James G. MacKinnon

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All published works

Action	Title	Year	Authors
+ PDF Chat	Jackknife inference with two-way clustering	2024	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+ PDF Chat	Cluster-robust jackknife and bootstrap inference for binary response models	2024	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+ PDF Chat	Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust	2023	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+	Testing for the appropriate level of clustering in linear regression models	2023	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+ PDF Chat	Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	2023	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+	Testing for the appropriate level of clustering in linear regression models	2023	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+	Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference	2023	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+	Cluster-robust inference: A guide to empirical practice	2022	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+	Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust	2022	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+	Cluster-Robust Inference: A Guide to Empirical Practice	2022	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+	Fast cluster bootstrap methods for linear regression models	2021	James G. MacKinnon
+	Wild Bootstrap and Asymptotic Inference With Multiway Clustering	2021	James G. MacKinnon Morten Ã ̃rregaard Nielsen Matthew D. Webb
+	Fast cluster bootstrap methods for linear regression models	2021	James G. MacKinnon
+ PDF Chat	Randomization inference for difference-in-differences with few treated clusters	2020	James G. MacKinnon Matthew D. Webb
+	When and How to Deal with Clustered Errors in Regression Models	2020	James G. MacKinnon Matthew D. Webb
+ PDF Chat	WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS	2020	James G. MacKinnon
+	Clustering Methods for Statistical Inference	2020	James G. MacKinnon Matthew D. Webb
+ PDF Chat	Wild Bootstrap and Asymptotic Inference With Multiway Clustering	2019	James G. MacKinnon Morten Ørregaard Nielsen Matthew D. Webb
+ PDF Chat	How cluster‐robust inference is changing applied econometrics	2019	James G. MacKinnon
+ PDF Chat	Asymptotic theory and wild bootstrap inference with clustered errors	2019	Antoine Djogbenou James G. MacKinnon Morten Ørregaard Nielsen
+ PDF Chat	Wild Bootstrap Randomization Inference for Few Treated Clusters	2019	James G. MacKinnon Matthew D. Webb
+	Fast and wild: Bootstrap inference in Stata using boottest	2019	David Roodman Morten Ørregaard Nielsen James G. MacKinnon Matthew D. Webb
+	How cluster-robust inference is changing applied econometrics	2019	James G. MacKinnon
+	Fast And Wild: Bootstrap Inference In Stata Using Boottest	2018	David Roodman James G. MacKinnon Matthew D. Webb Morten Ã ̃rregaard Nielsen
+	Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors	2018	Antoine Djogbenou James G. MacKinnon Morten Orregard Nielsen
+	Wild Bootstrap Randomization Inference For Few Treated Clusters	2018	James G. MacKinnon Matthew D. Webb
+	Fast and Wild: Bootstrap Inference in Stata Using boottest	2018	James G. MacKinnon Morten Ørregaard Nielsen David Roodman Matthew D. Webb
+	Artificial Regressions	2018	James G. MacKinnon
+	The wild bootstrap for few (treated) clusters	2017	James G. MacKinnon Matthew D. Webb
+	The Wild Bootstrap For Few (treated) Clusters	2017	James G. MacKinnon Matthew D. Webb
+	Pitfalls when Estimating Treatment Effects Using Clustered Data	2017	James G. MacKinnon Matthew D. Webb
+ PDF Chat	Inference with Large Clustered Datasets	2017	James G. MacKinnon
+	Validity of Wild Bootstrap Inference with Clustered Errors	2017	Antoine Djogbenou James G. MacKinnon Morten Ørregaard Nielsen
+	The Subcluster Wild Bootstrap for Few (Treated) Clusters	2016	James G. MacKinnon Matthew D. Webb
+	Randomization Inference for Difference-in-Differences with Few Treated Clusters	2016	James G. MacKinnon Matthew D. Webb
