← All authors James G. MacKinnon Queen's University (from arXiv:2604.02000, 2026) · ORCID · OpenAlex
99 papers in scope · 96 published · 7 on the econ.EM arXiv · 22,258 citations · h-index 45 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Matthew D. Webb Morten Ørregaard Nielsen Sunny Karim Bruce E. Hansen Yannick Guyonvarch Harold D. Chiang Laurent Davezies Yuya Sasaki Yong Cai Seojeong Lee Yulong Wang Xiaojun Song Xavier D’Haultfœuille Jiahao Lin Andrea Ciaccio Pallavi Pal Anjana Susarla Ko Sugiura Tom Wansbeek Gianmaria Niccodemi Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (8 of 99)
working paper 2026 · arXiv
working paper 2026 · arXiv
published 2025 · Econometric Reviews · 1 citations · first circulated 2024
working paper 2024 · arXiv
published 2023 · The Stata Journal Promoting communications on statistics and Stata · 24 citations · first circulated 2022
Featured Cover
published 2023 · Journal of Applied Econometrics
published 2023 · Journal of Econometrics · 30 citations
published 2023 · Journal of Applied Econometrics · 42 citations
Using large samples in econometrics
published 2022 · Journal of Econometrics · 7 citations
published 2022 · Journal of Econometrics · 314 citations
Fast cluster bootstrap methods for linear regression models
published 2021 · Econometrics and Statistics · 6 citations
Randomization inference for difference-in-differences with few treated clusters
published 2020 · Journal of Econometrics · 31 citations · first circulated 2016
Wild Bootstrap and Asymptotic Inference With Multiway Clustering
published 2019 · Journal of Business and Economic Statistics · 69 citations
How cluster‐robust inference is changing applied econometrics
published 2019 · Canadian Journal of Economics/Revue canadienne d économique · 45 citations
Asymptotic theory and wild bootstrap inference with clustered errors
published 2019 · Journal of Econometrics · 24 citations
Fast and wild: Bootstrap inference in Stata using boottest
published 2019 · The Stata Journal Promoting communications on statistics and Stata · 899 citations · first circulated 2018
The wild bootstrap for few (treated) clusters
published 2017 · Econometrics Journal · 258 citations
Inference with Large Clustered Datasets
published 2017 · L Actualité économique · 7 citations · first circulated 2016
Wild Cluster Bootstrap Confidence Intervals
published 2016 · L Actualité économique · 18 citations
Wild Bootstrap Inference for Wildly Different Cluster Sizes
published 2016 · Journal of Applied Econometrics · 381 citations · first circulated 2013
Une nouvelle forme du test de Ia matrice d'information
published 2016 · Annals of Economics and Statistics · 2 citations
with Russell Davidson
no link
Bootstrap Tests for Overidentification in Linear Regression Models
published 2015 · Econometrics · 5 citations · first circulated 2014
with Russell Davidson
CFEnetwork: The Annals of Computational and Financial Econometrics
published 2014 · Computational Statistics & Data Analysis
Bootstrap Confidence Sets with Weak Instruments
published 2013 · Econometric Reviews · 14 citations · first circulated 2012
with Russell Davidson
Confidence sets based on inverting Anderson–Rubin tests
published 2013 · Econometrics Journal · 25 citations · first circulated 2011
with Russell Davidson
Wild Bootstrap Tests for IV Regression
published 2009 · Journal of Business and Economic Statistics · 139 citations · first circulated 2008
with Russell Davidson
Bootstrap inference in a linear equation estimated by instrumental variables
published 2008 · Econometrics Journal · 38 citations · first circulated 2006
with Russell Davidson
Moments of IV and JIVE estimators
published 2007 · Econometrics Journal · 8 citations
with Russell Davidson
Simulation-Based Tests that Can Use Any Number of Simulations
published 2007 · Communications in Statistics - Simulation and Computation · 63 citations · first circulated 2004
with Jeffrey S. Racine, Jeff Racine, James MacKinnon
Inference via kernel smoothing of bootstrap values
published 2006 · Computational Statistics & Data Analysis · 30 citations
with Jeffrey S. Racine, Jeff Racine, James MacKinnon
The case against JIVE
published 2006 · Journal of Applied Econometrics · 54 citations · first circulated 2004
with Russell Davidson, James MacKinnon
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’
published 2006 · Journal of Applied Econometrics · 4 citations
with Russell Davidson
Bootstrap Methods in Econometrics*
published 2006 · Economic Record · 283 citations
with James MacKinnon
Improving the reliability of bootstrap tests with the fast double bootstrap
published 2006 · Computational Statistics & Data Analysis · 113 citations
with Russell Davidson, James MacKinnon
The power of bootstrap and asymptotic tests
published 2005 · Journal of Econometrics · 123 citations · first circulated 2004
with Russell Davidson, James MacKinnon
Distributions of error correction tests for cointegration
published 2002 · Econometrics Journal · 327 citations · first circulated 1999
with Neil R. Ericsson
Bootstrap inference in econometrics
published 2002 · Canadian Journal of Economics/Revue canadienne d économique · 22 citations
Bootstrap J tests of nonnested linear regression models
published 2002 · Journal of Econometrics · 68 citations · first circulated 1997
with Russell Davidson
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
published 2002 · Econometric Reviews · 50 citations
with Russell Davidson
European Monetary Union: a cointegration analysis
published 2000 · Journal of International Money and Finance · 90 citations
with Alfred A. Haug, Leo Michelis
Bootstrap tests: how many bootstraps?
