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Moments of IV and JIVE estimators
Davidson, Russell; Mackinnon, James G. - In: The econometrics journal 10 (2007) 3, pp. 541-553
Persistent link: https://www.econbiz.de/10007871618
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Confidence sets based on inverting Anderson–Rubin tests
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 17 (2014) 2, pp. 39-58
Persistent link: https://www.econbiz.de/10010498734
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Bootstrap inference in a linear equation estimated by instrumental variables
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 11 (2008) 3, pp. 443-477
Persistent link: https://www.econbiz.de/10003802333
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Moments of IV and JIVE estimators
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 10 (2007) 3, pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
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The wild bootstrap for few (treated) clusters
MacKinnon, James G.; Webb, Matthew - In: The econometrics journal 21 (2018) 2, pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
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Distributions of error correction tests for cointegration
Ericsson, Neil R.; MacKinnon, James G. - In: The econometrics journal 5 (2002) 2, pp. 285-318
Persistent link: https://www.econbiz.de/10001713293