Details about James MacKinnon
Access statistics for papers by James MacKinnon.
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Short-id: pma63
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Working Papers
2023
- Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference
Papers, arXiv.org 
Also in Working Paper, Economics Department, Queen's University (2022) View citations (4)
- Testing for the appropriate level of clustering in linear regression models
Papers, arXiv.org 
Also in Working Paper, Economics Department, Queen's University (2022) View citations (6)
2022
- Cluster-Robust Inference: A Guide to Empirical Practice
Working Paper, Economics Department, Queen's University View citations (15)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2022) View citations (13) Papers, arXiv.org (2022) View citations (10) Economics Virtual Symposium 2021, Stata Users Group (2021) 
See also Journal Article in Journal of Econometrics (2023)
- Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust
Papers, arXiv.org View citations (2)
Also in Working Paper, Economics Department, Queen's University (2022) View citations (4)
- Using Large Samples in Econometrics
Working Paper, Economics Department, Queen's University
2021
- Fast cluster bootstrap methods for linear regression models
Working Paper, Economics Department, Queen's University View citations (1)
2020
- When and How to Deal with Clustered Errors in Regression Models
Working Paper, Economics Department, Queen's University View citations (7)
- 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 (21)
See also Journal Article in Journal of Business & Economic Statistics (2021)
2019
- Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (46)
Also in Working Paper, Economics Department, Queen's University (2018) View citations (9)
See also Journal Article in Journal of Econometrics (2019)
- How cluster-robust inference is changing applied econometrics
Working Paper, Economics Department, Queen's University View citations (19)
See also Journal Article in Canadian Journal of Economics (2019)
- Randomization Inference For Difference-in-differences With Few Treated Clusters
Working Paper, Economics Department, Queen's University View citations (17)
Also in Carleton Economic Papers, Carleton University, Department of Economics (2016) View citations (14)
See also Journal Article in Journal of Econometrics (2020)
2018
- Fast And Wild: Bootstrap Inference In Stata Using Boottest
Working Paper, Economics Department, Queen's University View citations (54)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2018) View citations (52)
See also Journal Article in Stata Journal (2019)
- Wild Bootstrap Randomization Inference For Few Treated Clusters
Working Paper, Economics Department, Queen's University View citations (81)
See also Chapter (2019)
2017
- Bootstrap And Asymptotic Inference With Multiway Clustering
Working Paper, Economics Department, Queen's University View citations (12)
- Pitfalls When Estimating Treatment Effects Using Clustered Data
Working Paper, Economics Department, Queen's University View citations (21)
- The Wild Bootstrap For Few (treated) Clusters
Working Paper, Economics Department, Queen's University View citations (9)
See also Journal Article in Econometrics Journal (2018)
- The multiway cluster wild bootstrap
Canadian Stata Users' Group Meetings 2017, Stata Users Group
- Validity Of Wild Bootstrap Inference With Clustered Errors
Working Paper, Economics Department, Queen's University View citations (5)
2016
- Inference With Large Clustered Datasets
Working Paper, Economics Department, Queen's University View citations (13)
See also Journal Article in L'Actualité Economique (2016)
- The Subcluster Wild Bootstrap for Few (Treated) Clusters
Carleton Economic Papers, Carleton University, Department of Economics View citations (1)
2015
- Bootstrap Tests for Overidentification in Linear Regression Models
Post-Print, HAL View citations (4)
Also in Working Paper, Economics Department, Queen's University (2014) 
See also Journal Article in Econometrics (2015)
- Wild Bootstrap Inference For Wildly Different Cluster Sizes
Working Paper, Economics Department, Queen's University View citations (36)
See also Journal Article in Journal of Applied Econometrics (2017)
2014
- 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 in Econometric Reviews (2014)
- Confidence Sets Based on Inverting Anderson-Rubin Tests
Post-Print, HAL View citations (8)
Also in Working Paper, Economics Department, Queen's University (2011) View citations (2)
See also Journal Article in Econometrics Journal (2014)
- Wild Cluster Bootstrap Confidence Intervals
Working Paper, Economics Department, Queen's University View citations (3)
See also Journal Article in L'Actualité Economique (2020)
2012
- Thirty Years Of Heteroskedasticity-robust Inference
Working Paper, Economics Department, Queen's University View citations (15)
2010
- Critical Values For Cointegration Tests
Working Paper, Economics Department, Queen's University View citations (384)
- 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 in Journal of Applied Econometrics (2014)
2009
- 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) Working Paper, Economics Department, Queen's University (2008) View citations (32) Departmental Working Papers, McGill University, Department of Economics (2006) View citations (2)
See also Journal Article in Econometrics Journal (2008)
- 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 in Econometrics Journal (2007)
- Wild bootstrap tests for IV regression
Working Papers, HAL View citations (1)
Also in Departmental Working Papers, McGill University, Department of Economics (2007) View citations (2) Working Paper, Economics Department, Queen's University (2007) View citations (2)
