James MacKinnon : Citation Profile


Are you James MacKinnon?

Queen's University

30

H index

52

i10 index

7524

Citations

RESEARCH PRODUCTION:

77

Articles

130

Papers

1

Books

RESEARCH ACTIVITY:

   46 years (1973 - 2019). See details.
   Cites by year: 163
   Journals where James MacKinnon has often published
   Relations with other researchers
   Recent citing documents: 433.    Total self citations: 65 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma63
   Updated: 2019-10-15    RAS profile: 2019-07-09    
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Relations with other researchers


Works with:

Webb, Matthew (15)

Nielsen, Morten (9)

Davidson, Russell (7)

Roodman, David (3)

Djogbenou, Antoine (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with James MacKinnon.

Is cited by:

Lechner, Michael (59)

Flachaire, Emmanuel (52)

McAleer, Michael (41)

Huber, Martin (29)

Herzer, Dierk (29)

Dufour, Jean-Marie (27)

Godfrey, Leslie (27)

KORAP, LEVENT (24)

GUPTA, RANGAN (24)

Davidson, Russell (24)

Kim, Jae (23)

Cites to:

Davidson, Russell (119)

White, Halbert (27)

Webb, Matthew (25)

Flachaire, Emmanuel (22)

Godfrey, Leslie (21)

Cameron, A. (19)

Miller, Douglas (18)

Engle, Robert (13)

Hansen, Christian (13)

Hendry, David (12)

McAleer, Michael (12)

Main data


Where James MacKinnon has published?


Journals with more than one article published# docs
Journal of Econometrics9
Economics Letters6
Journal of Applied Econometrics6
Canadian Journal of Economics5
International Economic Review5
Econometrica4
Econometrics Journal3
Econometric Reviews3
Computational Statistics & Data Analysis3
Journal of Urban Economics3
L'Actualité Economique2
Bell Journal of Economics2
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Econometrics Journal2
Journal of Public Economics2
Regional Science and Urban Economics2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University87
Queen's Institute for Economic Research Discussion Papers / Queen's University - Department of Economics10
Working Papers / HAL4
Post-Print / HAL3

Recent works citing James MacKinnon (2019 and 2018)


YearTitle of citing document
2019Resuscitating the co-fractional model of Granger (1986). (2019). de Magistris, Paolo Santucci ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2019Patchwork Policies, Spillovers, and the Search for Oil and Gas. (2019). Lewis, Eric. In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:11:y:2019:i:1:p:380-405.

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2018Behavioral Nudges and Nutrition Education in Bangladesh: Experimental Evidence Comparing Food Choices in a Lab Setting to Decisions at Home. (2018). Davidson, Kelly A ; Rahman, Wakilur M ; Mullally, Conner C ; Kropp, Jaclyn D. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274134.

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2018Livestock Transfers and Resilience: Evidence from a Randomized Trial in Guatemala. (2018). Mullally, Conner C. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274252.

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2018Good Intentions Gone Bad? The Dodd-Frank Act and Conflict in Africas Great Lakes Region. (2018). Bloem, Jeffrey. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274254.

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2018EGYPT’S WHEAT TENDERS – A PUBLIC NOTICE BOARD FOR BLACK SEA GRAIN NOTATIONS?. (2018). Heigermoser, Maximilian ; Svanidze, Miranda ; Gotz, Linde. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275853.

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2018FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Ebenezer, Appiah Collins ; Mensa-Bonsu, Akwasi ; Baptist, John. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791.

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2018Where is the butter? Tracking recent butter and curd price changes across major milk producing regions in Poland. (2018). Revoredo-Giha, Cesar ; Florkowski, W J ; Klepacka, A M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275884.

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2018Irrigation and Climate Effects on Land Productivity in the U.S. Central Plains. (2018). Trindade, F ; Perrin, R ; Fulginiti, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277264.

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2018Spatial Market Integration and Price Transmission of Meat in Indonesia. (2018). Suharno, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277371.

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2018Factors affecting consumers’ willingness to pay for animal welfare eggs in Taiwan. (2018). Yang, Yu-Chen. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:274990.

