The following pages link to James G. MacKinnon (Q275243):
Displaying 45 items.
- The power of bootstrap and asymptotic tests (Q275244) (← links)
- (Q374827) (redirect page) (← links)
- Small sample properties of alternative forms of the Lagrange multiplier test (Q374828) (← links)
- Testing the specification of multivariate models in the presence of alternative hypotheses (Q794385) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- Inference via kernel smoothing of bootstrap \(P\) values (Q1020698) (← links)
- Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
- (Q1215254) (redirect page) (← links)
- Sandwich method for finding fixed points (Q1215255) (← links)
- Full maximum likelihood estimation of second-order autoregressive error models (Q1247705) (← links)
- Approximate bias correction in econometrics (Q1298413) (← links)
- Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
- Randomization inference for difference-in-differences with few treated clusters (Q2227055) (← links)
- Asymptotic theory and wild bootstrap inference with clustered errors (Q2330727) (← links)
- Cluster-robust inference: a guide to empirical practice (Q2682950) (← links)
- Wild Bootstrap Tests for IV Regression (Q3160936) (← links)
- Model Specification Tests Based on Artificial Linear Regressions (Q3217504) (← links)
- Simulation-Based Tests that Can Use Any Number of Simulations (Q3447090) (← links)
- Specification Tests Based on Artificial Regressions (Q3490790) (← links)
- Transforming the Dependent Variable in Regression Models (Q3497101) (← links)
- Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
- A Simplified Version of the Differencing Test (Q3716190) (← links)
- Model specification tests against non-nested alternatives (Q3740889) (← links)
- Implicit Alternatives and the Local Power of Test Statistics (Q3787283) (← links)
- (Q3867510) (← links)
- Maximum Likelihood Estimation of Singular Equation Systems with Autoregressive Disturbances (Q3868659) (← links)
- Several Tests for Model Specification in the Presence of Alternative Hypotheses (Q3925774) (← links)
- Some Non-Nested Hypothesis Tests and the Relations Among Them (Q3969709) (← links)
- A New Form of the Information Matrix Test (Q4006259) (← links)
- The effects of the property tax: A general equilibrium simulation (Q4140649) (← links)
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors (Q4151047) (← links)
- (Q4191491) (← links)
- Distributions of error correction tests for cointegration (Q4416010) (← links)
- Bootstrap tests: how many bootstraps? (Q4493473) (← links)
- THE SIZE DISTORTION OF BOOTSTRAP TESTS (Q4512692) (← links)
- Urban general equilibrium models and simplicial search algorithms (Q4772929) (← links)
- (Q4802629) (← links)
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (Q4817432) (← links)
- Bootstrap Confidence Sets with Weak Instruments (Q5080463) (← links)
- The wild bootstrap for few (treated) clusters (Q5084372) (← links)
- Confidence sets based on inverting Anderson–Rubin tests (Q5093230) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433623) (← links)
- Using large samples in econometrics (Q6108284) (← links)
- Testing for the appropriate level of clustering in linear regression models (Q6108339) (← links)
- Wild Bootstrap and Asymptotic Inference With Multiway Clustering (Q6617774) (← links)
