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MacKinnon, James G.

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 Author ID: mackinnon.james-g Published as: MacKinnon, James G.; Mackinnon, James G.; MacKinnon, James; MacKinnon, J. G.
 Documents Indexed: 37 Publications since 1974, including 1 Book
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Co-Authors

 3 single-authored 21 Davidson, Russell 3 Beach, Charles M. 2 Racine, Jeffrey Scott 1 Arnott, Richard J. 1 Belsley, David A. 1 Djogbenou, Antoine A. 1 Ericsson, Neil R. 1 Gersovitz, Mark 1 Godfrey, Leslie G. 1 Kontoghiorghes, Erricos John 1 Kuhn, Harold William 1 Magee, Lonnie 1 Nielsen, Morten Ørregaard 1 Smith, Anthony A. jun. 1 van Dijk, Herman K. 1 Webb, Matthew D. 1 White, Halbert Lynn jun.
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Serials

 8 Journal of Econometrics 4 Econometrica 4 International Economic Review 3 Computational Statistics and Data Analysis 3 The Econometrics Journal 2 Journal of the American Statistical Association 2 Journal of Urban Economics 2 Econometric Reviews 1 Journal of Optimization Theory and Applications 1 The Review of Economic Studies 1 Communications in Statistics. Econometric Reviews 1 Economics Letters 1 Communications in Statistics. Simulation and Computation 1 Econometric Theory 1 Journal of Business and Economic Statistics
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Fields

 32 Statistics (62-XX) 11 Numerical analysis (65-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 General topology (54-XX)

