also in Working Paper, Economics Department, Queen's University (1980) View citations (10)
    See also Journal Article Several Tests for Model Specification in the Presence of Alternative Hypotheses, Econometrica, Econometric Society (1981) View citations (677) (1981)
85. Some Non-Nested Hypothesis Tests and the Relations Among Them
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics
    Also in Working Paper, Economics Department, Queen's University (1980) View citations (2)
    See also Journal Article Some Non-Nested Hypothesis Tests and the Relations Among Them, The Review of Economic Studies, Review of Economic Studies Ltd (1982) View citations (45) (1982)

1978

86. Disequilibrium Estimation of the Demand for Copper
    Working Paper, Economics Department, Queen's University
    See also Journal Article Disequilibrium Estimation of the Demand for Copper, Bell Journal of Economics, The RAND Corporation (1980) View citations (10) (1980)
87. Modelling a Market Which is Sometimes in Disequilibrium
    Working Paper, Economics Department, Queen's University
88. On the Role of Jacobian Terms in Maximum Likelihood Estimation
    Working Paper, Economics Department, Queen's University

1977

89. A Simple Technique for Computing Optimal Tax Equilibria
    Working Paper, Economics Department, Queen's University
90. Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models
    Working Paper, Economics Department, Queen's University
    See also Journal Article Full maximum likelihood estimation of second- order autoregressive error models, Journal of Econometrics, Elsevier (1978) View citations (5) (1978)
91. Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article 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 (1979) View citations (27) (1979)
92. Seasonality in Regression: An Application of Smoothness Priors
    Working Paper, Economics Department, Queen's University View citations (4)

1976

93. Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances
    Working Paper, Economics Department, Queen's University
94. General Equilibrium with Taxes
    Working Paper, Economics Department, Queen's University
95. Market and Shadow Land Rents with Congestion
    Working Paper, Economics Department, Queen's University
    See also Journal Article Market and Shadow Land Rents with Congestion, American Economic Review, American Economic Association (1978) View citations (20) (1978)
96. Measuring the Costs of Height Restrictions with a General Equilibrium Model
    Working Paper, Economics Department, Queen's University
    See also Journal Article Measuring the costs of height restrictions with a general equilibrium model, Regional Science and Urban Economics, Elsevier (1977) View citations (27) (1977)
97. The Effects of Urban Transportation Changes: A General Equilibrium Simulation
    Working Paper, Economics Department, Queen's University
    See also Journal Article The effects of urban transportation changes: A general equilibrium simulation, Journal of Public Economics, Elsevier (1977) View citations (18) (1977)
98. The Effects of the Property Tax: A General Equilibrium Simulation
    Working Paper, Economics Department, Queen's University
    See also Journal Article The effects of the property tax: A general equilibrium simulation, Journal of Urban Economics, Elsevier (1977) View citations (21) (1977)
99. The Existence and Computation of Equilibria with Increasing Returns and Externalities
    Working Paper, Economics Department, Queen's University

1975

100. A Technique for the Solution of Spatial Equilibrium Models
     Working Paper, Economics Department, Queen's University View citations (2)
101. An Algorithm for the Generalized Transportation Problem
     Working Paper, Economics Department, Queen's University View citations (6)
     See also Journal Article An algorithm for the generalized transportation problem, Regional Science and Urban Economics, Elsevier (1975) View citations (6) (1975)

Journal Articles

2023

1. Cluster-robust inference: A guide to empirical practice
   Journal of Econometrics, 2023, 232, (2), 272-299 View citations (53)
   See also Working Paper Cluster-Robust Inference: A Guide to Empirical Practice, Working Paper (2022) View citations (24) (2022)
2. Fast and reliable jackknife and bootstrap methods for cluster‐robust inference
   Journal of Applied Econometrics, 2023, 38, (5), 671-694 View citations (3)
   See also Working Paper Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference, Papers (2023) View citations (6) (2023)
3. Fast cluster bootstrap methods for linear regression models
   Econometrics and Statistics, 2023, 26, (C), 52-71 View citations (7)
   See also Working Paper Fast cluster bootstrap methods for linear regression models, Working Paper (2021) View citations (2) (2021)
4. Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust
   Stata Journal, 2023, 23, (4), 942-982 View citations (3)
   See also Working Paper Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust, Papers (2023) View citations (7) (2023)
5. Testing for the appropriate level of clustering in linear regression models
   Journal of Econometrics, 2023, 235, (2), 2027-2056 View citations (1)
   See also Working Paper Testing for the appropriate level of clustering in linear regression models, Papers (2023) View citations (2) (2023)
6. Using large samples in econometrics
   Journal of Econometrics, 2023, 235, (2), 922-926 View citations (2)
   See also Working Paper Using Large Samples in Econometrics, Working Paper (2022) (2022)