+ PDF Chat	Wild Cluster Bootstrap Confidence Intervals	2016	James G. MacKinnon
+ PDF Chat	Wild Bootstrap Inference for Wildly Different Cluster Sizes	2016	James G. MacKinnon Matthew D. Webb
+	Une nouvelle forme du test de Ia matrice d'information	2016	Russell Davidson James G. MacKinnon
+	The Subcluster Wild Bootstrap for Few (Treated) Clusters	2016	James G. MacKinnon Matthew D. Webb
+ PDF Chat	Bootstrap Tests for Overidentification in Linear Regression Models	2015	Russell Davidson James G. MacKinnon
+	Wild Bootstrap Inference for Wildly Different Cluster Sizes	2013	James G. MacKinnon Matthew D. Webb
+ PDF Chat	Bootstrap Confidence Sets with Weak Instruments	2013	Russell Davidson James G. MacKinnon
+ PDF Chat	Confidence sets based on inverting Anderson–Rubin tests	2013	Russell Davidson James G. MacKinnon
+ PDF Chat	NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS	2012	James G. MacKinnon Morten Ørregaard Nielsen
+	Thirty Years of Heteroskedasticity-Robust Inference	2012	James G. MacKinnon
+	Bootstrap Confidence Sets with Weak Instruments	2012	Russell Davidson James G. MacKinnon
+	Confidence Sets Based On Inverting Anderson-rubin Tests	2011	Russell Davidson James G. MacKinnon
+	Numerical distribution functions of fractional unit root and cointegration tests	2010	James G. MacKinnon Morten Ã ̃rregaard Nielsen
+	Critical values for cointegration tests	2010	James G. MacKinnon
+ PDF Chat	Wild Bootstrap Tests for IV Regression	2009	Russell Davidson James G. MacKinnon
+ PDF Chat	Bootstrap Hypothesis Testing	2009	James G. MacKinnon
+ PDF Chat	Bootstrap inference in a linear equation estimated by instrumental variables	2008	Russell Davidson James G. MacKinnon
+	Artificial Regressions	2008	James G. MacKinnon
+	Moments of IV and JIVE estimators	2007	Russell Davidson James G. MacKinnon
+	Wild Bootstrap Tests for IV Regression	2007	Russell Davidson James G. MacKinnon
+ PDF Chat	Simulation-Based Tests that Can Use Any Number of Simulations	2007	Jeffrey S. Racine James G. MacKinnon
+	Inference via kernel smoothing of bootstrap values	2006	Jeffrey S. Racine James G. MacKinnon
+	The case against JIVE	2006	Russell Davidson James G. MacKinnon
+ PDF Chat	Bootstrap Methods in Econometrics*	2006	James G. MacKinnon
+	Moments of IV and JIVE estimators	2006	Russell Davidson James G. MacKinnon
+ PDF Chat	Improving the reliability of bootstrap tests with the fast double bootstrap	2006	Russell Davidson James G. MacKinnon
+	Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap	2006	Russell Davidson James G. MacKinnon
+	Inference via kernel smoothing of bootstrap P values	2006	Jeffrey S. Racine James G. MacKinnon
+	Applications of the Fast Double Bootstrap	2006	James G. MacKinnon
+	Bootstrap Methods In Econometrics	2006	James G. MacKinnon
+	Bootstrap inference in a linear equation estimated by instrumental variables	2006	Russell Davidson James G. MacKinnon
+ PDF Chat	Computing Numerical Distribution Functions in Econometrics	2005	James G. MacKinnon
+ PDF Chat	The power of bootstrap and asymptotic tests	2005	Russell Davidson James G. MacKinnon
+	The Power Of Bootstrap And Asymptotic Tests	2004	Russell Davidson James G. MacKinnon
+	Artificial Regressions	2003	Russell Davidson James G. MacKinnon
+	Bootstrap Inference in Econometrics	2002	James G. MacKinnon
+	Distributions of error correction tests for cointegration	2002	Neil R. Ericsson James G. MacKinnon
+	Bootstrap J tests of nonnested linear regression models	2002	Russell Davidson James G. MacKinnon
+ PDF Chat	FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS	2002	Russell Davidson James G. MacKinnon
+	Improving the Reliability of Bootstrap Condence Intervals	2001	Russell Davidson James G. MacKinnon
+	Improving the Reliability of Bootstrap Tests	2000	Russell Davidson James G. MacKinnon
+ PDF Chat	Distributions of Error Correction Tests for Cointegration	2000	Neil R. Ericsson James G. MacKinnon
+	Distributions of Error Correction Tests for Cointegration	1999	Neil R. Ericsson James G. MacKinnon
