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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of applied econometrics 38 (2023) 5, pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben; Bollerslev, Tim; Frederiksen, Per; … - In: Journal of applied econometrics 25 (2010) 2, pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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Are price equations really money demand equations on their heads?
MacKinnon, James G. - In: Journal of applied econometrics 3 (1988) 4, pp. 295-305
Persistent link: https://www.econbiz.de/10001071207
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The case against jive
Davidson, Russell; MacKinnon, James G. - In: Journal of applied econometrics 21 (2006) 6, pp. 827-833
Persistent link: https://www.econbiz.de/10003387926
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Comment on "The case against jive"
Ackerberg, Daniel A.; Devereux, Paul J. - In: Journal of applied econometrics 21 (2006) 6, pp. 835-838
Persistent link: https://www.econbiz.de/10003387927
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The case against jive : a comment
Blomquist, Nils Sören; Dahlberg, Matz - In: Journal of applied econometrics 21 (2006) 6, pp. 839-841
Persistent link: https://www.econbiz.de/10003387930
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Wild bootstrap inference for wildly different cluster sizes
MacKinnon, James G.; Webb, Matthew - In: Journal of applied econometrics 32 (2017) 2, pp. 233-254
Persistent link: https://www.econbiz.de/10011689759
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Reply to Ackerberg and Devereux and Blomquist and Dahlberg on "The case against jive"
Davidson, Russell; MacKinnon, James G. - In: Journal of applied econometrics 21 (2006) 6, pp. 843-844
Persistent link: https://www.econbiz.de/10003387934