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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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Approximate asymptotic distribution functions for unit-root and cointegration tests
MacKinnon, James G. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10001167120
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G. - 1998
Persistent link: https://www.econbiz.de/10000986762
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Regression-based methods for using control and antithetic variates in Monte Carlo experiments
Davidson, Russell; MacKinnon, James G. - 1990
Persistent link: https://www.econbiz.de/10000129394
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Bootstrap "J" tests of nonnested linear regression models
Davidson, Russell; MacKinnon, James G. - In: Journal of econometrics 109 (2002) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10001663896
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A new form of the information matrix test
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
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The effects of the property tax : a general equilibrium simulation
Arnott, Richard; MacKinnon, James G. - 1976
Persistent link: https://www.econbiz.de/10001907809
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The effects of urban transportation changes : a general equilibrium simulation
Arnott, Richard; MacKinnon, James G. - 1976
Persistent link: https://www.econbiz.de/10003474178
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Simulation-based tests that can use any number of simulations
Racine, Jeffrey (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003274743
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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G. - 1995
Persistent link: https://www.econbiz.de/10013400570