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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 2017-08-20. Update your information in the RePEc Author Service.

Short-id: pma63


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Working Papers

2017

  1. Bootstrap and Asymptotic Inference with Multiway Clustering
    Working Papers, Queen's University, Department of Economics Downloads
  2. The Subcluster Wild Bootstrap for Few (Treated) Clusters
    Working Papers, Queen's University, Department of Economics Downloads
    Also in Carleton Economic Papers, Carleton University, Department of Economics (2016) Downloads
  3. Validity of Wild Bootstrap Inference with Clustered Errors
    Working Papers, Queen's University, Department of Economics Downloads

2016

  1. Inference with Large Clustered Datasets
    Working Papers, Queen's University, Department of Economics Downloads View citations (1)
    See also Journal Article in L'Actualité Economique (2016)
  2. Randomization Inference for Difference-in-Differences with Few Treated Clusters
    Working Papers, Queen's University, Department of Economics Downloads View citations (3)
    Also in Carleton Economic Papers, Carleton University, Department of Economics (2016) Downloads View citations (1)

2015

  1. Bootstrap Tests for Overidentification in Linear Regression Models
    Post-Print, HAL
    Also in Working Papers, Queen's University, Department of Economics (2014) Downloads

    See also Journal Article in Econometrics (2015)
  2. Wild Bootstrap Inference for Wildly Different Cluster Sizes
    Working Papers, Queen's University, Department of Economics Downloads View citations (22)

2014

  1. Bootstrap Confidence Sets with Weak Instruments
    Post-Print, HAL
    Also in Working Papers, Queen's University, Department of Economics (2012) Downloads

    See also Journal Article in Econometric Reviews (2014)
  2. Confidence Sets Based on Inverting Anderson-Rubin Tests
    Post-Print, HAL
    Also in Working Papers, Queen's University, Department of Economics (2011) Downloads View citations (1)

    See also Journal Article in Econometrics Journal (2014)
  3. Wild cluster bootstrap confidence intervals
    Working Papers, Queen's University, Department of Economics Downloads
    See also Journal Article in L'Actualité Economique (2015)

2012

  1. Numerical distribution functions of fractional unit root and cointegration tests
    Working Papers, Queen's University, Department of Economics Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (2014)
  2. Thirty Years of Heteroskedasticity-Robust Inference
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)

2010

  1. Critical Values for Cointegration Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (35)
    Also in Working Papers, Queen's University, Department of Economics (1990) Downloads View citations (343)

2009

  1. Bootstrap inference in a linear equation estimated by instrumental variables
    Working Papers, HAL Downloads
    Also in Working Papers, Queen's University, Department of Economics (2006) Downloads View citations (2)
    Departmental Working Papers, McGill University, Department of Economics (2006) Downloads View citations (2)
    Working Papers, Queen's University, Department of Economics (2008) Downloads View citations (14)

    See also Journal Article in Econometrics Journal (2008)
  2. Moments of IV and JIVE estimators
    Working Papers, HAL Downloads
    Also in Departmental Working Papers, McGill University, Department of Economics (2006) Downloads View citations (3)
    Working Papers, Queen's University, Department of Economics (2006) Downloads View citations (2)

    See also Journal Article in Econometrics Journal (2007)
  3. Wild bootstrap tests for IV regression
    Working Papers, HAL Downloads
    Also in Departmental Working Papers, McGill University, Department of Economics (2007) Downloads View citations (1)
    Working Papers, Queen's University, Department of Economics (2008) Downloads View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (2010)

2007

  1. Bootstrap Hypothesis Testing
    Working Papers, Queen's University, Department of Economics Downloads View citations (7)

2006

  1. Applications of the Fast Double Bootstrap
    Working Papers, Queen's University, Department of Economics Downloads View citations (3)
  2. Bootstrap Methods in Econometrics
    Working Papers, Queen's University, Department of Economics Downloads View citations (70)
    See also Journal Article in The Economic Record (2006)
  3. Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
    Working Papers, Queen's University, Department of Economics Downloads View citations (9)
    Also in Working Papers, HAL (2006) Downloads View citations (7)

