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 2023-03-11. Update your information in the RePEc Author Service.

Short-id: pma63

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Working Papers

2023

1. 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)
2. 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

3. 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)
4. 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)
5. Using Large Samples in Econometrics
   Working Paper, Economics Department, Queen's University

2021

6. Fast cluster bootstrap methods for linear regression models
   Working Paper, Economics Department, Queen's University View citations (1)

2020

7. When and How to Deal with Clustered Errors in Regression Models
   Working Paper, Economics Department, Queen's University View citations (7)
8. 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

9. 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)
10. 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)
11. 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

12. 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)
13. Wild Bootstrap Randomization Inference For Few Treated Clusters
    Working Paper, Economics Department, Queen's University View citations (81)
    See also Chapter (2019)

2017

14. Bootstrap And Asymptotic Inference With Multiway Clustering
    Working Paper, Economics Department, Queen's University View citations (12)
15. Pitfalls When Estimating Treatment Effects Using Clustered Data
    Working Paper, Economics Department, Queen's University View citations (21)
16. 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)
17. The multiway cluster wild bootstrap
    Canadian Stata Users' Group Meetings 2017, Stata Users Group
18. Validity Of Wild Bootstrap Inference With Clustered Errors
    Working Paper, Economics Department, Queen's University View citations (5)

2016

19. Inference With Large Clustered Datasets
    Working Paper, Economics Department, Queen's University View citations (13)
    See also Journal Article in L'Actualité Economique (2016)
20. The Subcluster Wild Bootstrap for Few (Treated) Clusters
    Carleton Economic Papers, Carleton University, Department of Economics View citations (1)

2015

21. 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)
22. 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

23. 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)
24. 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)
25. 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

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

2010

27. Critical Values For Cointegration Tests
    Working Paper, Economics Department, Queen's University View citations (384)
28. 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

29. 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)
30. 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)
31. 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

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

2006

33. Applications Of The Fast Double Bootstrap
    Working Paper, Economics Department, Queen's University View citations (3)
34. Bootstrap Methods In Econometrics
    Working Paper, Economics Department, Queen's University View citations (188)
    See also Journal Article in The Economic Record (2006)
35. 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)
36. 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)
37. 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

38. Simulation-based Tests That Can Use Any Number Of Simulations
    Working Paper, Economics Department, Queen's University View citations (8)
39. 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

40. 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)
41. Bootstrap Tests: How Many Bootstraps?
    Working Paper, Economics Department, Queen's University View citations (17)
    See also Journal Article in Econometric Reviews (2000)
42. Computing Numerical Distribution Functions In Econometrics
    Working Paper, Economics Department, Queen's University View citations (3)

2000

43. 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)
44. Improving The Reliability Of Bootstrap Tests
    Working Paper, Economics Department, Queen's University View citations (21)

1997

45. Bootstrap Testing How Many Bootstraps
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics
46. 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)
47. 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)
48. 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

49. 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)
50. 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)
51. The Power of Bootstrap Tests
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (23)
52. 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

53. 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

54. 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

55. 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

56. 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

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

1988

58. 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)
59. Heteroskedasticity-robust tests for structural change
    Working Paper, Economics Department, Queen's University
    See also Journal Article in Empirical Economics (1989)
60. Specification Tests Based on Artificial Regressions
    Working Paper, Economics Department, Queen's University View citations (3)

1987

61. 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)
62. 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

63. 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)
64. Testing for the Transformation of the Dependent Variable
    Working Paper, Economics Department, Queen's University
65. Testing the Specification of Econometric Models in Regression and Non-Regression Directions
    Working Paper, Economics Department, Queen's University

1985

66. A Differencing Specification Test for Models with Serially Correlated Errors
    Working Paper, Economics Department, Queen's University
67. 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)
68. 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)
69. 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

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

1983

71. 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)
72. Model Specification Tests Against Non-Nested Alternatives
    Working Paper, Economics Department, Queen's University View citations (42)
73. 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

74. 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)
75. 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)
76. 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

77. 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)
78. Monetary Anticipations and the Demand for Money
    Working Paper, Economics Department, Queen's University
    See also Journal Article in Journal of Monetary Economics (1984)
79. 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)
80. 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

81. Relations Among Some Non-Nested Hypothesis Tests
    Working Paper, Economics Department, Queen's University
82. 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)
83. 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

84. Disequilibrium Estimation of the Demand for Copper
    Working Paper, Economics Department, Queen's University
    See also Journal Article in Bell Journal of Economics (1980)
85. Modelling a Market Which is Sometimes in Disequilibrium
    Working Paper, Economics Department, Queen's University
86. On the Role of Jacobian Terms in Maximum Likelihood Estimation
    Working Paper, Economics Department, Queen's University

1977

87. A Simple Technique for Computing Optimal Tax Equilibria
    Working Paper, Economics Department, Queen's University
88. 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)
89. 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)
90. Seasonality in Regression: An Application of Smoothness Priors
    Working Paper, Economics Department, Queen's University View citations (4)

1976

91. Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances
    Working Paper, Economics Department, Queen's University
92. General Equilibrium with Taxes
    Working Paper, Economics Department, Queen's University
93. Market and Shadow Land Rents with Congestion
    Working Paper, Economics Department, Queen's University
    See also Journal Article in American Economic Review (1978)
94. 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)
95. 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)
96. 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)
97. The Existence and Computation of Equilibria with Increasing Returns and Externalities
    Working Paper, Economics Department, Queen's University

1975

98. A Technique for the Solution of Spatial Equilibrium Models
    Working Paper, Economics Department, Queen's University View citations (2)
99. 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