2021

7. Wild Bootstrap and Asymptotic Inference With Multiway Clustering
   Journal of Business & Economic Statistics, 2021, 39, (2), 505-519 View citations (33)
   See also Working Paper Wild Bootstrap and Asymptotic Inference with Multiway Clustering, CREATES Research Papers (2020) View citations (4) (2020)

2020

8. Randomization inference for difference-in-differences with few treated clusters
   Journal of Econometrics, 2020, 218, (2), 435-450 View citations (56)
   See also Working Paper Randomization Inference For Difference-in-differences With Few Treated Clusters, Working Paper (2019) View citations (18) (2019)
9. Wild cluster bootstrap confidence intervals
   L'Actualité Economique, 2020, 96, (4), 721-743
   Also in L'Actualité Economique, 2015, 91, (1-2), 11-33 (2015) View citations (18)
   See also Working Paper Wild Cluster Bootstrap Confidence Intervals, Working Paper (2014) View citations (3) (2014)

2019

10. Asymptotic theory and wild bootstrap inference with clustered errors
    Journal of Econometrics, 2019, 212, (2), 393-412 View citations (66)
    See also Working Paper Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors, CREATES Research Papers (2019) View citations (78) (2019)
11. Fast and wild: Bootstrap inference in Stata using boottest
    Stata Journal, 2019, 19, (1), 4-60 View citations (458)
    See also Working Paper Fast And Wild: Bootstrap Inference In Stata Using Boottest, Working Paper (2018) View citations (57) (2018)
12. How cluster-robust inference is changing applied econometrics
    Canadian Journal of Economics, 2019, 52, (3), 851-881 View citations (29)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2019, 52, (3), 851-881 (2019) View citations (18)
    See also Working Paper How cluster-robust inference is changing applied econometrics, Working Paper (2019) View citations (29) (2019)

2018

13. The wild bootstrap for few (treated) clusters
    Econometrics Journal, 2018, 21, (2), 114-135 View citations (131)
    See also Working Paper The Wild Bootstrap For Few (treated) Clusters, Working Paper (2017) View citations (9) (2017)

2017

14. Wild Bootstrap Inference for Wildly Different Cluster Sizes
    Journal of Applied Econometrics, 2017, 32, (2), 233-254 View citations (174)
    See also Working Paper Wild Bootstrap Inference For Wildly Different Cluster Sizes, Working Paper (2015) View citations (35) (2015)

2016

15. Inference with Large Clustered Datasets
    L'Actualité Economique, 2016, 92, (4), 649-665 View citations (14)
    See also Working Paper Inference With Large Clustered Datasets, Working Paper (2016) View citations (14) (2016)

2015

16. Bootstrap Tests for Overidentification in Linear Regression Models
    Econometrics, 2015, 3, (4), 1-39 View citations (7)
    See also Working Paper Bootstrap Tests for Overidentification in Linear Regression Models, Post-Print (2015) View citations (5) (2015)

2014

17. Bootstrap Confidence Sets with Weak Instruments
    Econometric Reviews, 2014, 33, (5-6), 651-675 View citations (9)
    See also Working Paper Bootstrap Confidence Sets with Weak Instruments, Post-Print (2014) View citations (7) (2014)
18. Confidence sets based on inverting Anderson–Rubin tests
    Econometrics Journal, 2014, 17, (2), S39-S58 View citations (9)
    See also Working Paper Confidence Sets Based on Inverting Anderson-Rubin Tests, Post-Print (2014) View citations (9) (2014)
19. NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS
    Journal of Applied Econometrics, 2014, 29, (1), 161-171 View citations (32)
    See also Working Paper Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests, Working Paper (2010) (2010)

2010

20. Wild Bootstrap Tests for IV Regression
    Journal of Business & Economic Statistics, 2010, 28, (1), 128-144 View citations (115)
    See also Working Paper Wild bootstrap tests for IV regression, Working Papers (2009) View citations (1) (2009)

