James Gordon Mackinnon

James Gordon Mackinnon's AcademicInfluence.com Rankings

Economics

#2088

World Rank

#2387

Historical Rank

Econometrics

#47

World Rank

#49

Historical Rank

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Economics

James Gordon Mackinnon's Degrees

Bachelors Economics University of British Columbia

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James Gordon Mackinnon's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Estimation and inference in econometrics (1994) (6202)
Critical Values for Cointegration Tests (1990) (3252)
Numerical Distribution Functions for Unit Root and Cointegration Tests (1996) (3047)
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration (1996) (2235)
Several Tests for Model Specication in the Pres-ence of Alternative Hypotheses (1981) (1824)
Econometric Theory and Methods (2003) (1653)
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties☆ (1985) (1361)
A MAXIMUM LIKELIHOOD PROCEDURE FOR REGRESSION WITH AUTOCORRELATED ERRORS (1978) (453)
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests (1994) (436)
Fast and wild: Bootstrap inference in Stata using boottest (2018) (431)
Bootstrap tests: how many bootstraps? (2000) (422)
TESTS FOR MODEL SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES Some Further Results (1983) (376)
Distributions of Error Correction Tests for Cointegration (1999) (351)
Bootstrap Inference in Econometrics (2002) (322)
Wild Bootstrap Inference for Wildly Different Cluster Sizes (2017) (300)
Graphical Methods for Investigating the Size and Power of Hypothesis Tests (1998) (298)
Convenient Specification Tests for Logit and Probit Models (1984) (289)
Transforming the Dependent Variable in Regression Models (1990) (249)
THE SIZE DISTORTION OF BOOTSTRAP TESTS (1999) (238)
Approximate bias correction in econometrics (1998) (223)
Bootstrap Hypothesis Testing (2007) (212)
Testing for Consistency using Artificial Regressions (1989) (190)
Model Specification Tests and Artificial Regressions (1992) (186)
Bootstrap Methods in Econometrics (2006) (163)
Model specification tests against non-nested alternatives (1983) (138)
The Wild Bootstrap for Few (Treated) Clusters (2018) (130)
The power of bootstrap and asymptotic tests (2006) (128)
Wild Bootstrap Tests for IV Regression (2010) (128)
Bootstrap Testing in Nonlinear Models (1999) (126)
Improving the reliability of bootstrap tests with the fast double bootstrap (2007) (122)
Some Non-Nested Hypothesis Tests and the Relations Among Them (1982) (116)
Implicit Alternatives and the Local Power of Test Statistics (1987) (109)
Testing Linear and Loglinear Regressions against Box-Cox Alternatives (1985) (106)
Thirty Years of Heteroskedasticity-Robust Inference (2013) (104)
Specification Tests Based on Artificial Regressions (1990) (101)
Model Specification Tests Based on Artificial Linear Regressions (1984) (98)
Randomization inference for difference-in-differences with few treated clusters (2020) (96)
Heteroskedasticity-Robust Tests in Regression Directions (1985) (93)
European Monetary Union: a cointegration analysis (2000) (88)
Sandwich method for finding fixed points (1975) (75)
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test (1983) (72)
Bootstrap J tests of nonnested linear regression models (2002) (72)
The Effects of the Property Tax: A General Equilibrium Simulation (1977) (72)
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances (1979) (68)
Notes on the New Urban Economics (1973) (65)
THE CASE AGAINST JIVE (2006) (65)
A New Form of the Information Matrix Test (1992) (60)
Market and Shadow Land Rents with Congestion (1978) (60)
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS (2010) (59)
Improving the Reliability of Bootstrap Tests (2000) (59)
Asymptotic theory and wild bootstrap inference with clustered errors (2019) (59)
Measuring the costs of height restrictions with a general equilibrium model (1977) (58)
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (2002) (56)
Monetary Anticipations and the Demand for Money (1984) (56)
The interpretation of test statistics (1985) (52)
Heteroskedastcity-robust tests in regressions directions (1985) (52)
Testing the specification of multivariate models in the presence of alternative hypotheses (1983) (52)
Seasonality in Regression: An Application of Smoothness Priors (1978) (50)
Simulation-Based Tests that Can Use Any Number of Simulations (2007) (46)
An algorithm for the generalized transportation problem (1975) (46)
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables (2008) (43)
Regression-based methods for using control variates in Monte Carlo experiments (1992) (39)
Wild Bootstrap and Asymptotic Inference With Multiway Clustering (2019) (38)
The Power of Bootstrap Tests (1996) (37)
A TECHNIQUE FOR THE SOLUTION OF SPATIAL EQUILIBRIUM MODELS (1976) (34)
The effects of urban transportation changes: A general equilibrium simulation (1977) (34)
A Simplified Version of the Differencing Test (1985) (34)
Computing optimal tax equilibria (1979) (33)
Disequilibrium Estimation of the Demand for Copper (1980) (30)
Pitfalls when Estimating Treatment Effects Using Clustered Data (2017) (29)
Cluster-robust inference: A guide to empirical practice (2022) (28)
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses (1982) (27)
The Size Distorsion of Bootstrap Tests (1996) (26)
Inference via kernel smoothing of bootstrap P values (2007) (24)
How Cluster‐Robust Inference is Changing Applied Econometrics (2019) (24)
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada (1980) (24)
Urban general equilibrium models and simplicial search algorithms (1974) (23)
Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models (1978) (21)
Efficient estimation of tail-area probabilities in sampling experiments (1981) (21)
