Professor James MacKinnon

[A picture of James MacKinnon]

Welcome to my professional home page!

My e-mail address is mackinno [AT]

Breaking news! [September, 2021] Thanks to an agreement with Oxford University Press, both Estimation and Inference in Econometrics and Econometric Theory and Methods may now be downloaded as PDF files.

I have been at Queen's since 1975, where I am at present the Sir Edward Peacock Professor of Econometrics. I founded and still maintain the Journal of Applied Econometrics Data Archive.

From June, 2001 until June, 2002, I was the President of the Canadian Economics Association. I gave the Presidential Address at the University of Calgary on June 1, 2002. As President-Elect, I organized the 2001 Annual Meeting of the CEA, which was held at McGill University in Montreal from May 31 to June 3, 2001.

Morten Nielsen and I organized the twenty-ninth meeting of the Canadian Econometric Study Group on October 26-28, 2012. This was the third meeting to be held at Queen's. I also organized the fourteenth meeting of the CESG, which was held in Kingston on September 26-28, 1997. Charles Beach and I organized the very first CESG meeting in 1984.

My curriculum vitae is available as a PDF file.

My profile on RePEc contains links to many of my papers, including older papers not linked to on this page.

My Google Scholar profile contains a much more complete list of papers and citations.

Here is a subset of my publications. Older papers are included only if there is supplementary material here.

Some recent and unpublished working papers:

Backups of Working Papers:

Backup copies of some recent working papers are available here . If other download methods fail, try this.


Russell Davidson and James G. MacKinnon, Estimation and Inference in Econometrics, Oxford University Press, New York, 1993, 874 pages. As of September 2021, a PDF version may be freely downloaded.

[A picture of
the book's jacket]

Russell Davidson and James G. MacKinnon, Econometric Theory and Methods, Oxford University Press, New York, 2004, 750 pages. As of September 2021, a PDF version may be freely downloaded. Corrections, datasets, and solutions are also available.

[A picture of the book's jacket]

Here are some links to home pages of a few other econometricians.
If you belong on this list and want to join, please send me a note.

My phone number is 613 533-2293
My FAX number is 613 533-6668
My e-mail address is jgm [AT]

Return to the QED home page