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Browsing All of EconStor by Author MacKinnon, James G.


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Year of PublicationTitleAuthor(s)
1977Seasonality in Regression: An Application of Smoothness PriorsGersovitz, Mark; MacKinnon, James G.
1978On the Role of Jacobian Terms in Maximum Likelihood EstimationMacKinnon, James G.
1982Convenient Specification Tests for Logit and Probit ModelsDavidson, Russell; MacKinnon, James G.
1982Inflation and the Savings RateDavidson, Russell; MacKinnon, James G.
1983Model Specification Tests Against Non-Nested AlternativesMacKinnon, James G.
1983Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample PropertiesMacKinnon, James G.; White, Halbert
1985Heteroskedasticity-Robust Tests in Regression DirectionsDavidson, Russell; MacKinnon, James G.
1986Testing the Specification of Econometric Models in Regression and Non-Regression DirectionsDavidson, Russell; MacKinnon, James G.
1987Testing for Consistency using Artificial RegressionsDavidson, Russell; MacKinnon, James G.
1987Double-Length Artificial RegressionsDavidson, Russell; MacKinnon, James G.
1988Heteroskedasticity-robust tests for structural changeMacKinnon, James G.
1988Specification Tests Based on Artificial RegressionsDavidson, Russell; MacKinnon, James G.
1992Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration TestsMacKinnon, James G.
1994Graphical Methods for Investigating the Size and Power of Hypothesis TestsDavidson, Russell; MacKinnon, James G.
1995Approximate Bias Correction in EconometricsMacKinnon, James G.; Jr., Anthony A. Smith
1995Numerical Distribution Functions for Unit Root and Cointegration TestsMacKinnon, James G.
1996The Size and Power of Bootstrap TestsDavidson, Russell; MacKinnon, James G.
1999Artificial RegressionsDavidson, Russell; MacKinnon, James G.
2000Improving the Reliability of Bootstrap TestsDavidson, Russell; MacKinnon, James G.
2004The Power of Bootstrap and Asymptotic TestsDavidson, Russell; MacKinnon, James G.
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