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~person:"MacKinnon, James G."
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Korrelation und Regression
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English
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MacKinnon, James G.
Pesaran, M. Hashem
40
McAleer, Michael
38
Ledoit, Olivier
32
Wolf, Michael
31
Engle, Robert F.
29
Bauwens, Luc
24
Christiansen, Charlotte
24
Weber, Enzo
22
Kapetanios, George
21
Caporin, Massimiliano
20
Tiwari, Aviral Kumar
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Croux, Christophe
18
Koopman, Siem Jan
18
Hafner, Christian M.
17
Lucas, André
17
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16
Boudt, Kris
16
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16
Phillips, Peter C. B.
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Teräsvirta, Timo
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Asai, Manabu
15
Aslanidis, Nektarios
15
Rösch, Daniel
15
Escobar, Marcos
14
Fan, Jianqing
14
Hautsch, Nikolaus
14
Linton, Oliver
14
Pesaran, Bahram
14
Ray, Indrajit
14
Bali, Turan G.
13
Bekaert, Geert
13
Gupta, Rangan
13
Kočenda, Evžen
13
Liow, Kim Hiang
13
Silvennoinen, Annastiina
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12
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Discussion paper
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Discussion paper - Institute for Economic Research, Queen's University
1
Journal of econometrics
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ECONIS (ZBW)
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1
Testing for consistency using artificial regressions
MacKinnon, James G.
;
Davidson, Russell
-
1987
Persistent link: https://www.econbiz.de/10003522198
Saved in:
2
Double-length artificial regressions
Davidson, Russell
;
MacKinnon, James G.
-
1987
Persistent link: https://www.econbiz.de/10003522807
Saved in:
3
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:
4
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
MacKinnon, James G.
;
White, Halbert
- In:
Journal of econometrics
29
(
1985
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10003622876
Saved in:
5
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:
6
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:
7
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:
8
Tests for model specification in the presence of alternative hypotheses: some further results
Davidson, Russell
;
MacKinnon, James G.
-
1981
Persistent link: https://www.econbiz.de/10003523319
Saved in:
9
Some non-nested hypothesis tests and the relations among them
Davidson, Russell
;
MacKinnon, James G.
-
1980
Persistent link: https://www.econbiz.de/10003522158
Saved in:
10
Relations among some non-nested hypothesis tests
Davidson, Russell
;
MacKinnon, James G.
-
1980
Persistent link: https://www.econbiz.de/10003522171
Saved in:
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