Estimation and inference in econometrics R Davidson, JG MacKinnon OUP Catalogue, 1993 | 10116 | 1993 |
Critical values for cointegration tests, Chapter 13 in Long-Run Economic Relationships: Readings in Cointegration, ed. RF Engle and CW J. Granger JG MacKinnon Oxford University Press, 1991 | 7678* | 1991 |
Numerical distribution functions for unit root and cointegration tests JG MacKinnon Journal of applied econometrics 11 (6), 601-618, 1996 | 4513 | 1996 |
Econometric theory and methods R Davidson, JG MacKinnon Oxford University Press 5, 189-196, 2004 | 3308 | 2004 |
Numerical Distributions of Likelihood Ratio Tests of Cointegration JG MacKinnon, AA Haug, L Michelis Journal of Applied Econometrics 14 (563), n577, 1999 | 2982* | 1999 |
Several tests for model specification in the presence of alternative hypotheses R Davidson, JG MacKinnon Econometrica: Journal of the Econometric Society, 781-793, 1981 | 2568 | 1981 |
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties JG MacKinnon, H White Journal of Econometrics 29 (3), 305-325, 1985 | 2033 | 1985 |
Fast and wild: Bootstrap inference in Stata using boottest D Roodman, MØ Nielsen, JG MacKinnon, MD Webb The Stata Journal 19 (1), 4-60, 2019 | 892 | 2019 |
A maximum likelihood procedure for regression with autocorrelated errors CM Beach, JG MacKinnon Econometrica: journal of the Econometric Society, 51-58, 1978 | 741 | 1978 |
Approximate asymptotic distribution functions for unit-root and cointegration tests JG MacKinnon Journal of Business & Economic Statistics, 167-176, 1994 | 609 | 1994 |
Bootstrap tests: How many bootstraps? R Davidson, JG MacKinnon Econometric Reviews 19 (1), 55-68, 2000 | 547 | 2000 |
Tests for model specification in the presence of alternative hypotheses* 1:: Some further results JG MacKinnon, H White, R Davidson Journal of Econometrics 21 (1), 53-70, 1983 | 515 | 1983 |
Distributions of error correction tests for cointegration NR Ericsson, JG MacKinnon The Econometrics Journal 5 (2), 285-318, 2002 | 489 | 2002 |
Wild bootstrap inference for wildly different cluster sizes JG MacKinnon, MD Webb Journal of Applied Econometrics 32 (2), 233-254, 2017 | 460 | 2017 |
Convenient specification tests for logit and probit models R Davidson, JG MacKinnon Journal of Econometrics 25 (3), 241-262, 1984 | 434 | 1984 |
Bootstrap inference in econometrics JG MacKinnon Canadian Journal of Economics/Revue canadienne d'économique 35 (4), 615-645, 2002 | 433 | 2002 |
Transforming the dependent variable in regression models JG MacKinnon, L Magee International Economic Review, 315-339, 1990 | 391 | 1990 |
Graphical methods for investigating the size and power of hypothesis tests R Davidson, JG MacKinnon The Manchester School 66 (1), 1-26, 1998 | 387 | 1998 |
Bootstrap methods in econometrics JG MacKinnon Economic Record 82, S2-S18, 2006 | 342 | 2006 |
The size distortion of bootstrap tests R Davidson, JG MacKinnon Econometric Theory 15 (3), 361-376, 1999 | 295 | 1999 |