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2018Implicit Cost of the 2010 Foot-and-Mouth Disease in Korea. (2018). Kim, Man-Keun ; Tejeda, Hernan. In: Studies in Agricultural Economics. RePEc:ags:stagec:281014.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2018EFFECT OF THE COMMUNICATION AND CLARITY OF THE FISCAL James MacKinnonITY ON MARKET EXPECTATIONS: EVIDENCE FROM THE BRAZILIAN ECONOMY. (2018). Nicolay, Rodolfo ; de Mendonça, Helder ; da Fonseca, Rodolfo Tomas ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:65.

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2018Analyzing Short-Run and Long-Run Causality between FDI Inflows, Labor Productivity and Education in Pakistan. (2018). Serfraz, Ayesha . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:36-59.

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2018Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19.

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2018Real Exchange Returns and Real Stock Price Returns in Nigeria: An Econometrics Analysis of the Direction of Causality. (2018). Otonne, Adewumi ; Adereni, Adebayo ; Usar, Terzungwe. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:131-144.

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2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

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2018Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data. (2018). Bennedsen, Mikkel . In: Papers. RePEc:arx:papers:1608.01895.

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2019Sampling-based vs. Design-based Uncertainty in Regression Analysis. (2017). Athey, Susan ; Abadie, Alberto ; Wooldridge, Jeffrey M ; Imbens, Guido W. In: Papers. RePEc:arx:papers:1706.01778.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

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2018Difference-in-Differences with Multiple Time Periods and an Application on the Minimum Wage and Employment. (2018). Sant'Anna, Pedro ; Callaway, Brantly. In: Papers. RePEc:arx:papers:1803.09015.

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2019Simultaneous Mean-Variance Regression. (2019). Stouli, Sami ; Spady, Richard. In: Papers. RePEc:arx:papers:1804.01631.

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2018Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2019Leave-out estimation of variance components. (2018). Saggio, Raffaele ; Kline, Patrick ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:1806.01494.

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2018Asymptotic results under multiway clustering. (2018). D'Haultfoeuille, Xavier ; Guyonvarch, Yannick ; Davezies, Laurent. In: Papers. RePEc:arx:papers:1807.07925.

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2018Bootstrap Methods in Econometrics. (2018). Horowitz, Joel L. In: Papers. RePEc:arx:papers:1809.04016.

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2018Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125.

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2019Cluster-Robust Simultaneous Inference for Many Average Partial Effects in Binary/Fractional Models. (2018). Chiang, Harold D. In: Papers. RePEc:arx:papers:1812.09397.

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2019Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053.

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2019Permutation inference with a finite number of heterogeneous clusters. (2019). Hagemann, Andreas. In: Papers. RePEc:arx:papers:1907.01049.

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2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

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2019Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107.

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2019Impact of Economic Planning on Sustainable Development in Nigeria. (2019). Ewubare, Dennis Brown. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:12-22.

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2019Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries. (2019). Adenutsi, Deodat Emilson ; Amoah, Anthony ; Tetteh, Joseph Emmanuel. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:191-208.

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2018The Influence of Peg and F_Score on Stock Return by Valued Investment Portfolios: Empirical Evidence from Vietnam. (2018). Tuyet, Hoa Thi ; Duc, Toan Luu ; Sy, Nam ; Pham, Nhan Thi ; Tran, Vinh Tuan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:366-377.

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2018The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461.

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2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2019Exploring the Effect of Physical Delivery V/S Cash Settled Futures Contracts with the Prospective of Obligatory Delivery in Islamic Contract of Sales. (2019). Siddiqui, Danish ; Adil, Farzan. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2019:p:155-177.

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2018Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model. (2018). Kyriakopoulou, Dimitra ; Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:1802.

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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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2019Dispelling Misconceived Beliefs about Rent Control: Insights from a Field and a Laboratory Experiment. (2019). Lopez-Mayan, Cristina ; Panades, Judith ; Busom, Isabel ; Brandts, Jordi. In: Working Papers. RePEc:bge:wpaper:1096.

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2018Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence. (2018). Kim, Jae H ; Ji, Philip Inyeob ; Ahmed, Kamran. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:524-546.