    See also Journal Article in Computational Statistics & Data Analysis (2007)
  4. Inference via kernel smoothing of bootstrap P values
    Working Papers, Queen's University, Department of Economics Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
  5. THE CASE AGAINST JIVE
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (21)
    Also in Working Papers, Queen's University, Department of Economics (2004) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (2006)

2004

  1. Simulation-based Tests that Can Use Any Number of Simulations
    Working Papers, Queen's University, Department of Economics Downloads View citations (6)
  2. The Power of Bootstrap and Asymptotic Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2006)

2001

  1. Artificial Regressions
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)
    Also in Working Papers, Queen's University, Department of Economics (1999) Downloads View citations (2)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (23)
  2. Bootstrap Tests: How Many Bootstraps?
    Working Papers, Queen's University, Department of Economics Downloads View citations (16)
    See also Journal Article in Econometric Reviews (2000)
  3. Computing Numerical Distribution Functions in Econometrics
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)

2000

  1. Distributions of Error Correction Tests for Cointegration
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (2)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (1999) Downloads View citations (22)

    See also Journal Article in Econometrics Journal (2002)
  2. Improving the Reliability of Bootstrap Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (13)

1997

  1. Bootstrap Testing in Nonlinear Models
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (4)
    See also Journal Article in International Economic Review (1999)
  2. Bootstrap Tests of Nonnested Linear Regression Models
    ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1995) View citations (4)

    See also Journal Article in Journal of Econometrics (2002)
  3. 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 Papers, Queen's University, Department of Economics (1996) Downloads View citations (11)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (10)

1996

  1. Approximate Bias Correction in Econometrics
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (7)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)
    Working Papers, Queen's University, Department of Economics (1995) Downloads

    See also Journal Article in Journal of Econometrics (1998)
  2. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (47)
    Also in Working Papers, York University, Department of Economics (1996) Downloads View citations (32)

    See also Journal Article in Journal of Applied Econometrics (1999)
  3. The Size Distorsion of Bootstrap Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (5)
    See also Journal Article in Econometric Theory (1999)

1995

  1. Numerical Distribution Functions for Unit Root and Cointegration Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (23)
    See also Journal Article in Journal of Applied Econometrics (1996)

1994

  1. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (10)
    See also Journal Article in The Manchester School of Economic & Social Studies (1998)

1992

  1. Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (1994)

1990

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

1988

  1. A New Form of the Information Matrix Test
    Working Papers, Queen's University, Department of Economics View citations (2)
    See also Journal Article in Econometrica (1992)
  2. Heteroskedasticity-robust tests for structural change
    Working Papers, Queen's University, Department of Economics Downloads
    See also Journal Article in Empirical Economics (1989)
  3. Specification Tests Based on Artificial Regressions
    Working Papers, Queen's University, Department of Economics Downloads View citations (3)

1987

  1. Double-Length Artificial Regressions
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1988)
  2. Testing for Consistency using Artificial Regressions
    Working Papers, Queen's University, Department of Economics Downloads View citations (20)
    See also Journal Article in Econometric Theory (1989)

1986

  1. Are Price Equations Really Money Demand Equations on their Heads?
    Working Papers, Queen's University, Department of Economics View citations (2)
    See also Journal Article in Journal of Applied Econometrics (1988)
  2. Testing for the Transformation of the Dependent Variable
    Working Papers, Queen's University, Department of Economics
  3. Testing the Specification of Econometric Models in Regression and Non-Regression Directions
    Working Papers, Queen's University, Department of Economics Downloads

1985

  1. A Differencing Specification Test for Models with Serially Correlated Errors
    Working Papers, Queen's University, Department of Economics
  2. Heteroskedasticity-Robust Tests in Regression Directions
    Working Papers, Queen's University, Department of Economics Downloads View citations (39)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  3. Implicit alternatives and the local power of test statistics
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in Working Papers, Queen's University, Department of Economics (1984) View citations (1)

    See also Journal Article in Econometrica (1987)
  4. The interpretation of test statistics
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (8)
    See also Journal Article in Canadian Journal of Economics (1985)

1984

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

1983

  1. 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)
  2. Model Specification Tests Against Non-Nested Alternatives
    Working Papers, Queen's University, Department of Economics Downloads View citations (29)
  3. Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties
    Working Papers, Queen's University, Department of Economics Downloads View citations (10)
    See also Journal Article in Journal of Econometrics (1985)

