Professor James MacKinnon

[A picture of James MacKinnon]

Welcome to my professional home page!

My e-mail address is mackinno [AT] queensu.ca

This year I am teaching ECON 850 in the fall and ECON 882 in the winter.

Thanks to an agreement with Oxford University Press, both Estimation and Inference in Econometrics and Econometric Theory and Methods may 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Some recent and unpublished working papers: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.

Books:

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 mackinno [AT] queensu.ca

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