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isPartOf:"Discussion paper"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"MacKinnon, James G."
~subject:"Estimation theory"
~subject:"Schätztheorie"
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Volatility
Estimation theory
Schätztheorie
Statistik
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4
Bootstrap approach
3
Bootstrap-Verfahren
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MacKinnon, James G.
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
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20
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18
Li, Qi
17
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10
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Discussion paper
Journal of econometrics
Queen's Economics Department working paper
15
Discussion paper / Institute for Economic Research, Queen's University
5
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3
The econometrics journal
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Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
2
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
3
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
Saved in:
4
Approximate bias correction in econometrics
MacKinnon, James G.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 205-230
Persistent link: https://www.econbiz.de/10001240196
Saved in:
5
Testing for consistency using artificial regressions
MacKinnon, James G.
;
Davidson, Russell
-
1987
Persistent link: https://www.econbiz.de/10003522198
Saved in:
6
Testing for transformations of the dependent variable
MacKinnon, James G.
;
Magee, Lonnie
-
1986
Persistent link: https://www.econbiz.de/10003532215
Saved in:
7
Testing for specification of econometric models in regression and non-regression directions
Davidson, Russell
;
MacKinnon, James G.
-
1986
Persistent link: https://www.econbiz.de/10003523093
Saved in:
8
A differencing specification test for models with serially correlated errors
Boothe, Paul
;
MacKinnon, James G.
-
1985
Persistent link: https://www.econbiz.de/10003498416
Saved in:
9
A simplified version of a differencing specification test
Davidson, Russell
;
MacKinnon, James G.
-
1984
Persistent link: https://www.econbiz.de/10003522178
Saved in:
10
A modified heteroskedasticity consistent covariance matrix estimator with improved finite sample properties
MacKinnon, James G.
;
White, Halbert
-
1983
Persistent link: https://www.econbiz.de/10003529317
Saved in:
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