Computing Numerical Distribution Functions in Econometrics (2002) (20)
Wild Bootstrap Randomization Inference for Few Treated Clusters (2019) (20)
Confidence Sets Based on Inverting Anderson–Rubin Tests (2014) (20)
Heteroskedasticity-robust tests for structural change (1989) (18)
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors (1985) (18)
Bootstrap Confidence Sets with Weak Instruments (2014) (18)
WILD CLUSTER BOOTSTRAP CONFIDENCE INTERVALS (2016) (18)
Inflation and the savings rate (1983) (18)
The Linux operating system: Debian GNU/Linux (1999) (17)
The Size and Power of Bootstrap Tests (1996) (16)
Are price equations really money demand equations on their heads (1988) (14)
When and How to Deal with Clustered Errors in Regression Models (2020) (13)
The welfare implications of spatial interdependence: An extension of Wheaton's "optimal distribution of income among cities" (1978) (13)
Moments of IV and JIVE Estimators (2007) (12)
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables (1980) (12)
Double-Length Artificial Regressions (2009) (11)
General Equilibrium with Taxes (1976) (11)
The Subcluster Wild Bootstrap for Few (Treated) Clusters (2016) (10)
Bootstrap and Asymptotic Inference with Multiway Clustering ∗ (2017) (10)
Artificial regressions and C (α) tests (1991) (10)
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' (2006) (10)
A Simple Technique for Computing Optimal Tax Equilibria (1977) (9)
Applications of the Fast Double Bootstrap (2006) (9)
On a simple procedure for testing non-nested regression models (1980) (8)
Inference with Large Clustered Datasets (2017) (8)
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments (1990) (8)
Testing for the appropriate level of clustering in linear regression models (2023) (8)
Fast cluster bootstrap methods for linear regression models (2021) (7)
A Specification Test for Models Estimated by GLS (1986) (7)
Computing equilibria with increasing returns (1979) (7)
Bootstrap Tests for Overidentification in Linear Regression Models (2015) (7)
Solving Economic General Equilibrium Models by the Sandwich Method (1977) (7)
Validity Of Wild Bootstrap Inference With Clustered Errors (2017) (6)
Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust (2022) (6)
The fourth special issue on Computational Econometrics (2007) (5)
Inference Based on the Wild Bootstrap (2012) (5)
Convenient singularities and maximum likelihood estimation (1979) (5)
The sandwich method for computing fixed points (1973) (4)
Fast and Reliable Jackknife and Bootstrap Methods for Cluster‐Robust Inference (2023) (4)
Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs (2018) (4)
Improving the Reliability of Bootstrap Condence Intervals (2001) (3)
A Simplified Version of a Differencing Specification Test (1984) (3)
Bootstrap Testing in Econometrics (1999) (3)
Testing the parametric form of the volatility in continuous time diffusion models - a stochastic process approach (2019) (3)
Solving Urban General Equilibrium Models by Fixed Point Methods (1980) (3)
Bootstrap Tests of Nonnested Linear Regression Models (1995) (3)
Modelling a Market Which is Sometimes in Disequilibrium (1978) (3)
Inflation and the Saving Rate (1979) (2)
The Existence and Computation of Equilibria with Increasing Returns and Externalities (1976) (2)
CFEnetwork: The annals of computational and financial econometrics, 3rd issue (2014) (2)
Clustering Methods for Statistical Inference (2020) (2)
Relations Among Some Non-Nested Hypothesis Tests (1980) (2)
The Power of Bootstrap and Asymptotic Tests by Russell Davidson (2003) (2)
Improving the Reliability of Bootstrap Confidence Intervals by Russell Davidson (2003) (1)
Using large samples in econometrics (2022) (1)
On the Role of Jacobian Terms in Maximum Likelihood Estimation (1978) (1)
Review of Econometric Theory and Methods (2004) (1)
Third Party Funding for Arbitration Looks Set to Arrive in Hong Kong: What You Need to Know (2016) (1)
Chapter 1. Artificial Regressions (2007) (0)
Artificial Regressions by Russell Davidson (2001) (0)
Testing for the Transformation of the Dependent Variable (1986) (0)
Di erence-inDi erences Inference With Few Treated Clusters (2015) (0)
MODEL SPECI:FICATION TESTS BASED ON ARTI:FICIAL LINEAR REGRESSIONS* (2016) (0)
Adaptive consistent unit root tests based on autoregressive threshold model (2019) (0)
Testing the Specification of Econometric Models in Regression and Non-Regression Directions (1986) (0)
The multiway cluster wild bootstrap (2017) (0)
The Wild Bootstrap for Multiway Clustering (2017) (0)
L ' Actualité économique Inference with Large Clustered Datasets (0)
CEP 16-11 Randomization Inference for Differences-in-Differences with Few Treated Clusters (2016) (0)
Improving the Reliability of Bootstrap Tests by Russell Davidson (2001) (0)
The Size Distortion of Bootstrap Tests by Russell Davidson (2001) (0)
Alternative Maximum Likelihood Procedures for Regression with Autocorrelated Disturbances (1976) (0)
Durbin-Watson Statistic (2008) (0)
A Differencing Specification Test for Models with Serially Correlated Errors (1985) (0)
Generalized Method of Moments (2020) (0)
Distribution free specification tests of conditional models (2018) (0)
Bootstrap Tests for Overidentication in Linear Regression Models (2014) (0)
Thesis Title: "Econometric Analysis of Labour Market Interventions" (2013) (0)
Testing for unit root processes in random coefficient autoregressive models (2019) (0)
Inference Based on theWild Bootstrap (2012) (0)
Confidence Sets Based on Inverting (2011) (0)
The Power of Bootstrap TestsbyRussell (1996) (0)
Nonparametric simultaneous testing for structural breaks (2020) (0)
FOR MODEL SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES Some Further Results * (2006) (0)
Bootstrap Confidence Sets with Weak Instruments by Russell Davidson (2012) (0)