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2018How financial investment distorts food prices: evidence from U.S. grain markets. (2018). van Huellen, Sophie. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:2:p:171-181.

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2018Fundamentals and Oil Price Behaviour: New Evidence from Co†integration Tests with Structural Breaks and Granger Causality Tests. (2018). Yousef, Nourah Ala. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:1-18.

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2019GROWTH IN THE SHADOWS: EFFECT OF THE SHADOW ECONOMY ON U.S. ECONOMIC GROWTH OVER MORE THAN A CENTURY. (2019). schneider, friedrich ; Goel, Rajeev ; Saunoris, James W. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:37:y:2019:i:1:p:50-67.

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2019WHAT DO BICYCLE HELMET LAWS DO? EVIDENCE FROM CANADA. (2019). Warman, Casey ; Carpenter, Christopher S. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:832-854.

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2018The Capitalisation of CAP Payments into Land Rental Prices: A Panel Sample Selection Approach. (2018). Veneziani, Mario ; Sckokai, Paolo ; Moro, Daniele ; Guastella, Gianni. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:69:y:2018:i:3:p:688-704.

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2018Growth strategy with social capital, human capital and physical capital—Theory and evidence: The case of Vietnam. (2018). nguyen, anh ; Simioni, Michel ; le Van, Cuong. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:20:y:2018:i:5:p:768-787.

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2018Information Transmission across European Equity Markets During Crisis Periods. (2018). Chen, Jing ; Buckle, Mike ; McMillan, David G. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

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2018Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746.

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2018The transmission of international shocks to CIS economies : A Global VAR approach. (2018). Faryna, Oleksandr ; Simola, Heli. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_017.

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2018Inference with Difference-in-Differences Revisited. (2018). Crossley, Thomas ; Brewer, Mike ; Robert, Joyce ; Thomas, Crossley ; Mike, Brewer. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:7:y:2018:i:1:p:16:n:9.

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2019Heteroskedasticity-Robust Inference in Linear Regression Models. (2019). Jochmans, Koen. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1957.

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2018Commodity Trade Matters. (2018). Sayre, James E ; Fally, Thibault. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt9121v3rt.

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2018Testing for Moderate Explosiveness in the Presence of Drift. (2018). Sun, Yixiao ; Wang, Shaoping ; Guo, Gangzheng. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2k26h10n.

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2019Why Unions: Understanding How Unions Overcome the Free-Rider Problem. (2019). Murphy, Richard. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1625.

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2018Is Additional Schooling Worthless? Revising Zero Returns to Compulsory Schooling in Germany. (2018). Cygan-Rehm, Kamila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7191.

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2018Fiscal Federalism and Economic Performance - New Evidence from Switzerland. (2018). Schaltegger, Christoph ; Feld, Lars ; Burret, Heiko T. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7250.

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2019The political economy of immigrant legalisation: evidence from the 1986 IRCA. (2019). Winter, Christoph ; Sabet, Navid . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7611.

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2019Carbon Taxes and Stranded Assets: Evidence from Washington State. (2019). Sen, Suphi ; Carattini, Stefano. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7785.

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2019Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05.

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2018Gasto público y crecimiento económico: un análisis regional para Colombia, 1984-2012. (2018). Campo, Jacobo ; Mendoza, Henry. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016023.

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2018Unintended Impacts from Forest Certification: Evidence from Indigenous Aka Households in Congo. (2018). Doremus, Jacqueline . In: Working Papers. RePEc:cpl:wpaper:1804.

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2018Bribes vs. Taxes: Market Structure and Incentives. (2018). Amodio, Francesco ; Rahman, Aminur ; de Giorgi, Giacomo ; DeGiorgi, Giacomo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13055.

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2018Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090.

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2018Analyzing the Aftermath of a Compensation Reduction. (2018). Sandvik, Jason ; Stanton, Christopher ; Seegert, Nathan ; Saouma, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13242.

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2018Immigration and Wage Dynamics: Evidence from the Mexican Peso Crisis. (2018). Monras, Joan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13394.

