Professor James MacKinnon

[A picture of James MacKinnon]

Welcome to my professional home page!

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


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.

My publications over the past two decades include:

Some recent and unpublished discussion papers:

  • James G. MacKinnon, "Applications of the fast double bootstrap," QED Working Paper No. 1023, 2006. Get the working paper version.

  • James G. MacKinnon, "Critical values for cointegration tests," QED Working Paper No. 1227, 2010. This is an updated version of my 1990 UCSD discussion paper and 1991 book chapter. Three new tables contain critical values that are more accurate and cover more cases than the single table in the original version. Get the paper here.

  • James G. MacKinnon, "Wild cluster bootstrap confidence intervals," QED Working Paper No. 1329, 2014. Get the paper here.
  • James G. MacKinnon and Matthew D. Webb, "Randomization inference for difference-in-differences with few treated clusters," QED Working Paper No. 1355, 2016. Get the paper here.

Books:

Russell Davidson and James G. MacKinnon, Estimation and Inference in Econometrics, Oxford University Press, New York, 1993, 874 pages. Corrections and a supplement are available.

[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. Corrections, data sets, and solutions to selected exercises are available.

[A picture of the book's jacket]


Here are some links to home pages of a few other econometricians.
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My phone number is 613 533-2293
My FAX number is 613 533-6668
My e-mail address is jgm [AT] econ.queensu.ca


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