Citations contained in zbMATH Open

36 Publications have been cited 831 times in 659 Documents Cited by Year
Estimation and inference in econometrics. Zbl 1009.62596
Davidson, Russell; MacKinnon, James G.
1993
Several tests for model specification in the presence of alternative hypotheses. Zbl 0472.62108
Davidson, Russell; MacKinnon, James G.
1981
Approximate bias correction in econometrics. Zbl 0961.62111
MacKinnon, James G.; Smith, Anthony A. jun.
1998
Bootstrap tests: How many bootstraps? Zbl 0949.62030
Davidson, Russell; MacKinnon, James G.
2000
A maximum likelihood procedure for regression with autocorrelated errors. Zbl 0373.62055
Beach, Charles M.; MacKinnon, James G.
1978
The size distortion of bootstrap tests. Zbl 0963.62025
Davidson, Russell; MacKinnon, James G.
1999
The power of bootstrap and asymptotic tests. Zbl 1345.62058
Davidson, Russell; MacKinnon, James G.
2006
Improving the reliability of bootstrap tests with the fast double bootstrap. Zbl 1161.62357
Davidson, Russell; Mackinnon, James G.
2007
Implicit alternatives and the local power of test statistics. Zbl 0644.62023
Davidson, Russell; MacKinnon, James G.
1987
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
1983
Model specification tests based on artificial linear regressions. Zbl 0554.62099
Davidson, Russell; MacKinnon, James G.
1984
Small sample properties of alternative forms of the Lagrange multiplier test. Zbl 1273.91362
Davidson, Russel; Mackinnon, James G.
1983
Sandwich method for finding fixed points. Zbl 0299.65030
Kuhn, H. W.; MacKinnon, J. G.
1975
Bootstrap $$J$$ tests of nonnested linear regression models. Zbl 1016.62082
Davidson, Russell; MacKinnon, James G.
2002
Model specification tests against non-nested alternatives (with discussion). Zbl 0604.62116
MacKinnon, James G.
1983
A new form of the information matrix test. Zbl 0744.62150
Davidson, Russell; MacKinnon, James G.
1992
Distributions of error correction tests for cointegration. Zbl 1018.62107
Ericsson, Neil R.; MacKinnon, James G.
2002
Some non-nested hypothesis tests and the relations among them. Zbl 0503.62045
Davidson, Russell; MacKinnon, James G.
1982
Specification tests based on artificial regressions. Zbl 0708.62053
Davidson, Russell; MacKinnon, James G.
1990
Maximum likelihood estimation of singular equation systems with autoregressive disturbances. Zbl 0431.62076
Beach, Charles M.; MacKinnon, James G.
1979
Fast double bootstrap tests of nonnested linear regression models. Zbl 1049.62074
Davidson, Russell; MacKinnon, James G.
2002
Transforming the dependent variable in regression models. Zbl 0711.62104
MacKinnon, James G.; Magee, Lonnie
1990
Wild bootstrap tests for IV regression. Zbl 1198.62035
Davidson, Russell; MacKinnon, James G.
2010
Simulation-based tests that can use any number of simulations. Zbl 1118.62046
Racine, Jeffrey S.; Mackinnon, James G.
2007
Seasonality in regression: An application of smoothness priors. Zbl 0405.62088
Gersovitz, Mark; MacKinnon, James G.
1979
A simplified version of the differencing test. Zbl 0588.62199
Davidson, Russell; Godfrey, Leslie; MacKinnon, James G.
1985
Full maximum likelihood estimation of second-order autoregressive error models. Zbl 0382.62054
Beach, Charles M.; MacKinnon, James G.
1978
Bootstrap inference in a linear equation estimated by instrumental variables. Zbl 1154.62018
Davidson, Russell; MacKinnon, James G.
2008
Inference via kernel smoothing of bootstrap $$P$$ values. Zbl 1445.62088
Racine, Jeffrey S.; MacKinnon, James G.
2007
Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017
Belsley, David A. (ed.); Davidson, Russell (ed.); Kontoghiorghes, Erricos John (ed.); MacKinnon, James G. (ed.); van Dijk, Herman K. (ed.)
2009
The effects of the property tax: A general equilibrium simulation. Zbl 0365.90030
Arnott, Richard J.; MacKinnon, James G.
1977
Asymptotic theory and wild bootstrap inference with clustered errors. Zbl 1452.62902
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, Morten Ørregaard
2019
Solving economic general equilibrium models by the sandwich method. Zbl 0429.90016
MacKinnon, James
1977
Testing the specification of multivariate models in the presence of alternative hypotheses. Zbl 0541.62108
Davidson, Russell; MacKinnon, James G.
1983
Urban general equilibrium models and simplicial search algorithms. Zbl 0285.90021
MacKinnon, James
1974
Moments of IV and JIVE estimators. Zbl 1126.62057
Davidson, Russel; MacKinnon, James G.
2007
Asymptotic theory and wild bootstrap inference with clustered errors. Zbl 1452.62902
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, Morten Ørregaard
2019
Wild bootstrap tests for IV regression. Zbl 1198.62035
Davidson, Russell; MacKinnon, James G.
2010
Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017
Belsley, David A.; Davidson, Russell; Kontoghiorghes, Erricos John; MacKinnon, James G.; van Dijk, Herman K.
2009
Bootstrap inference in a linear equation estimated by instrumental variables. Zbl 1154.62018
Davidson, Russell; MacKinnon, James G.
2008
Improving the reliability of bootstrap tests with the fast double bootstrap. Zbl 1161.62357
Davidson, Russell; Mackinnon, James G.
2007
Simulation-based tests that can use any number of simulations. Zbl 1118.62046
Racine, Jeffrey S.; Mackinnon, James G.
2007
Inference via kernel smoothing of bootstrap $$P$$ values. Zbl 1445.62088
Racine, Jeffrey S.; MacKinnon, James G.
2007
Moments of IV and JIVE estimators. Zbl 1126.62057
Davidson, Russel; MacKinnon, James G.
2007
The power of bootstrap and asymptotic tests. Zbl 1345.62058
Davidson, Russell; MacKinnon, James G.
2006
Bootstrap $$J$$ tests of nonnested linear regression models. Zbl 1016.62082
Davidson, Russell; MacKinnon, James G.
2002
Distributions of error correction tests for cointegration. Zbl 1018.62107
Ericsson, Neil R.; MacKinnon, James G.
2002
Fast double bootstrap tests of nonnested linear regression models. Zbl 1049.62074
Davidson, Russell; MacKinnon, James G.
2002
Bootstrap tests: How many bootstraps? Zbl 0949.62030
Davidson, Russell; MacKinnon, James G.
2000
The size distortion of bootstrap tests. Zbl 0963.62025
Davidson, Russell; MacKinnon, James G.
1999
Approximate bias correction in econometrics. Zbl 0961.62111
MacKinnon, James G.; Smith, Anthony A. jun.
1998
Estimation and inference in econometrics. Zbl 1009.62596
Davidson, Russell; MacKinnon, James G.
1993
A new form of the information matrix test. Zbl 0744.62150
Davidson, Russell; MacKinnon, James G.
1992
Specification tests based on artificial regressions. Zbl 0708.62053
Davidson, Russell; MacKinnon, James G.
1990
Transforming the dependent variable in regression models. Zbl 0711.62104
MacKinnon, James G.; Magee, Lonnie
1990
Implicit alternatives and the local power of test statistics. Zbl 0644.62023
Davidson, Russell; MacKinnon, James G.
1987
A simplified version of the differencing test. Zbl 0588.62199
Davidson, Russell; Godfrey, Leslie; MacKinnon, James G.
1985
Model specification tests based on artificial linear regressions. Zbl 0554.62099
Davidson, Russell; MacKinnon, James G.
1984
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
1983
Small sample properties of alternative forms of the Lagrange multiplier test. Zbl 1273.91362
Davidson, Russel; Mackinnon, James G.
1983
Model specification tests against non-nested alternatives (with discussion). Zbl 0604.62116
MacKinnon, James G.
1983
Testing the specification of multivariate models in the presence of alternative hypotheses. Zbl 0541.62108
Davidson, Russell; MacKinnon, James G.
1983
Some non-nested hypothesis tests and the relations among them. Zbl 0503.62045
Davidson, Russell; MacKinnon, James G.
1982
Several tests for model specification in the presence of alternative hypotheses. Zbl 0472.62108
Davidson, Russell; MacKinnon, James G.
1981
Maximum likelihood estimation of singular equation systems with autoregressive disturbances. Zbl 0431.62076
Beach, Charles M.; MacKinnon, James G.
1979
Seasonality in regression: An application of smoothness priors. Zbl 0405.62088
Gersovitz, Mark; MacKinnon, James G.
1979
A maximum likelihood procedure for regression with autocorrelated errors. Zbl 0373.62055
Beach, Charles M.; MacKinnon, James G.
1978
Full maximum likelihood estimation of second-order autoregressive error models. Zbl 0382.62054
Beach, Charles M.; MacKinnon, James G.
1978
The effects of the property tax: A general equilibrium simulation. Zbl 0365.90030
Arnott, Richard J.; MacKinnon, James G.
1977
Solving economic general equilibrium models by the sandwich method. Zbl 0429.90016
MacKinnon, James
1977
Sandwich method for finding fixed points. Zbl 0299.65030
Kuhn, H. W.; MacKinnon, J. G.
1975
Urban general equilibrium models and simplicial search algorithms. Zbl 0285.90021
MacKinnon, James
1974
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Cited by 861 Authors

