Browsing All of EconStor by Author MacKinnon, James G.

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