2009

21. The fourth special issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2009, 53, (6), 1923-1924

2008

22. Bootstrap inference in a linear equation estimated by instrumental variables
    Econometrics Journal, 2008, 11, (3), 443-477 View citations (39)
    See also Working Paper Bootstrap inference in a linear equation estimated by instrumental variables, Working Papers (2009) (2009)

2007

23. Improving the reliability of bootstrap tests with the fast double bootstrap
    Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 View citations (47)
    See also Working Paper Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap, Working Paper (2006) View citations (17) (2006)
24. Inference via kernel smoothing of bootstrap P values
    Computational Statistics & Data Analysis, 2007, 51, (12), 5949-5957 View citations (19)
    See also Working Paper Inference Via Kernel Smoothing Of Bootstrap P Values, Working Paper (2006) View citations (1) (2006)
25. Moments of IV and JIVE estimators
    Econometrics Journal, 2007, 10, (3), 541-553 View citations (3)
    See also Working Paper Moments of IV and JIVE estimators, Working Papers (2009) (2009)

2006

26. Bootstrap Methods in Econometrics
    The Economic Record, 2006, 82, (s1), S2-S18 View citations (211)
    See also Working Paper Bootstrap Methods In Econometrics, Working Paper (2006) View citations (202) (2006)
27. Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
    Journal of Applied Econometrics, 2006, 21, (6), 843-844 View citations (4)
    Also in Journal of Applied Econometrics, 2006, 21, (6), 843-844 (2006)
28. The case against JIVE
    Journal of Applied Econometrics, 2006, 21, (6), 827-833 View citations (3)
    Also in Journal of Applied Econometrics, 2006, 21, (6), 827-833 (2006) View citations (33)
    See also Working Paper THE CASE AGAINST JIVE, Departmental Working Papers (2006) View citations (33) (2006)
29. The power of bootstrap and asymptotic tests
    Journal of Econometrics, 2006, 133, (2), 421-441 View citations (68)
    See also Working Paper The Power Of Bootstrap And Asymptotic Tests, Working Paper (2004) View citations (2) (2004)

2002

30. Bootstrap J tests of nonnested linear regression models
    Journal of Econometrics, 2002, 109, (1), 167-193 View citations (36)
    See also Working Paper Bootstrap Tests of Nonnested Linear Regression Models, ASSET - Instituto De Economia Publica (1997) View citations (1) (1997)
31. Bootstrap inference in econometrics
    Canadian Journal of Economics, 2002, 35, (4), 615-645 View citations (179)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (4), 615-645 (2002) View citations (172)
32. Distributions of error correction tests for cointegration
    Econometrics Journal, 2002, 5, (2), 285-318 View citations (167)
    See also Working Paper Distributions of Error Correction Tests for Cointegration, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (2) (2000)
33. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 View citations (27)

2000

34. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 View citations (180)
    See also Working Paper Bootstrap Tests: How Many Bootstraps?, Working Paper (2001) View citations (17) (2001)
35. European Monetary Union: a cointegration analysis
    Journal of International Money and Finance, 2000, 19, (3), 419-432 View citations (52)

1999

36. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations (58)
    See also Working Paper Bootstrap Testing in Nonlinear Models, G.R.E.Q.A.M. (1997) View citations (4) (1997)
37. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Journal of Applied Econometrics, 1999, 14, (5), 563-77 View citations (1127)
    See also Working Paper Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration, Working Papers (1996) View citations (43) (1996)
38. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (3), 361-376 View citations (129)
    See also Working Paper The Size Distorsion of Bootstrap Tests, G.R.E.Q.A.M. (1996) View citations (9) (1996)
39. The Linux Operating System: Debian GNU/Linux
    Journal of Applied Econometrics, 1999, 14, (4), 443-52 View citations (5)

1998

40. Approximate bias correction in econometrics
    Journal of Econometrics, 1998, 85, (2), 205-230 View citations (96)
    See also Working Paper Approximate Bias Correction in Econometrics, G.R.E.Q.A.M. (1996) View citations (7) (1996)
41. 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 (148)
    See also Working Paper Graphical Methods for Investigating the Size and Power of Hypothesis Tests, Working Paper (1994) View citations (13) (1994)

