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~isPartOf:"Discussion paper - Institute for Economic Research, Queen's University"
~isPartOf:"Discussion paper"
~person:"MacKinnon, James G."
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11
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MacKinnon, James G.
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Discussion paper - Institute for Economic Research, Queen's University
Discussion paper
Queen's Economics Department working paper
39
Journal of econometrics
7
Journal of applied econometrics
6
Discussion paper / Institute for Economic Research, Queen's University
5
CREATES research paper
4
The econometrics journal
4
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3
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2
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2
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2
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2
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2
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2
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CORE discussion paper : DP
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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ECONIS (ZBW)
11
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1
Seasonality in regression : economic theory and econometric practice
Gersovitz, Mark
-
1977
Persistent link: https://www.econbiz.de/10000374904
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2
Testing for consistency using artificial regressions
MacKinnon, James G.
;
Davidson, Russell
-
1987
Persistent link: https://www.econbiz.de/10003522198
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3
Testing for transformations of the dependent variable
MacKinnon, James G.
;
Magee, Lonnie
-
1986
Persistent link: https://www.econbiz.de/10003532215
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4
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:
5
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:
6
A simplified version of a differencing specification test
Davidson, Russell
;
MacKinnon, James G.
-
1984
Persistent link: https://www.econbiz.de/10003522178
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7
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:
8
Convenient methods for estimation of linear regression models with ma(1) errors
MacDonald, Glenn M.
;
MacKinnon, James G.
-
1983
Persistent link: https://www.econbiz.de/10003529372
Saved in:
9
Model specification tests based on artificial linear regressions
Davidson, Russell
;
MacKinnon, James G.
-
1981
-
Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
Saved in:
10
Small sample properties of alternative forms of the Lagrange multiplier test
Davidson, Russell
;
MacKinnon, James G.
-
1981
Persistent link: https://www.econbiz.de/10003522191
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