+ PDF Chat	Numerical distribution functions of likelihood ratio tests for cointegration	1999	James G. MacKinnon Alfred A. Haug Leo Michelis
+ PDF Chat	Numerical distribution functions of likelihood ratio tests for cointegration	1999	James G. MacKinnon Alfred A. Haug Leo Michelis
+ PDF Chat	THE SIZE DISTORTION OF BOOTSTRAP TESTS	1999	Russell Davidson James G. MacKinnon
+ PDF Chat	Bootstrap Testing in Nonlinear Models	1999	Russell Davidson James G. MacKinnon
+ PDF Chat	Approximate bias correction in econometrics	1998	James G. MacKinnon Anthony A. Smith
+ PDF Chat	Graphical Methods for Investigating the Size and Power of Hypothesis Tests	1998	Russell Davidson James G. MacKinnon
+	Bootstrap Testing in Nonlinear Models	1997	Russell Davidson James G. MacKinnon
+	The Size and Power of Bootstrap Tests	1996	Russell Davidson James G. MacKinnon
+	The Power of Bootstrap Tests	1996	Russell Davidson James G. MacKinnon
+ PDF Chat	Estimation and Inference in Econometrics.	1995	James Davidson Russell Davidson James G. MacKinnon
+	Approximate Bias Correction in Econometrics	1995	James G. MacKinnon Anthony A. Smith
+	Estimation and Inference in Econometrics.	1994	Andrew Levin Russell Davidson James G. MacKinnon
+	Graphical Methods for Investigating the Size and Power of Hypothesis Tests	1994	Russell Davidson James G. MacKinnon
+	Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests	1994	James G. MacKinnon
+	Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests	1994	James G. MacKinnon
+	Estimation and Inference in Econometrics	1993	Russell Davidson James G. MacKinnon
+	Approximate Asymptotic Distribution Functions for Unit Roots and Cointegration Tests	1992	James G. MacKinnon
+ PDF Chat	Regression-based methods for using control variates in Monte Carlo experiments	1992	Russell Davidson James G. MacKinnon
+	Regression-Based Methods for Using Control Variates in Monte Carlo Experiments	1991	Russell Davidson James G. MacKinnon
+	Artificial regressions and C (α) tests	1991	Russell Davidson James G. MacKinnon
+	Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments	1990	Russell Davidson James G. MacKinnon
+	Transforming the Dependent Variable in Regression Models	1990	James G. MacKinnon Lonnie Magee
+ PDF Chat	Specification Tests Based on Artificial Regressions	1990	Russell Davidson James G. MacKinnon
+ PDF Chat	Specification Tests Based on Artificial Regressions	1990	Russell Davidson James G. MacKinnon
+ PDF Chat	Testing for Consistency using Artificial Regressions	1989	Russell Davidson James G. MacKinnon
+ PDF Chat	Heteroskedasticity-robust tests for structural change	1989	James G. MacKinnon
+ PDF Chat	Heteroskedasticity-Robust Tests for Structural Change	1989	James G. MacKinnon
+	Implicit Alternatives and the Local Power of Test Statistics	1987	Russell Davidson James G. MacKinnon
+	Double-Length Artificial Regressions	1987	Russell Davidson James G. MacKinnon
+	Testing for Consistency using Artificial Regressions	1987	Russell Davidson James G. MacKinnon
+	A Specification Test for Models Estimated by GLS	1986	Paul Boothe James G. MacKinnon
+	Testing for the Transformation of the Dependent Variable	1986	James G. MacKinnon Lonnie Magee
+	Testing the Specification of Econometric Models in Regression and Non-Regression Directions	1986	Russell Davidson James G. MacKinnon
+	A Simplified Version of the Differencing Test	1985	Russell Davidson L. G. Godfrey James G. MacKinnon
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White
+	Testing Linear and Loglinear Regressions against Box-Cox Alternatives	1985	Russell Davidson James G. MacKinnon
+	Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors	1985	Glenn MacDonald James G. MacKinnon
+	The Interpretation of Test Statistics	1985	Russell Davidson James G. MacKinnon
+	A Differencing Specification Test for Models with Serially Correlated Errors	1985	Paul Boothe James G. MacKinnon
+	Heteroskedasticity-Robust Tests in Regression Directions	1985	Russell Davidson James G. MacKinnon
+	Heteroskedastcity-robust tests in regressions directions	1985	Russel Davidson James G. MacKinnon