1996

42. Numerical Distribution Functions for Unit Root and Cointegration Tests
    Journal of Applied Econometrics, 1996, 11, (6), 601-18 View citations (1414)
    See also Working Paper Numerical Distribution Functions For Unit Root And Cointegration Tests, Working Paper (1995) View citations (27) (1995)

1994

43. Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests
    Journal of Business & Economic Statistics, 1994, 12, (2), 167-76 View citations (192)
    See also Working Paper Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests, Working Paper (1992) View citations (3) (1992)

1992

44. A New Form of the Information Matrix Test
    Econometrica, 1992, 60, (1), 145-57 View citations (29)
    See also Working Paper A New Form of the Information Matrix Test, Working Paper (1988) View citations (2) (1988)
45. Model Specification Tests and Artificial Regressions
    Journal of Economic Literature, 1992, 30, (1), 102-46 View citations (79)
46. Regression-based methods for using control variates in Monte Carlo experiments
    Journal of Econometrics, 1992, 54, (1-3), 203-222 View citations (7)
    See also Working Paper Regression-Based Methods for Using Control Variates in Monte Carlo Experiments, Working Paper (1991) View citations (2) (1991)

1991

47. Artificial regressions and C ([alpha]) tests
    Economics Letters, 1991, 35, (2), 149-153
48. Une nouvelle forme du test de la matrice d'information
    Annals of Economics and Statistics, 1991, (20-21), 171-192 View citations (1)

1990

49. Transforming the Dependent Variable in Regression Models
    International Economic Review, 1990, 31, (2), 315-39 View citations (163)

1989

50. Heteroskedasticity-Robust Tests for Structural Change
    Empirical Economics, 1989, 14, (2), 77-92 View citations (11)
    See also Working Paper Heteroskedasticity-robust tests for structural change, Working Paper (1988) (1988)
51. Testing for Consistency using Artificial Regressions
    Econometric Theory, 1989, 5, (3), 363-384 View citations (92)
    See also Working Paper Testing for Consistency Using Artificial Regressions, Queen's Institute for Economic Research Discussion Papers (1987) View citations (2) (1987)

1988

52. Are Price Equations Really Money Demand Equations on Their Heads?
    Journal of Applied Econometrics, 1988, 3, (4), 295-305 View citations (3)
    See also Working Paper Are Price Equations Really Money Demand Equations on their Heads?, Working Paper (1986) View citations (2) (1986)
53. Double Length Artificial Regressions
    Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 203-17 View citations (7)
    See also Working Paper Double-Length Artificial Regressions, Working Paper (1987) View citations (3) (1987)

1987

54. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 View citations (54)
    See also Working Paper Implicit alternatives and the local power of test statistics, LIDAM Discussion Papers CORE (1985) (1985)

1986

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

1985

56. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 View citations (15)
57. Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
    Canadian Journal of Economics, 1985, 18, (1), 106-16 View citations (5)
    See also Working Paper Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors, Working Paper (1983) (1983)
58. Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
    Journal of Econometrics, 1985, 29, (3), 305-325 View citations (584)
    See also Working Paper Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties, Working Paper (1983) View citations (11) (1983)
59. Testing Linear and Loglinear Regressions against Box-Cox Alternatives
    Canadian Journal of Economics, 1985, 18, (3), 499-517 View citations (50)
60. The Interpretation of Test Statistics
    Canadian Journal of Economics, 1985, 18, (1), 38-57 View citations (16)
    See also Working Paper The interpretation of test statistics, LIDAM Discussion Papers CORE (1985) View citations (16) (1985)

1984

61. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 View citations (112)
    See also Working Paper Convenient Specification Tests for Logit and Probit Models, Working Paper (1982) View citations (3) (1982)
62. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 View citations (40)
    See also Working Paper Model Specification Tests Based on Artificial Linear Regressions, Working Paper (1981) View citations (1) (1981)
63. Monetary anticipations and the demand for money
    Journal of Monetary Economics, 1984, 13, (2), 263-274 View citations (5)
    See also Working Paper Monetary Anticipations and the Demand for Money, Working Paper (1981) (1981)

1983

64. Small sample properties of alternative forms of the Lagrange Multiplier test
    Economics Letters, 1983, 12, (3-4), 269-275 View citations (35)
    See also Working Paper Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test, Working Paper (1981) (1981)
65. Testing the specification of multivariate models in the presence of alternative hypotheses
    Journal of Econometrics, 1983, 23, (3), 301-313 View citations (22)
66. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 View citations (157)
    See also Working Paper Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results, Working Paper (1981) View citations (57) (1981)