published 2000 · Econometric Reviews · 455 citations
with Russell Davidson, James MacKinnon
Numerical distribution functions of likelihood ratio tests for cointegration
published 1999 · Journal of Applied Econometrics · 2039 citations
with Alfred A. Haug, Leo Michelis
The Linux operating system: Debian GNU/Linux
published 1999 · Journal of Applied Econometrics · 11 citations
THE SIZE DISTORTION OF BOOTSTRAP TESTS
published 1999 · Econometric Theory · 208 citations
with Russell Davidson
Bootstrap Testing in Nonlinear Models
published 1999 · International Economic Review · 105 citations · first circulated 1997
with Russell Davidson
Approximate bias correction in econometrics
published 1998 · Journal of Econometrics · 17 citations
with Anthony A. Smith
Graphical Methods for Investigating the Size and Power of Hypothesis Tests
published 1998 · Manchester School · 255 citations · first circulated 1994
with Russell Davidson
NUMERICAL DISTRIBUTION FUNCTIONS OF FRACTIONAL UNIT ROOT AND COINTEGRATION TESTS
published 1996 · Journal of Applied Econometrics · 3097 citations · first circulated 1995
Estimation and Inference in Econometrics.
published 1994 · The Economic Journal · 5593 citations · first circulated 1993
with Marcus J. Chambers, Russell Davidson, Andrew Levin, James Davidson
Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests
published 1994 · Journal of Business and Economic Statistics · 446 citations · first circulated 1992
Regression-based methods for using control variates in Monte Carlo experiments
published 1992 · Journal of Econometrics · 31 citations · first circulated 1990
with Russell Davidson, James G. Mackinnon
Model Specification Tests and Artificial Regressions
published 1992 · Journal of Economic Literature · 179 citations
no link
A New Form of the Information Matrix Test
published 1992 · Econometrica · 58 citations · first circulated 1988
with Russell Davidson
Announcement
published 1991 · Journal of Applied Econometrics
Artificial regressions and C (α) tests
published 1991 · Economics Letters · 8 citations
with Russell Davidson
Transforming the Dependent Variable in Regression Models
published 1990 · International Economic Review · 292 citations
with Lonnie Magee
Specification Tests Based on Artificial Regressions
published 1990 · Journal of the American Statistical Association · 86 citations
with Russell Davidson
Testing for Consistency using Artificial Regressions
published 1989 · Econometric Theory · 183 citations · first circulated 1987
with Russell Davidson
Heteroskedasticity-robust tests for structural change
published 1989 · Empirical Economics · 14 citations
Are price equations really money demand equations on their heads?