1982

  1. Convenient Specification Tests for Logit and Probit Models
    Working Papers, Queen's University, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (1984)
  2. Inflation and the Savings Rate
    Working Papers, Queen's University, Department of Economics Downloads View citations (1)
    Also in Working Papers, Queen's University, Department of Economics (1979) View citations (1)
  3. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics

1981

  1. Model Specification Tests Based on Artificial Linear Regressions
    Working Papers, Queen's University, Department of Economics View citations (1)
    Also in Working Papers, Queen's University, Department of Economics (1980)

    See also Journal Article in International Economic Review (1984)
  2. 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)
  3. 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)
  4. Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
    Working Papers, Queen's University, Department of Economics View citations (37)
    See also Journal Article in Journal of Econometrics (1983)

1980

  1. Relations Among Some Non-Nested Hypothesis Tests
    Working Papers, Queen's University, Department of Economics
  2. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics View citations (6)
    See also Journal Article in Econometrica (1981)
  3. Some Non-Nested Hypothesis Tests and the Relations Among Them
    Working Papers, Queen's University, Department of Economics View citations (2)
    See also Journal Article in Review of Economic Studies (1982)

1978

  1. 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)
  2. Modelling a Market Which is Sometimes in Disequilibrium
    Working Papers, Queen's University, Department of Economics
  3. On the Role of Jacobian Terms in Maximum Likelihood Estimation
    Working Papers, Queen's University, Department of Economics Downloads

1977

  1. A Simple Technique for Computing Optimal Tax Equilibria
    Working Papers, Queen's University, Department of Economics
  2. 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)
  3. Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
    Working Papers, Queen's University, Department of Economics View citations (1)
    See also Journal Article in International Economic Review (1979)
  4. Seasonality in Regression: An Application of Smoothness Priors
    Working Papers, Queen's University, Department of Economics Downloads View citations (4)

1976

  1. Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances
    Working Papers, Queen's University, Department of Economics
  2. General Equilibrium with Taxes
    Working Papers, Queen's University, Department of Economics
  3. Market and Shadow Land Rents with Congestion
    Working Papers, Queen's University, Department of Economics
    See also Journal Article in American Economic Review (1978)
  4. 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)
  5. 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)
  6. 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)
  7. The Existence and Computation of Equilibria with Increasing Returns and Externalities
    Working Papers, Queen's University, Department of Economics

1975

  1. A Technique for the Solution of Spatial Equilibrium Models
    Working Papers, Queen's University, Department of Economics View citations (2)
  2. An Algorithm for the Generalized Transportation Problem
    Working Papers, Queen's University, Department of Economics View citations (2)
    See also Journal Article in Regional Science and Urban Economics (1975)

Journal Articles

2016

  1. Inference with Large Clustered Datasets
    L'Actualité Economique, 2016, 92, (4), 649-665 View citations (1)
    See also Working Paper (2016)

2015

  1. Bootstrap Tests for Overidentification in Linear Regression Models
    Econometrics, 2015, 3, (4), 1-39 Downloads
    See also Working Paper (2015)
  2. WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS
    L'Actualité Economique, 2015, 91, (1-2), 11-33 Downloads
    See also Working Paper (2014)

2014

  1. Bootstrap Confidence Sets with Weak Instruments
    Econometric Reviews, 2014, 33, (5-6), 651-675 Downloads View citations (2)
    See also Working Paper (2014)
  2. Confidence sets based on inverting Anderson–Rubin tests
    Econometrics Journal, 2014, 17, (2), S39-S58 Downloads View citations (2)
    See also Working Paper (2014)
  3. NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS
    Journal of Applied Econometrics, 2014, 29, (1), 161-171 Downloads View citations (9)
    See also Working Paper (2012)

2010

  1. Wild Bootstrap Tests for IV Regression
    Journal of Business & Economic Statistics, 2010, 28, (1), 128-144 Downloads View citations (30)
    See also Working Paper (2009)

2009

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

2008

  1. Bootstrap inference in a linear equation estimated by instrumental variables
    Econometrics Journal, 2008, 11, (3), 443-477 Downloads View citations (14)
    See also Working Paper (2009)