1982

67. Some Non-Nested Hypothesis Tests and the Relations Among Them
    The Review of Economic Studies, 1982, 49, (4), 551-565 View citations (45)
    See also Working Paper Some Non-Nested Hypothesis Tests and the Relations Among Them, Queen's Institute for Economic Research Discussion Papers (1980) (1980)

1981

68. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 View citations (7)
69. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Econometrica, 1981, 49, (3), 781-93 View citations (677)
    See also Working Paper Several Tests for Model Specification in the Presence of Alternative Hypotheses, Queen's Institute for Economic Research Discussion Papers (1980) View citations (4) (1980)

1980

70. Disequilibrium Estimation of the Demand for Copper
    Bell Journal of Economics, 1980, 11, (1), 197-211 View citations (10)
    See also Working Paper Disequilibrium Estimation of the Demand for Copper, Working Paper (1978) (1978)
71. Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables
    Economics Letters, 1980, 6, (2), 119-123 View citations (2)
72. On a simple procedure for testing non-nested regression models
    Economics Letters, 1980, 5, (1), 45-48
73. 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 (3)

1979

74. Computing equilibria with increasing returns
    European Economic Review, 1979, 12, (1), 1-16 View citations (2)
75. Computing optimal tax equilibria
    Journal of Public Economics, 1979, 11, (2), 197-212 View citations (10)
76. Convenient singularities and maximum likelihood estimation
    Economics Letters, 1979, 3, (1), 41-44
77. Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
    International Economic Review, 1979, 20, (2), 459-64 View citations (27)
    See also Working Paper Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances, Working Paper (1977) View citations (2) (1977)

1978

78. A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
    Econometrica, 1978, 46, (1), 51-58 View citations (99)
79. Full maximum likelihood estimation of second- order autoregressive error models
    Journal of Econometrics, 1978, 7, (2), 187-198 View citations (5)
    See also Working Paper Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models, Working Paper (1977) (1977)
80. Market and Shadow Land Rents with Congestion
    American Economic Review, 1978, 68, (4), 588-600 View citations (20)
    See also Working Paper Market and Shadow Land Rents with Congestion, Working Paper (1976) (1976)
81. 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 View citations (2)

1977

82. Measuring the costs of height restrictions with a general equilibrium model
    Regional Science and Urban Economics, 1977, 7, (4), 359-375 View citations (27)
    See also Working Paper Measuring the Costs of Height Restrictions with a General Equilibrium Model, Working Paper (1976) (1976)
83. The effects of the property tax: A general equilibrium simulation
    Journal of Urban Economics, 1977, 4, (4), 389-407 View citations (21)
    See also Working Paper The Effects of the Property Tax: A General Equilibrium Simulation, Working Paper (1976) (1976)
84. The effects of urban transportation changes: A general equilibrium simulation
    Journal of Public Economics, 1977, 8, (1), 19-36 View citations (18)
    See also Working Paper The Effects of Urban Transportation Changes: A General Equilibrium Simulation, Working Paper (1976) (1976)

1975

85. An algorithm for the generalized transportation problem
    Regional Science and Urban Economics, 1975, 5, (4), 445-464 View citations (6)
    See also Working Paper An Algorithm for the Generalized Transportation Problem, Working Paper (1975) View citations (6) (1975)

1974

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

1973

87. Notes on the New Urban Economics
    Bell Journal of Economics, 1973, 4, (2), 593-601 View citations (11)

Books

1993

1. Estimation and Inference in Econometrics
   OUP Catalogue, Oxford University Press View citations (3035)

Chapters

2019

1. Wild Bootstrap Randomization Inference for Few Treated Clusters
   A chapter in The Econometrics of Complex Survey Data, 2019, vol. 39, pp 61-85 View citations (4)
   See also Working Paper Wild Bootstrap Randomization Inference For Few Treated Clusters, Economics Department, Queen's University (2018) View citations (121) (2018)

Software Items

2024

1. LOGITJACK: Stata module to provide cluster robust inference for logit models
   Statistical Software Components, Boston College Department of Economics

2023

2. SUMMCLUST: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator
   Statistical Software Components, Boston College Department of Economics