See also Journal Article in Journal of Business & Economic Statistics (2010)
2007
- Bootstrap Hypothesis Testing
Working Paper, Economics Department, Queen's University View citations (16)
2006
- Applications Of The Fast Double Bootstrap
Working Paper, Economics Department, Queen's University View citations (3)
- Bootstrap Methods In Econometrics
Working Paper, Economics Department, Queen's University View citations (188)
See also Journal Article in The Economic Record (2006)
- 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 in Computational Statistics & Data Analysis (2007)
- Inference Via Kernel Smoothing Of Bootstrap P Values
Working Paper, Economics Department, Queen's University View citations (1)
See also Journal Article in Computational Statistics & Data Analysis (2007)
- THE CASE AGAINST JIVE
Departmental Working Papers, McGill University, Department of Economics View citations (31)
Also in Working Paper, Economics Department, Queen's University (2004) View citations (4)
See also Journal Article in Journal of Applied Econometrics (2006)
2004
- Simulation-based Tests That Can Use Any Number Of Simulations
Working Paper, Economics Department, Queen's University View citations (8)
- The Power Of Bootstrap And Asymptotic Tests
Working Paper, Economics Department, Queen's University View citations (2)
See also Journal Article in Journal of Econometrics (2006)
2001
- Artificial Regressions
Working Paper, Economics Department, Queen's University View citations (3)
Also in Working Paper, Economics Department, Queen's University (1999) View citations (2) G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (21)
- Bootstrap Tests: How Many Bootstraps?
Working Paper, Economics Department, Queen's University View citations (17)
See also Journal Article in Econometric Reviews (2000)
- Computing Numerical Distribution Functions In Econometrics
Working Paper, Economics Department, Queen's University View citations (3)
2000
- Distributions of Error Correction Tests for Cointegration
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (2)
See also
Distributions of error correction tests for cointegration, International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (22)
Distributions of error correction tests for cointegration, Econometrics Journal, Royal Economic Society View citations (161)
- Improving The Reliability Of Bootstrap Tests
Working Paper, Economics Department, Queen's University View citations (21)
1997
- Bootstrap Testing How Many Bootstraps
Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics
- Bootstrap Testing in Nonlinear Models
Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (1)
Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1997) View citations (4)
See also Journal Article in International Economic Review (1999)
- Bootstrap Tests of Nonnested Linear Regression Models
Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (1)
Also in ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists) (1997) View citations (1) G.R.E.Q.A.M., Universite Aix-Marseille III (1995) View citations (4)
See also Journal Article in Journal of Econometrics (2002)
- 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
- Approximate Bias Correction in Econometrics
G.R.E.Q.A.M., Universite Aix-Marseille III View citations (7)
See also
Approximate Bias Correction in Econometrics, GSIA Working Papers, Carnegie Mellon University, Tepper School of Business View citations (5)
Approximate Bias Correction In Econometrics, Working Paper, Economics Department, Queen's University 
Approximate bias correction in econometrics, Journal of Econometrics, Elsevier View citations (91)
- Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
G.R.E.Q.A.M., Universite Aix-Marseille III View citations (50)
Also in Working Papers, York University, Department of Economics (1996) View citations (43)
See also Journal Article in Journal of Applied Econometrics (1999)
- The Power of Bootstrap Tests
Queen's Institute for Economic Research Discussion 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 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 in Econometric Theory (1999)
1995
- Numerical Distribution Functions For Unit Root And Cointegration Tests
Working Paper, Economics Department, Queen's University View citations (27)
See also Journal Article in Journal of Applied Econometrics (1996)
1994
- Graphical Methods for Investigating the Size and Power of Hypothesis Tests
Working Paper, Economics Department, Queen's University View citations (12)
See also Journal Article in The Manchester School of Economic & Social Studies (1998)
1992
- Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests
Working Paper, Economics Department, Queen's University View citations (3)
See also Journal Article in Journal of Business & Economic Statistics (1994)
1991
- 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 in Journal of Econometrics (1992)
1990
- Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
Working Paper, Economics Department, Queen's University View citations (1)
1988
- A New Form of the Information Matrix Test
Working Paper, Economics Department, Queen's University View citations (2)
See also Journal Article in Econometrica (1992)
- Heteroskedasticity-robust tests for structural change
Working Paper, Economics Department, Queen's University 
See also Journal Article in Empirical Economics (1989)
- Specification Tests Based on Artificial Regressions
Working Paper, Economics Department, Queen's University View citations (3)
1987
- Double-Length 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 (3)
See also Journal Article in Oxford Bulletin of Economics and Statistics (1988)
- 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 in Econometric Theory (1989)
1986
- Are Price Equations Really Money Demand Equations on their Heads?
