Contact Information

Department of Economics
Dunning Hall
Queen's University
Kingston, Ontario K7L 3N6
Canada

Phone: (613) 533-2293
Fax: (613) 533-6668
E-mail: jgm@econ.queensu.ca

Recent Publications

• "Bootstrap J tests of nonnested linear regression models", with Russell Davidson, Journal of Econometrics, 109, 2002, 167-193.
• "Distributions of error correction tests for cointegration", with Neil R. Ericsson, Econometrics Journal, 5, 2002, 285-318.
• Russell Davidson and James G. MacKinnon, "Fast double bootstrap tests of nonnested linear regression models," Econometric Reviews, 21, 2002, 417-427.
• James MacKinnon, "Bootstrap inference in econometrics," Canadian Journal of Economics, 35, 2002, 615-645.
• Russell Davidson and James G. MacKinnon, Econometric Theory and Methods, Oxford University Press, New York, 2004, 750 pages.

• Russell Davidson and James G. MacKinnon, "Bootstrap methods in econometrics," in Palgrave Handbooks of Econometrics: Volume 1 Econometric Theory, ed. T. C. Mills and K. D. Patterson, Basingstoke, Macmillan, 2006.

• Russell Davidson and James G. MacKinnon, "The power of bootstrap and asymptotic tests," Journal of Econometrics, 133, 2006, 421-441.
• Russell Davidson and James G. MacKinnon, "The case against JIVE," Journal of Applied Econometrics, 21, 2006, 827-833.
• James G. MacKinnon, "Bootstrap methods in econometrics," Economic Record, 82, 2006, s2-s18.