 24 Cribari-Neto, Francisco 14 MacKinnon, James G. 13 Davidson, Russell 12 Godfrey, Leslie G. 10 Pesaran, M. Hashem 9 Bera, Anil K. 8 Baltagi, Badi H. 7 Dufour, Jean-Marie 6 Flachaire, Emmanuel 6 McAleer, Michael 6 Sosa-Escudero, Walter 5 Cavaliere, Giuseppe 5 Kiviet, Jan F. 5 Otsu, Taisuke 5 Phillips, Garry D. A. 5 Smith, Richard J. 5 Talman, Adolphus J. J. 5 Tremayne, Andrew R. 5 Van der Laan, Gerard 5 White, Halbert Lynn jun. 5 Windmeijer, Frank A. G. 5 Yang, Zhenlin 4 Alpargu, Gülhan 4 Belsley, David A. 4 da Glória A. Lima, Maria 4 Dutilleul, Pierre 4 Franses, Philip Hans 4 Hounyo, Ulrich 4 Khalaf, Lynda 4 Kobayashi, Masahito 4 Kundhi, Gubhinder 4 Lemonte, Artur José 4 Li, Qi 4 Magee, Lonnie 4 Racine, Jeffrey Scott 4 Rilstone, Paul 4 Sayyareh, Abdolreza 4 Taylor, A. M. Robert 4 Tse, Yiu Kuen 4 Wilcox, Rand R. 3 Ahlgren, Niklas 3 Biørn, Erik 3 Brannas, Kurt 3 Choi, Hwan-sik 3 Colling, Benjamin 3 Dastoor, Naorayex K. 3 Doğan, Osman 3 Giles, David E. A. 3 Gospodinov, Nikolay 3 Hahn, Georg 3 Hausman, Jerry Allen 3 King, Maxwell Leslie 3 Lee, Lung-Fei 3 Li, Dong 3 Liu, Long 3 Maruotti, Antonello 3 Montes-Rojas, Gabriel V. 3 Ouysse, Rachida 3 Parente, Paulo M. D. C. 3 Rahbek, Anders 3 Small, Dylan S. 3 Symeonides, Spyridon D. 3 Taşpınar, Süleyman 3 Van Keilegom, Ingrid 3 Vasconcellos, Klaus Leite Pinto 2 Aguirre-Torres, Victor 2 Ando, Masakazu 2 Andrade, Dalton F. 2 Andrews, Donald Wilfrid Kao 2 Antell, Jan 2 Arslan, Olcay 2 Balcombe, Kelvin G. 2 Bian, Guorui 2 Bilias, Yannis 2 Blasques, Francisco 2 Bollen, Kenneth A. 2 Bond, Stephen D. 2 Breitung, Jorg 2 Chen, Yi-Ting 2 Conniffe, Denis 2 Corradi, Valentina 2 Dagenais, Marcel G. 2 Di Sanzo, Silvestro 2 Fan, Yanqin 2 Ferreira, Eva 2 Furno, Marilena 2 Gallant, A. Ronald 2 Gallo, Giampiero M. 2 Ghysels, Eric 2 Gjerstad, Steven 2 Godwin, Ryan T. 2 Gourieroux, Christian 2 Griffiths, William E. 2 Güney, Yeşim 2 Hodoshima, Jiro 2 Jhun, Myoungshic Jhun 2 Jin, Fei 2 Jung, Byoung-Cheol 2 Jung, Robert C. 2 Kaffo, Maximilien ...and 761 more Authors
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Cited in 100 Serials