Working Paper, Economics Department, Queen's University View citations (2)
See also Journal Article in Journal of Applied Econometrics (1988)
- Testing for the Transformation of the Dependent Variable
Working Paper, Economics Department, Queen's University
- Testing the Specification of Econometric Models in Regression and Non-Regression Directions
Working Paper, Economics Department, Queen's University
1985
- A Differencing Specification Test for Models with Serially Correlated Errors
Working Paper, Economics Department, Queen's University
- Heteroskedastcity-robust tests in regressions directions
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
Also in Working Paper, Economics Department, Queen's University (1985) View citations (52)
- 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 in Econometrica (1987)
- 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 in Canadian Journal of Economics (1985)
1984
- A Simplified Version of a Differencing Specification Test
Working Paper, Economics Department, Queen's University
1983
- Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
Working Paper, Economics Department, Queen's University
See also Journal Article in Canadian Journal of Economics (1985)
- Model Specification Tests Against Non-Nested Alternatives
Working Paper, Economics Department, Queen's University View citations (42)
- 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 in Journal of Econometrics (1985)
1982
- Convenient Specification Tests for Logit and Probit Models
Working Paper, Economics Department, Queen's University View citations (3)
See also Journal Article in Journal of Econometrics (1984)
- 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)
- 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
- Model Specification Tests Based on Artificial Linear Regressions
Working Paper, Economics Department, Queen's University View citations (1)
Also in Working Paper, Economics Department, Queen's University (1980) Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980) 
See also Journal Article in International Economic Review (1984)
- Monetary Anticipations and the Demand for Money
Working Paper, Economics Department, Queen's University
See also Journal Article in Journal of Monetary Economics (1984)
- Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test
Working Paper, Economics Department, Queen's University
See also Journal Article in Economics Letters (1983)
- Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
Working Paper, Economics Department, Queen's University View citations (54)
See also Journal Article in Journal of Econometrics (1983)
1980
- Relations Among Some Non-Nested Hypothesis Tests
Working Paper, Economics Department, Queen's University
- 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 in Econometrica (1981)
- Some Non-Nested Hypothesis Tests and the Relations Among Them
Working Paper, Economics Department, Queen's University View citations (2)
Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980) 
See also Journal Article in Review of Economic Studies (1982)
1978
- Disequilibrium Estimation of the Demand for Copper
Working Paper, Economics Department, Queen's University
See also Journal Article in Bell Journal of Economics (1980)
- Modelling a Market Which is Sometimes in Disequilibrium
Working Paper, Economics Department, Queen's University
- On the Role of Jacobian Terms in Maximum Likelihood Estimation
Working Paper, Economics Department, Queen's University
1977
- A Simple Technique for Computing Optimal Tax Equilibria
Working Paper, Economics Department, Queen's University
- Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models
Working Paper, Economics Department, Queen's University
See also Journal Article in Journal of Econometrics (1978)
- Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
Working Paper, Economics Department, Queen's University View citations (2)
See also Journal Article in International Economic Review (1979)
- Seasonality in Regression: An Application of Smoothness Priors
Working Paper, Economics Department, Queen's University View citations (4)
1976
- Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances
Working Paper, Economics Department, Queen's University
- General Equilibrium with Taxes
Working Paper, Economics Department, Queen's University