1. 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

2. 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

3. 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)
4. 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

5. 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)
6. Fast and wild: Bootstrap inference in Stata using boottest
   Stata Journal, 2019, 19, (1), 4-60 View citations (326)
   See also Working Paper (2018)
7. 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

8. The wild bootstrap for few (treated) clusters
   Econometrics Journal, 2018, 21, (2), 114-135 View citations (88)
   See also Working Paper (2017)

2017

9. 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

10. Inference with Large Clustered Datasets
    L'Actualité Economique, 2016, 92, (4), 649-665 View citations (13)
    See also Working Paper (2016)

2015

11. Bootstrap Tests for Overidentification in Linear Regression Models
    Econometrics, 2015, 3, (4), 1-39 View citations (6)
    See also Working Paper (2015)

2014

12. Bootstrap Confidence Sets with Weak Instruments
    Econometric Reviews, 2014, 33, (5-6), 651-675 View citations (7)
    See also Working Paper (2014)
13. Confidence sets based on inverting Anderson–Rubin tests
    Econometrics Journal, 2014, 17, (2), S39-S58 View citations (8)
    See also Working Paper (2014)
14. 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

15. 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

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

2008

17. 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

18. 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)
19. 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)
20. Moments of IV and JIVE estimators
    Econometrics Journal, 2007, 10, (3), 541-553 View citations (2)
    See also Working Paper (2009)

2006

21. Bootstrap Methods in Econometrics
    The Economic Record, 2006, 82, (s1), S2-S18 View citations (192)
    See also Working Paper (2006)
22. 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)
23. 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)
24. The power of bootstrap and asymptotic tests
    Journal of Econometrics, 2006, 133, (2), 421-441 View citations (65)
    See also Working Paper (2004)

2002

25. Bootstrap J tests of nonnested linear regression models
    Journal of Econometrics, 2002, 109, (1), 167-193 View citations (34)
    See also Working Paper (1997)
26. 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)
27. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 View citations (27)

2000

28. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 View citations (168)
    See also Working Paper (2001)
29. European Monetary Union: a cointegration analysis
    Journal of International Money and Finance, 2000, 19, (3), 419-432 View citations (50)

1999

30. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations (52)
    See also Working Paper (1997)
31. 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)
32. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (3), 361-376 View citations (124)
    See also Working Paper (1996)
33. The Linux Operating System: Debian GNU/Linux
    Journal of Applied Econometrics, 1999, 14, (4), 443-52 View citations (5)

1998

34. 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

35. 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

36. 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

37. A New Form of the Information Matrix Test
    Econometrica, 1992, 60, (1), 145-57 View citations (28)
    See also Working Paper (1988)
38. Model Specification Tests and Artificial Regressions
    Journal of Economic Literature, 1992, 30, (1), 102-46 View citations (77)
39. 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

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

1990

42. Transforming the Dependent Variable in Regression Models
    International Economic Review, 1990, 31, (2), 315-39 View citations (138)

1989

43. Heteroskedasticity-Robust Tests for Structural Change
    Empirical Economics, 1989, 14, (2), 77-92 View citations (10)
    See also Working Paper (1988)
44. Testing for Consistency using Artificial Regressions
    Econometric Theory, 1989, 5, (3), 363-384 View citations (89)
    See also Working Paper (1987)

1988

45. 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)
46. Double Length Artificial Regressions
    Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 203-17 View citations (7)
    See also Working Paper (1987)

1987

47. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 View citations (51)
    See also Working Paper (1985)

1986

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

1985

49. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 View citations (15)
50. 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)
51. 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)
52. Testing Linear and Loglinear Regressions against Box-Cox Alternatives
    Canadian Journal of Economics, 1985, 18, (3), 499-517 View citations (49)
53. The Interpretation of Test Statistics
    Canadian Journal of Economics, 1985, 18, (1), 38-57 View citations (16)
    See also Working Paper (1985)

1984

54. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 View citations (107)
    See also Working Paper (1982)
55. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 View citations (40)
    See also Working Paper (1981)
56. 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

57. 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)
58. Testing the specification of multivariate models in the presence of alternative hypotheses
    Journal of Econometrics, 1983, 23, (3), 301-313 View citations (21)
59. 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

60. 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

61. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 View citations (7)
62. 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

63. Disequilibrium Estimation of the Demand for Copper
    Bell Journal of Economics, 1980, 11, (1), 197-211 View citations (8)
    See also Working Paper (1978)
64. 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)
65. On a simple procedure for testing non-nested regression models
    Economics Letters, 1980, 5, (1), 45-48
66. 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

67. Computing equilibria with increasing returns
    European Economic Review, 1979, 12, (1), 1-16 View citations (2)
68. Computing optimal tax equilibria
    Journal of Public Economics, 1979, 11, (2), 197-212 View citations (11)
69. Convenient singularities and maximum likelihood estimation
    Economics Letters, 1979, 3, (1), 41-44
70. 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

71. A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
    Econometrica, 1978, 46, (1), 51-58 View citations (99)
72. 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)
73. Market and Shadow Land Rents with Congestion
    American Economic Review, 1978, 68, (4), 588-600 View citations (20)
    See also Working Paper (1976)
74. 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

75. 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)
76. 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)
77. 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

78. 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

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

1973

80. Notes on the New Urban Economics
    Bell Journal of Economics, 1973, 4, (2), 593-601 View citations (9)

Books

1993

1. Estimation and Inference in Econometrics
   OUP Catalogue, Oxford University Press View citations (2931)

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 (2018)

Software Items

2022

1. 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