2007

  1. Improving the reliability of bootstrap tests with the fast double bootstrap
    Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 Downloads View citations (21)
    See also Working Paper (2006)
  2. Inference via kernel smoothing of bootstrap P values
    Computational Statistics & Data Analysis, 2007, 51, (12), 5949-5957 Downloads View citations (16)
    See also Working Paper (2006)
  3. Moments of IV and JIVE estimators
    Econometrics Journal, 2007, 10, (3), 541-553 Downloads View citations (2)
    See also Working Paper (2009)

2006

  1. Bootstrap Methods in Econometrics
    The Economic Record, 2006, 82, (s1), S2-S18 Downloads View citations (61)
    See also Working Paper (2006)
  2. Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
    Journal of Applied Econometrics, 2006, 21, (6), 843-844 Downloads View citations (3)
  3. The case against JIVE
    Journal of Applied Econometrics, 2006, 21, (6), 827-833 Downloads View citations (21)
    See also Working Paper (2006)
  4. The power of bootstrap and asymptotic tests
    Journal of Econometrics, 2006, 133, (2), 421-441 Downloads View citations (37)
    See also Working Paper (2004)

2002

  1. Bootstrap J tests of nonnested linear regression models
    Journal of Econometrics, 2002, 109, (1), 167-193 Downloads View citations (13)
    See also Working Paper (1997)
  2. Bootstrap inference in econometrics
    Canadian Journal of Economics, 2002, 35, (4), 615-645 Downloads View citations (118)
  3. Distributions of error correction tests for cointegration
    Econometrics Journal, 2002, 5, (2), 285-318 Downloads View citations (108)
    See also Working Paper (2000)
  4. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 Downloads View citations (15)

2000

  1. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 Downloads View citations (82)
    See also Working Paper (2001)
  2. European Monetary Union: a cointegration analysis
    Journal of International Money and Finance, 2000, 19, (3), 419-432 Downloads View citations (40)

1999

  1. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations (38)
    See also Working Paper (1997)
  2. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Journal of Applied Econometrics, 1999, 14, (5), 563-77 Downloads View citations (696)
    See also Working Paper (1996)
  3. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (03), 361-376 Downloads View citations (94)
    See also Working Paper (1996)
  4. The Linux Operating System: Debian GNU/Linux
    Journal of Applied Econometrics, 1999, 14, (4), 443-52 Downloads View citations (5)

1998

  1. Approximate bias correction in econometrics
    Journal of Econometrics, 1998, 85, (2), 205-230 Downloads View citations (67)
    See also Working Paper (1996)
  2. 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 (95)
    See also Working Paper (1994)

1996

  1. Numerical Distribution Functions for Unit Root and Cointegration Tests
    Journal of Applied Econometrics, 1996, 11, (6), 601-18 Downloads View citations (736)
    See also Working Paper (1995)

1994

  1. Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests
    Journal of Business & Economic Statistics, 1994, 12, (2), 167-76 View citations (127)
    See also Working Paper (1992)

1992

  1. A New Form of the Information Matrix Test
    Econometrica, 1992, 60, (1), 145-57 Downloads View citations (16)
    See also Working Paper (1988)
  2. Model Specification Tests and Artificial Regressions
    Journal of Economic Literature, 1992, 30, (1), 102-46 Downloads View citations (63)
  3. Regression-based methods for using control variates in Monte Carlo experiments
    Journal of Econometrics, 1992, 54, (1-3), 203-222 Downloads View citations (5)

1991

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

1990

  1. Transforming the Dependent Variable in Regression Models
    International Economic Review, 1990, 31, (2), 315-39 Downloads View citations (42)

1989

  1. Heteroskedasticity-Robust Tests for Structural Change
    Empirical Economics, 1989, 14, (2), 77-92 View citations (6)
    See also Working Paper (1988)
  2. Testing for Consistency using Artificial Regressions
    Econometric Theory, 1989, 5, (03), 363-384 Downloads View citations (71)
    See also Working Paper (1987)

1988

  1. Are Price Equations Really Money Demand Equations on Their Heads?
    Journal of Applied Econometrics, 1988, 3, (4), 295-305 Downloads View citations (1)
    See also Working Paper (1986)
  2. Double Length Artificial Regressions
    Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 203-17 View citations (3)
    See also Working Paper (1987)