+	Implicit Alternatives and the Local Power of Test Statistics	1984	Russell Davidson James G. MacKinnon
+	Testing the specification of multivariate models in the presence of alternative hypotheses	1983	Russell Davidson James G. MacKinnon
+	Small sample properties of alternative forms of the Lagrange Multiplier test	1983	Russel Davidson James G. MacKinnon
+ PDF Chat	Model specification tests against non-nested alternatives	1983	James G. MacKinnon
+	Tests for model specification in the presence of alternative hypotheses	1983	James G. MacKinnon Halbert White Russell Davidson
+	Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties	1983	James G. MacKinnon Halbert White
+	Model Specification Tests Against Non-Nested Alternatives	1983	James G. MacKinnon
+ PDF Chat	Some Non-Nested Hypothesis Tests and the Relations Among Them	1982	Russell Davidson James G. MacKinnon
+	Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses	1982	James G. MacKinnon Halbert White Russell Davidson
+ PDF Chat	Several Tests for Model Specification in the Presence of Alternative Hypotheses	1981	Russell Davidson James G. MacKinnon
+	Efficient estimation of tail-area probabilities in sampling experiments	1981	Russell Davidson James G. MacKinnon
+	Model Specification Tests Based on Artificial Linear Regressions	1980	Russell Davidson James G. MacKinnon
+	Relations Among Some Non-Nested Hypothesis Tests	1980	Russell Davidson James G. MacKinnon
+	Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables	1980	Russell Davidson James G. MacKinnon
+	On a simple procedure for testing non-nested regression models	1980	Russell Davidson James G. MacKinnon
+	Some Non-Nested Hypothesis Tests and the Relations Among Them	1980	Russell Davidson James G. MacKinnon
+	Convenient singularities and maximum likelihood estimation	1979	James G. MacKinnon
+	Full maximum likelihood estimation of second- order autoregressive error models	1978	Charles M. Beach James G. MacKinnon
+	A Maximum Likelihood Procedure for Regression with Autocorrelated Errors	1978	Charles M. Beach James G. MacKinnon
+	On the Role of Jacobian Terms in Maximum Likelihood Estimation	1978	James G. MacKinnon
+	Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models	1977	Charles M. Beach James G. MacKinnon
+	Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances	1976	Charles M. Beach James G. MacKinnon
+	Sandwich method for finding fixed points	1975	Harold W. Kuhn James G. MacKinnon
+	The sandwich method for computing fixed points	1973	Harold W. Kuhn James G. MacKinnon

Common Coauthors

Coauthor	Papers Together
Russell Davidson	59
Matthew D. Webb	26
Morten Ørregaard Nielsen	16
Charles M. Beach	4
Halbert White	4
Jeffrey S. Racine	3
Antoine Djogbenou	3
Neil R. Ericsson	3
Morten Ã ̃rregaard Nielsen	3
David Roodman	3
Leo Michelis	2
Lonnie Magee	2
Harold W. Kuhn	2
Alfred A. Haug	2
Matthew D. Webb	2
Anthony A. Smith	2
Russel Davidson	2
Paul Boothe	2
Andrew T. Levin	1
L. G. Godfrey	1
Glenn MacDonald	1
James Davidson	1
Morten Orregard Nielsen	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	THE SIZE DISTORTION OF BOOTSTRAP TESTS	1999	Russell Davidson James G. MacKinnon	24
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White	24
+ PDF Chat	The wild bootstrap, tamed at last	2008	Russell Davidson Emmanuel Flachaire	23
+	A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980	Halbert White	19
+ PDF Chat	Bootstrap-Based Improvements for Inference with Clustered Errors	2008	A. Colin Cameron Jonah B. Gelbach Douglas L. Miller	19
+	Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements	1988	Rudolf Beran	17
+	Inference with dependent data using cluster covariance estimators	2011	C. Alan Bester Timothy G. Conley Christian Hansen	16
+ PDF Chat	Several Tests for Model Specification in the Presence of Alternative Hypotheses	1981	Russell Davidson James G. MacKinnon	16
+ PDF Chat	Robust Standard Errors in Small Samples: Some Practical Advice	2016	Guido W. Imbens Michal Kolesár	15
+	Asymptotic Behavior of a <i>t</i>-Test Robust to Cluster Heterogeneity	2016	Andrew V. Carter Kevin Schnepel Douglas G. Steigerwald	14
