James MacKinnon

Institution: Queen's University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.econ.queensu.ca/faculty/mackinnon

First Publication: 1974

Most Recent: 2023

RePEc ID: pma63 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	8.07	0.67	0.00	8.75	94%
Last 10 Years	0.00	11.44	1.68	1.01	14.13	94%
All Time	8.07	44.40	12.45	5.55	70.47	99%

Publication Statistics

Raw Publications 44

Coauthorship-Adjusted Count 47.79

Publications (44)

Year	Article	Journal	Tier	Authors
2023	Cluster-robust inference: A guide to empirical practice	Journal of Econometrics	A	3
2023	Testing for the appropriate level of clustering in linear regression models	Journal of Econometrics	A	3
2023	Using large samples in econometrics	Journal of Econometrics	A	1
2023	Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	Journal of Applied Econometrics	B	3
2021	Wild Bootstrap and Asymptotic Inference With Multiway Clustering	Journal of Business & Economic Statistics	A	3
2020	Randomization inference for difference-in-differences with few treated clusters	Journal of Econometrics	A	2
2019	Asymptotic theory and wild bootstrap inference with clustered errors	Journal of Econometrics	A	3
2019	How cluster‐robust inference is changing applied econometrics	Canadian Journal of Economics	C	1
2017	Wild Bootstrap Inference for Wildly Different Cluster Sizes	Journal of Applied Econometrics	B	2
2014	Numerical Distribution Functions of Fractional Unit Root and Cointegration Tests	Journal of Applied Econometrics	B	2
2006	The power of bootstrap and asymptotic tests	Journal of Econometrics	A	2
2006	The case against JIVE	Journal of Applied Econometrics	B	2
2006	Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’	Journal of Applied Econometrics	B	2
2002	Bootstrap J tests of nonnested linear regression models	Journal of Econometrics	A	2
2002	Bootstrap inference in econometrics	Canadian Journal of Economics	C	1
2000	European Monetary Union: a cointegration analysis	Journal of International Money and Finance	B	3
1999	THE SIZE DISTORTION OF BOOTSTRAP TESTS	Econometric Theory	B	2
1998	Approximate bias correction in econometrics	Journal of Econometrics	A	2
1992	Regression-based methods for using control variates in Monte Carlo experiments	Journal of Econometrics	A	2
1991	Artificial regressions and C ([alpha]) tests	Economics Letters	C	2
1989	Testing for Consistency using Artificial Regressions	Econometric Theory	B	2
1988	Double Length Artificial Regressions.	Oxford Bulletin of Economics and Statistics	B	2
1986	A Specification Test for Models Estimated by GLS.	Review of Economics and Statistics	A	2
1985	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	Journal of Econometrics	A	2
1984	Convenient specification tests for logit and probit models	Journal of Econometrics	A	2
1984	Monetary anticipations and the demand for money	Journal of Monetary Economics	A	2
1983	Small sample properties of alternative forms of the Lagrange Multiplier test	Economics Letters	C	2
1983	Tests for model specification in the presence of alternative hypotheses : Some further results	Journal of Econometrics	A	3
1983	Testing the specification of multivariate models in the presence of alternative hypotheses	Journal of Econometrics	A	2
1982	Some Non-Nested Hypothesis Tests and the Relations Among Them	Review of Economic Studies	S	2
1981	Efficient estimation of tail-area probabilities in sampling experiments	Economics Letters	C	2
1980	On a simple procedure for testing non-nested regression models	Economics Letters	C	2
1980	Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables	Economics Letters	C	2
1979	Computing optimal tax equilibria	Journal of Public Economics	A	2
1979	Convenient singularities and maximum likelihood estimation	Economics Letters	C	1
1979	Computing equilibria with increasing returns	European Economic Review	B	1
1978	Market and Shadow Land Rents with Congestion.	American Economic Review	S	2
1978	The welfare implications of spatial interdependence : An extension of Wheaton's "optimal distribution of income among cities"	Journal of Urban Economics	A	3
1978	Full maximum likelihood estimation of second- order autoregressive error models	Journal of Econometrics	A	2
1977	The effects of the property tax: A general equilibrium simulation	Journal of Urban Economics	A	2
1977	The effects of urban transportation changes : A general equilibrium simulation	Journal of Public Economics	A	2
1977	Measuring the costs of height restrictions with a general equilibrium model	Regional Science and Urban Economics	B	2
1975	An algorithm for the generalized transportation problem	Regional Science and Urban Economics	B	1
1974	Urban general equilibrium models and simplicial search algorithms	Journal of Urban Economics	A	1