1987

  1. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 Downloads View citations (28)
    See also Working Paper (1985)

1986

  1. A Specification Test for Models Estimated by GLS
    The Review of Economics and Statistics, 1986, 68, (4), 711-14 Downloads View citations (1)

1985

  1. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 Downloads View citations (10)
  2. Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
    Canadian Journal of Economics, 1985, 18, (1), 106-16 Downloads View citations (2)
    See also Working Paper (1983)
  3. Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
    Journal of Econometrics, 1985, 29, (3), 305-325 Downloads View citations (277)
    See also Working Paper (1983)
  4. Testing Linear and Loglinear Regressions against Box-Cox Alternatives
    Canadian Journal of Economics, 1985, 18, (3), 499-517 Downloads View citations (33)
  5. The Interpretation of Test Statistics
    Canadian Journal of Economics, 1985, 18, (1), 38-57 Downloads View citations (8)
    See also Working Paper (1985)

1984

  1. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 Downloads View citations (73)
    See also Working Paper (1982)
  2. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 Downloads View citations (24)
    See also Working Paper (1981)
  3. Monetary anticipations and the demand for money
    Journal of Monetary Economics, 1984, 13, (2), 263-274 Downloads View citations (5)
    See also Working Paper (1981)

1983

  1. Small sample properties of alternative forms of the Lagrange Multiplier test
    Economics Letters, 1983, 12, (3-4), 269-275 Downloads View citations (22)
    See also Working Paper (1981)
  2. Testing the specification of multivariate models in the presence of alternative hypotheses
    Journal of Econometrics, 1983, 23, (3), 301-313 Downloads View citations (14)
  3. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 Downloads View citations (114)
    See also Working Paper (1981)

1982

  1. Some Non-Nested Hypothesis Tests and the Relations Among Them
    Review of Economic Studies, 1982, 49, (4), 551-565 Downloads View citations (26)
    See also Working Paper (1980)

1981

  1. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 Downloads View citations (6)
  2. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Econometrica, 1981, 49, (3), 781-93 Downloads View citations (423)
    See also Working Paper (1980)

1980

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

1979

  1. Computing equilibria with increasing returns
    European Economic Review, 1979, 12, (1), 1-16 Downloads View citations (2)
  2. Computing optimal tax equilibria
    Journal of Public Economics, 1979, 11, (2), 197-212 Downloads View citations (9)
  3. Convenient singularities and maximum likelihood estimation
    Economics Letters, 1979, 3, (1), 41-44 Downloads
  4. Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
    International Economic Review, 1979, 20, (2), 459-64 Downloads View citations (19)
    See also Working Paper (1977)

1978

  1. A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
    Econometrica, 1978, 46, (1), 51-58 Downloads View citations (72)
  2. Full maximum likelihood estimation of second- order autoregressive error models
    Journal of Econometrics, 1978, 7, (2), 187-198 Downloads View citations (5)
    See also Working Paper (1977)
  3. Market and Shadow Land Rents with Congestion
    American Economic Review, 1978, 68, (4), 588-600 Downloads View citations (18)
    See also Working Paper (1976)
  4. 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 Downloads

1977

  1. Measuring the costs of height restrictions with a general equilibrium model
    Regional Science and Urban Economics, 1977, 7, (4), 359-375 Downloads View citations (14)
    See also Working Paper (1976)
  2. The effects of the property tax: A general equilibrium simulation
    Journal of Urban Economics, 1977, 4, (4), 389-407 Downloads View citations (10)
    See also Working Paper (1976)
  3. The effects of urban transportation changes: A general equilibrium simulation
    Journal of Public Economics, 1977, 8, (1), 19-36 Downloads View citations (5)
    See also Working Paper (1976)

1975

  1. An algorithm for the generalized transportation problem
    Regional Science and Urban Economics, 1975, 5, (4), 445-464 Downloads View citations (2)
    See also Working Paper (1975)

1974

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

1973

  1. Notes on the New Urban Economics
    Bell Journal of Economics, 1973, 4, (2), 593-601 Downloads View citations (1)

Books

1993

  1. Estimation and Inference in Econometrics
    OUP Catalogue, Oxford University Press View citations (1378)
 
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