+ PDF Chat	Wild Bootstrap Inference for Wildly Different Cluster Sizes	2016	James G. MacKinnon Matthew D. Webb	14
+ PDF Chat	A Practitioner’s Guide to Cluster-Robust Inference	2015	A. Colin Cameron Douglas L. Miller	14
+	Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables	1970	J. Durbin	13
+	Testing Linear and Log-Linear Regressions for Functional Form	1981	L. G. Godfrey Michael Wickens	12
+	The wild bootstrap for few (treated) clusters	2017	James G. MacKinnon Matthew D. Webb	12
+ PDF Chat	Simulation-Based Tests that Can Use Any Number of Simulations	2007	Jeffrey S. Racine James G. MacKinnon	11
+ PDF Chat	Asymptotic theory and wild bootstrap inference with clustered errors	2019	Antoine Djogbenou James G. MacKinnon Morten Ørregaard Nielsen	10
+ PDF Chat	How Much Should We Trust Differences-In-Differences Estimates?	2004	Bertrand Moine Esther Duflo Sendhil Mullainathan	10
+	Reworking Wild Bootstrap Based Inference for Clustered Errors	2013	Matthew D. Webb	10
+ PDF Chat	Wild Bootstrap Tests for IV Regression	2009	Russell Davidson James G. MacKinnon	10
+ PDF Chat	Bootstrap Procedures under some Non-I.I.D. Models	1988	Regina Y. Liu	10
+	Fast and wild: Bootstrap inference in Stata using boottest	2019	David Roodman Morten Ørregaard Nielsen James G. MacKinnon Matthew D. Webb	10
+	Maximum Likelihood Estimation of Misspecified Models	1983	Halbert White	10
+	Bootstrap-based critical values for the information matrix test	1994	Joël L. Horowitz	9
+ PDF Chat	Specification Tests in Econometrics	1978	Jerry A. Hausman	9
+	Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis	1986	C. F. Jeff Wu	9
+ PDF Chat	Inference with “Difference in Differences” with a Small Number of Policy Changes	2010	Timothy G. Conley Christopher Taber	9
+ PDF Chat	The power of bootstrap and asymptotic tests	2005	Russell Davidson James G. MacKinnon	9
+	A general approach to lagrange multiplier model diagnostics	1982	Robert F. Engle	8
+ PDF Chat	Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression	2002	Frank Kleibergen	8
+	Longitudinal data analysis using generalized linear models	1986	Kung‐Yee Liang Scott L. Zeger	8
+ PDF Chat	Bootstrap Testing in Nonlinear Models	1999	Russell Davidson James G. MacKinnon	8
+ PDF Chat	Bootstrap and Wild Bootstrap for High Dimensional Linear Models	1993	Enno Mammen	8
+ PDF Chat	Wild Cluster Bootstrap Confidence Intervals	2016	James G. MacKinnon	8
+	Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables	1978	L. G. Godfrey	8
+ PDF Chat	Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions	1963	Friedhelm Eicker	8
+	Testing Linear and Loglinear Regressions against Box-Cox Alternatives	1985	Russell Davidson James G. MacKinnon	7
+	Inference with Difference-in-Differences and Other Panel Data	2007	Stephen G. Donald Kevin Lang	7
+	An Introduction to the Bootstrap	1994	Bradley Efron Robert Tibshirani	7
+ PDF Chat	On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models	1984	Darcy A. Freedman	7
+	Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations	1949	T. W. Anderson Herman Rubin	7
+	Maximum Likelihood Specification Testing and Conditional Moment Tests	1985	Whitney K. Newey	7
+	Random group effects and the precision of regression estimates	1986	Brent R. Moulton	7
+ PDF Chat	Inference with Few Heterogeneous Clusters	2015	Rustam Ibragimov Ulrich K. Müller	7
+ PDF Chat	Graphical Methods for Investigating the Size and Power of Hypothesis Tests	1998	Russell Davidson James G. MacKinnon	7
+ PDF Chat	Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models	2016	James E. Pustejovsky Elizabeth Tipton	7
+	Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements	1988	Rudolf Beran	7
+ PDF Chat	Bootstrap inference in a linear equation estimated by instrumental variables	2008	Russell Davidson James G. MacKinnon	6
+ PDF Chat	Finite Sample Properties and Asymptotic Efficiency of Monte Carlo Tests	1986	Karl‐Heinz Jöckel	6
+ PDF Chat	FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS	2002	Russell Davidson James G. MacKinnon	6