- Market and Shadow Land Rents with Congestion
Working Paper, Economics Department, Queen's University
See also Journal Article in American Economic Review (1978)
- Measuring the Costs of Height Restrictions with a General Equilibrium Model
Working Paper, Economics Department, Queen's University
See also Journal Article in Regional Science and Urban Economics (1977)
- The Effects of Urban Transportation Changes: A General Equilibrium Simulation
Working Paper, Economics Department, Queen's University
See also Journal Article in Journal of Public Economics (1977)
- The Effects of the Property Tax: A General Equilibrium Simulation
Working Paper, Economics Department, Queen's University
See also Journal Article in Journal of Urban Economics (1977)
- The Existence and Computation of Equilibria with Increasing Returns and Externalities
Working Paper, Economics Department, Queen's University
1975
- A Technique for the Solution of Spatial Equilibrium Models
Working Paper, Economics Department, Queen's University View citations (2)
- An Algorithm for the Generalized Transportation Problem
Working Paper, Economics Department, Queen's University View citations (6)
See also Journal Article in Regional Science and Urban Economics (1975)
Journal Articles
2023
- Cluster-robust inference: A guide to empirical practice
Journal of Econometrics, 2023, 232, (2), 272-299 View citations (1)
See also Working Paper (2022)
2021
- Wild Bootstrap and Asymptotic Inference With Multiway Clustering
Journal of Business & Economic Statistics, 2021, 39, (2), 505-519 View citations (13)
See also Working Paper (2020)
2020
- Randomization inference for difference-in-differences with few treated clusters
Journal of Econometrics, 2020, 218, (2), 435-450 View citations (30)
See also Working Paper (2019)
- 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 (15)
See also Working Paper (2014)
2019
- Asymptotic theory and wild bootstrap inference with clustered errors
Journal of Econometrics, 2019, 212, (2), 393-412 View citations (47)
See also Working Paper (2019)
- Fast and wild: Bootstrap inference in Stata using boottest
Stata Journal, 2019, 19, (1), 4-60 View citations (326)
See also Working Paper (2018)
- How cluster-robust inference is changing applied econometrics
Canadian Journal of Economics, 2019, 52, (3), 851-881 View citations (19)
Also in Canadian Journal of Economics/Revue canadienne d'économique, 2019, 52, (3), 851-881 (2019) View citations (11)
See also Working Paper (2019)
2018
- The wild bootstrap for few (treated) clusters
Econometrics Journal, 2018, 21, (2), 114-135 View citations (88)
See also Working Paper (2017)
2017
- Wild Bootstrap Inference for Wildly Different Cluster Sizes
Journal of Applied Econometrics, 2017, 32, (2), 233-254 View citations (127)
See also Working Paper (2015)
2016
- Inference with Large Clustered Datasets
L'Actualité Economique, 2016, 92, (4), 649-665 View citations (13)
See also Working Paper (2016)
2015
- Bootstrap Tests for Overidentification in Linear Regression Models
Econometrics, 2015, 3, (4), 1-39 View citations (6)
See also Working Paper (2015)
2014
- Bootstrap Confidence Sets with Weak Instruments
Econometric Reviews, 2014, 33, (5-6), 651-675 View citations (7)
See also Working Paper (2014)
- Confidence sets based on inverting Anderson–Rubin tests
Econometrics Journal, 2014, 17, (2), S39-S58 View citations (8)
See also Working Paper (2014)
- NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS
Journal of Applied Econometrics, 2014, 29, (1), 161-171 View citations (30)
See also Working Paper (2010)
2010
- Wild Bootstrap Tests for IV Regression
Journal of Business & Economic Statistics, 2010, 28, (1), 128-144 View citations (97)
See also Working Paper (2009)
2009
- The fourth special issue on Computational Econometrics
Computational Statistics & Data Analysis, 2009, 53, (6), 1923-1924
2008
- Bootstrap inference in a linear equation estimated by instrumental variables
Econometrics Journal, 2008, 11, (3), 443-477 View citations (32)
See also Working Paper (2009)
2007
- Improving the reliability of bootstrap tests with the fast double bootstrap
Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 View citations (42)
See also Working Paper (2006)
- Inference via kernel smoothing of bootstrap P values