 165 Journal of Econometrics 68 Economics Letters 43 Computational Statistics and Data Analysis 29 Communications in Statistics. Theory and Methods 28 Econometric Reviews 27 Journal of Statistical Computation and Simulation 26 Communications in Statistics. Simulation and Computation 15 Econometric Theory 14 Statistical Papers 14 Journal of Applied Statistics 13 The Econometrics Journal 12 Statistics & Probability Letters 12 Computational Statistics 11 Journal of Statistical Planning and Inference 10 Mathematical Programming 10 Computational Economics 9 Journal of Economic Dynamics & Control 8 Journal of Econometric Methods 7 Journal of Time Series Analysis 7 European Journal of Operational Research 5 Journal of the American Statistical Association 4 Journal of Multivariate Analysis 4 Mathematics and Computers in Simulation 4 Statistics 4 Test 4 Quantitative Finance 4 AStA. Advances in Statistical Analysis 4 Journal of Time Series Econometrics 3 Psychometrika 3 Journal of Economic Theory 3 Statistical Science 3 Statistical Methods and Applications 3 Statistics and Computing 2 The Canadian Journal of Statistics 2 Applied Mathematics and Computation 2 International Statistical Review 2 Journal of Optimization Theory and Applications 2 Metroeconomica 2 Statistica Neerlandica 2 Games and Economic Behavior 2 Applied Mathematical Modelling 2 Bernoulli 2 Journal of Nonparametric Statistics 2 Brazilian Journal of Probability and Statistics 2 Entropy 2 Asia-Pacific Financial Markets 2 Electronic Journal of Statistics 1 Computers & Mathematics with Applications 1 Mathematical Biosciences 1 Metrika 1 Physica A 1 Scandinavian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Biometrics 1 Computing 1 Journal of Environmental Economics and Management 1 Journal of Mathematical Psychology 1 Metron 1 Journal of the Japan Statistical Society 1 Social Choice and Welfare 1 Journal of Economics 1 Computers & Operations Research 1 Mathematical and Computer Modelling 1 Journal of Risk and Uncertainty 1 Applications of Mathematics 1 Journal of Global Optimization 1 Automation and Remote Control 1 Linear Algebra and its Applications 1 Statistische Hefte 1 Mathematical Programming. Series A. Series B 1 Open Economies Review 1 Economic Theory 1 Monte Carlo Methods and Applications 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 INFORMS Journal on Computing 1 Journal of Vibration and Control 1 Mathematical Finance 1 Soft Computing 1 Journal of Inequalities and Applications 1 Australian & New Zealand Journal of Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 International Journal of Theoretical and Applied Finance 1 Experimental Economics 1 Lobachevskii Journal of Mathematics 1 Journal of Systems Science and Complexity 1 Electronic Commerce Research 1 Statistical Modelling 1 Computational Management Science 1 Journal of Forecasting 1 Advances in Data Analysis and Classification. ADAC 1 Journal of Statistical Theory and Practice 1 European Journal of Pure and Applied Mathematics 1 The Annals of Applied Statistics 1 Financial Engineering and the Japanese Markets 1 Bulletin of Economic Research 1 Science China. Mathematics 1 Sankhyā. Series B 1 International Journal of Quality, Statistics, and Reliability 1 Chilean Journal of Statistics
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Cited in 22 Fields

 570 Statistics (62-XX) 135 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 120 Numerical analysis (65-XX) 24 Operations research, mathematical programming (90-XX) 17 Probability theory and stochastic processes (60-XX) 6 Biology and other natural sciences (92-XX) 5 General topology (54-XX) 4 General and overarching topics; collections (00-XX) 4 Computer science (68-XX) 4 Systems theory; control (93-XX) 3 Information and communication theory, circuits (94-XX) 2 History and biography (01-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Convex and discrete geometry (52-XX) 2 Algebraic topology (55-XX) 1 Field theory and polynomials (12-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX)