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CREATES research paper
Working Papers / Economics Department, Queen's University
84
Queen's Economics Department Working Paper
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Journal of econometrics
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Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
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Grønborg, Niels S.
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2018
Persistent link: https://www.econbiz.de/10011913753
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2
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
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Nielsen, Morten Ørregaard
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2010
Persistent link: https://www.econbiz.de/10008651639
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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
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2022
Persistent link: https://www.econbiz.de/10013189456
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4
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
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2019
Persistent link: https://www.econbiz.de/10012063541
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5
Fast and wild : bootstrap inference in stata using bottest
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
; …
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2018
Persistent link: https://www.econbiz.de/10011946478
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Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
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2020
Persistent link: https://www.econbiz.de/10012317779
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