James G. MacKinnon
Sir Edward Peacock Professor of Econometrics
Head of the Department
Department of Economics
Kingston, Ontario K7L 3N6
Phone: (613) 533-2293
Fax: (613) 533-6668
- "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,
- 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.
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