Computational Statistics & Data Analysis, 2007, 51, (12), 5949-5957 View citations (18)
See also Working Paper (2006)
- Moments of IV and JIVE estimators
Econometrics Journal, 2007, 10, (3), 541-553 View citations (2)
See also Working Paper (2009)
2006
- Bootstrap Methods in Econometrics
The Economic Record, 2006, 82, (s1), S2-S18 View citations (192)
See also Working Paper (2006)
- 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)
- The case against JIVE
Journal of Applied Econometrics, 2006, 21, (6), 827-833 View citations (1)
Also in Journal of Applied Econometrics, 2006, 21, (6), 827-833 (2006) View citations (31)
See also Working Paper (2006)
- The power of bootstrap and asymptotic tests
Journal of Econometrics, 2006, 133, (2), 421-441 View citations (65)
See also Working Paper (2004)
2002
- Bootstrap J tests of nonnested linear regression models
Journal of Econometrics, 2002, 109, (1), 167-193 View citations (34)
See also Working Paper (1997)
- Bootstrap inference in econometrics
Canadian Journal of Economics, 2002, 35, (4), 615-645 View citations (174)
Also in Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (4), 615-645 (2002) View citations (167)
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
Econometric Reviews, 2002, 21, (4), 419-429 View citations (27)
2000
- Bootstrap tests: how many bootstraps?
Econometric Reviews, 2000, 19, (1), 55-68 View citations (168)
See also Working Paper (2001)
- European Monetary Union: a cointegration analysis
Journal of International Money and Finance, 2000, 19, (3), 419-432 View citations (50)
1999
- Bootstrap Testing in Nonlinear Models
International Economic Review, 1999, 40, (2), 487-508 View citations (52)
See also Working Paper (1997)
- Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
Journal of Applied Econometrics, 1999, 14, (5), 563-77 View citations (1080)
See also Working Paper (1996)
- THE SIZE DISTORTION OF BOOTSTRAP TESTS
Econometric Theory, 1999, 15, (3), 361-376 View citations (124)
See also Working Paper (1996)
- The Linux Operating System: Debian GNU/Linux
Journal of Applied Econometrics, 1999, 14, (4), 443-52 View citations (5)
1998
- 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 (147)
See also Working Paper (1994)
1996
- Numerical Distribution Functions for Unit Root and Cointegration Tests
Journal of Applied Econometrics, 1996, 11, (6), 601-18 View citations (1299)
See also Working Paper (1995)
1994
- Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests
Journal of Business & Economic Statistics, 1994, 12, (2), 167-76 View citations (182)
See also Working Paper (1992)
1992
- A New Form of the Information Matrix Test
Econometrica, 1992, 60, (1), 145-57 View citations (28)
See also Working Paper (1988)
- Model Specification Tests and Artificial Regressions
Journal of Economic Literature, 1992, 30, (1), 102-46 View citations (77)
- 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 (1991)
1991
- Artificial regressions and C ([alpha]) tests
Economics Letters, 1991, 35, (2), 149-153
- Une nouvelle forme du test de la matrice d'information
Annals of Economics and Statistics, 1991, (20-21), 171-192 View citations (1)
1990
- Transforming the Dependent Variable in Regression Models
International Economic Review, 1990, 31, (2), 315-39 View citations (138)
1989
- Heteroskedasticity-Robust Tests for Structural Change
Empirical Economics, 1989, 14, (2), 77-92 View citations (10)
See also Working Paper (1988)
- Testing for Consistency using Artificial Regressions
Econometric Theory, 1989, 5, (3), 363-384 View citations (89)
See also Working Paper (1987)
1988
- 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 (1986)
- Double Length Artificial Regressions
Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 203-17 View citations (7)
See also Working Paper (1987)
1987
- Implicit Alternatives and the Local Power of Test Statistics
Econometrica, 1987, 55, (6), 1305-29 View citations (51)
See also Working Paper (1985)
1986
- A Specification Test for Models Estimated by GLS
The Review of Economics and Statistics, 1986, 68, (4), 711-14 View citations (4)
1985
- A Simplified Version of the Differencing Test
International Economic Review, 1985, 26, (3), 639-47 View citations (15)
- Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