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2019Risk Management in Financial Institutions. (2019). Rampini, Adriano ; Vuillemey, Guillaume ; Viswanathan, S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13787.

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2018Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7518.

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2018Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896. (2018). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7618.

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2019Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models. (2019). Alan, Garry David ; Wang, Dandan . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28322.

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2019Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan. (2019). Iwatsubo, Ken ; Hayo, Bernd. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_026.

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2018Evaluating countries’ innovation potential: an international perspective. (2018). Philippas, Dionisis ; Tziogkidis, Panagiotis ; Sickles, Robin C ; Leontitsis, Alexandros. In: Working Papers. RePEc:ecl:riceco:18-011.

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2018Forecasting Unemployment Rates in USA using Box-Jenkins Methodology. (2018). Dritsakis, Nikolaos ; Klazoglou, Paraskevi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-2.

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2018An Empirical Examination of Unemployment Invariance Hypothesis, Discouraged and Added Worker Effects in Turkey. (2018). Arisoy, Ibrahim . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-2.

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2018The Performance of Hybrid ARIMA-GARCH Modeling and Forecasting Oil Price. (2018). Dritsaki, Chaido. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-3.

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2018Does Agricultural Commodity Price Co-move with Oil Price in the Time-Frequency Space? Evidence from the Republic of Korea. (2018). Meng, Xiangcai . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-16.

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2019Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-10.

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2018Crowding Out Effect of Public Borrowing: The Case of Jordan. (2018). Al-Majali, Ahmad A. In: International Review of Management and Marketing. RePEc:eco:journ3:2018-01-19.

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2019External constraints on the Cuban economy in the current environment of uncertainty. (2019). Palacios, Juan Carlos. In: Revista CEPAL. RePEc:ecr:col070:44719.

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2018Fiscal policy and the real exchange rate: Some evidence from Spain. (2018). Bajo-Rubio, Oscar ; Esteve, Vicente ; Berke, Burcu . In: Working Papers. RePEc:eec:wpaper:1810.

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2019Crop diversification and resilience of agriculture to climatic shocks: Evidence from India. (2019). Hazrana, Jaweriah ; Birthal, Pratap S. In: Agricultural Systems. RePEc:eee:agisys:v:173:y:2019:i:c:p:345-354.

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2019Forecasting campground demand in US national parks. (2019). Pan, Bing ; Park, So Young ; Rice, William L ; Newman, Peter. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:424-438.

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2018Price elasticities of retail energy demands in the United States: New evidence from a panel of monthly data for 2001–2016. (2018). Zarnikau, Jay ; Woo, C K ; Kahrl, F ; Luo, X ; Shiu, A ; Liu, Y. In: Applied Energy. RePEc:eee:appene:v:222:y:2018:i:c:p:460-474.

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2018Speculative activity and returns volatility of Chinese agricultural commodity futures. (2018). Siklos, Pierre ; Wellenreuther, Claudia ; Bohl, Martin T. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:69-91.

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2018Do siblings take your food away? Using Chinas one-child policy to test for child quantity-quality trade-offs. (2018). Gibson, John ; Liang, Yun. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:14-26.

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2018Alternative HAC covariance matrix estimators with improved finite sample properties. (2018). Hartigan, Luke . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:119:y:2018:i:c:p:55-73.

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2019Wild bootstrap logrank tests with broader power functions for testing superiority. (2019). Pauly, Markus ; Ditzhaus, Marc. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:136:y:2019:i:c:p:1-11.

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2019Location-adjusted Wald statistics for scalar parameters. (2019). Kosmidis, Ioannis ; di Caterina, Claudia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:126-142.

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More than 100 citations found, this list is not complete...

Works by James MacKinnon:


YearTitleTypeCited
2010Numerical distribution functions of fractional unit root and cointegration tests In: CREATES Research Papers.
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2010Numerical Distribution Functions Of Fractional Unit Root And Cointegration Tests.(2010) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
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2014NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS.(2014) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
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2018Fast and Wild: Bootstrap Inference in Stata Using boottest In: CREATES Research Papers.
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1986A Specification Test for Models Estimated by GLS. In: The Review of Economics and Statistics.
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