published 1988 · Journal of Applied Econometrics · 13 citations · first circulated 1986
with Ross Milbourne
PRACTITIONERS’ CORNER: Double Length Artificial Regressions †
published 1988 · Oxford Bulletin of Economics and Statistics · 20 citations
with Russell Davidson
Implicit Alternatives and the Local Power of Test Statistics
published 1987 · Econometrica · 6 citations
with Russell Davidson
A Specification Test for Models Estimated by GLS
published 1986 · The Review of Economics and Statistics · 8 citations
with Paul Boothe
A Simplified Version of the Differencing Test
published 1985 · International Economic Review · 36 citations · first circulated 1984
with Russell Davidson, L. G. Godfrey
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
published 1985 · Journal of Econometrics · 1658 citations
with Halbert White
Testing Linear and Loglinear Regressions against Box-Cox Alternatives
published 1985 · Canadian Journal of Economics/Revue canadienne d économique · 105 citations
with Russell Davidson
Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors
published 1985 · Canadian Journal of Economics/Revue canadienne d économique · 11 citations · first circulated 1983
with Glenn MacDonald
The Interpretation of Test Statistics
published 1985 · Canadian Journal of Economics/Revue canadienne d économique · 50 citations
with Russell Davidson
Convenient specification tests for logit and probit models
published 1984 · Journal of Econometrics · 302 citations · first circulated 1982
with Russell Davidson
Model Specification Tests Based on Artificial Linear Regressions
published 1984 · International Economic Review · 7 citations
with Russell Davidson
Monetary anticipations and the demand for money
published 1984 · Journal of Monetary Economics · 52 citations · first circulated 1981
with Ross Milbourne
Testing the specification of multivariate models in the presence of alternative hypotheses
published 1983 · Journal of Econometrics · 59 citations
with Russell Davidson
Inflation and the savings rate
published 1983 · Applied Economics · 18 citations · first circulated 1979
with Russell Davidson
Model specification tests against non-nested alternatives
published 1983 · Econometric Reviews · 165 citations
Small sample properties of alternative forms of the Lagrange Multiplier test
published 1983 · Economics Letters · 66 citations · first circulated 1981
with Russel Davidson, Russell Davidson
Reply
published 1983 · Econometric Reviews · 2 citations
Some Non-Nested Hypothesis Tests and the Relations Among Them
published 1982 · The Review of Economic Studies · 106 citations · first circulated 1980
with Russell Davidson
Several Tests for Model Specification in the Presence of Alternative Hypotheses
published 1981 · Econometrica · 1811 citations · first circulated 1980
with Russell Davidson, Halbert White
Efficient estimation of tail-area probabilities in sampling experiments
published 1981 · Economics Letters · 16 citations
with Russell Davidson
Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada
published 1980 · Canadian Journal of Economics/Revue canadienne d économique · 19 citations
with Allan W. Gregory
Disequilibrium Estimation of the Demand for Copper
published 1980 · The Bell Journal of Economics · 35 citations · first circulated 1978
with Nancy Olewiler
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables
published 1980 · Economics Letters · 11 citations
with Russell Davidson
On a simple procedure for testing non-nested regression models
published 1980 · Economics Letters · 8 citations
with Russell Davidson
Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances
published 1979 · International Economic Review · 63 citations · first circulated 1977
with Charles M. Beach
Computing optimal tax equilibria
published 1979 · Journal of Public Economics · 28 citations · first circulated 1977
with Richard G. Harris, Richard Harris
Computing equilibria with increasing returns
published 1979 · European Economic Review · 7 citations
Convenient singularities and maximum likelihood estimation
published 1979 · Economics Letters · 2 citations
Seasonality in Regression: An Application of Smoothness Priors
published 1978 · Journal of the American Statistical Association · 51 citations
with Mark Gersovitz
Full maximum likelihood estimation of second-order autoregressive error models
published 1978 · Journal of Econometrics · 18 citations · first circulated 1977
with Charles M. Beach
A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
published 1978 · Econometrica · 442 citations
with Charles M. Beach
The welfare implications of spatial interdependence
published 1978 · Journal of Urban Economics · 14 citations
with Richard Arnott, William C. Wheaton
Measuring the costs of height restrictions with a general equilibrium model
published 1977 · Regional Science and Urban Economics · 57 citations · first circulated 1976
with Richard Arnott
The effects of the property tax: A general equilibrium simulation
published 1977 · Journal of Urban Economics · 65 citations · first circulated 1976
with Richard Arnott
The effects of urban transportation changes
published 1977 · Journal of Public Economics · 31 citations · first circulated 1976
with Richard Arnott
A TECHNIQUE FOR THE SOLUTION OF SPATIAL EQUILIBRIUM MODELS*
published 1976 · Journal of Regional Science · 37 citations · first circulated 1975
The Theory of Joint Maximization
published 1976 · Canadian Journal of Economics/Revue canadienne d économique · 38 citations
with Peter Dixon
Market and Shadow Land Rents with Congestion
published 1976 · American Economic Review · 55 citations
with Richard Arnott
no link
An algorithm for the generalized transportation problem
published 1975 · Regional Science and Urban Economics · 48 citations
Urban general equilibrium models and simplicial search algorithms
published 1974 · Journal of Urban Economics · 27 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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