Canadian Journal of Economics, 1985, 18, (1), 106-16 View citations (4)
See also Working Paper (1983)
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
Journal of Econometrics, 1985, 29, (3), 305-325 View citations (530)
See also Working Paper (1983)
- Testing Linear and Loglinear Regressions against Box-Cox Alternatives
Canadian Journal of Economics, 1985, 18, (3), 499-517 View citations (49)
- The Interpretation of Test Statistics
Canadian Journal of Economics, 1985, 18, (1), 38-57 View citations (16)
See also Working Paper (1985)
1984
- Convenient specification tests for logit and probit models
Journal of Econometrics, 1984, 25, (3), 241-262 View citations (107)
See also Working Paper (1982)
- Model Specification Tests Based on Artificial Linear Regressions
International Economic Review, 1984, 25, (2), 485-502 View citations (40)
See also Working Paper (1981)
- Monetary anticipations and the demand for money
Journal of Monetary Economics, 1984, 13, (2), 263-274 View citations (5)
See also Working Paper (1981)
1983
- Small sample properties of alternative forms of the Lagrange Multiplier test
Economics Letters, 1983, 12, (3-4), 269-275 View citations (34)
See also Working Paper (1981)
- Testing the specification of multivariate models in the presence of alternative hypotheses
Journal of Econometrics, 1983, 23, (3), 301-313 View citations (21)
- Tests for model specification in the presence of alternative hypotheses: Some further results
Journal of Econometrics, 1983, 21, (1), 53-70 View citations (151)
See also Working Paper (1981)
1982
- Some Non-Nested Hypothesis Tests and the Relations Among Them
Review of Economic Studies, 1982, 49, (4), 551-565 View citations (43)
See also Working Paper (1980)
1981
- Efficient estimation of tail-area probabilities in sampling experiments
Economics Letters, 1981, 8, (1), 73-77 View citations (7)
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
Econometrica, 1981, 49, (3), 781-93 View citations (630)
See also Working Paper (1980)
1980
- Disequilibrium Estimation of the Demand for Copper
Bell Journal of Economics, 1980, 11, (1), 197-211 View citations (8)
See also Working Paper (1978)
- 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)
- On a simple procedure for testing non-nested regression models
Economics Letters, 1980, 5, (1), 45-48
- 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
- Computing equilibria with increasing returns
European Economic Review, 1979, 12, (1), 1-16 View citations (2)
- Computing optimal tax equilibria
Journal of Public Economics, 1979, 11, (2), 197-212 View citations (11)
- Convenient singularities and maximum likelihood estimation
Economics Letters, 1979, 3, (1), 41-44
- 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 (1977)
1978
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
Econometrica, 1978, 46, (1), 51-58 View citations (99)
- 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 (1977)
- Market and Shadow Land Rents with Congestion
American Economic Review, 1978, 68, (4), 588-600 View citations (20)
See also Working Paper (1976)
- 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 (1)
1977
- Measuring the costs of height restrictions with a general equilibrium model
Regional Science and Urban Economics, 1977, 7, (4), 359-375 View citations (25)
See also Working Paper (1976)
- 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 (1976)
- The effects of urban transportation changes: A general equilibrium simulation
Journal of Public Economics, 1977, 8, (1), 19-36 View citations (15)
See also Working Paper (1976)
1975
- An algorithm for the generalized transportation problem
Regional Science and Urban Economics, 1975, 5, (4), 445-464 View citations (6)
See also Working Paper (1975)
1974
- Urban general equilibrium models and simplicial search algorithms
Journal of Urban Economics, 1974, 1, (2), 161-183 View citations (1)
1973
- Notes on the New Urban Economics
Bell Journal of Economics, 1973, 4, (2), 593-601 View citations (9)
Books
1993
- Estimation and Inference in Econometrics
OUP Catalogue, Oxford University Press View citations (2931)
Chapters
2019
- 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 (2018)
Software Items
2022
- 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
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