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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - 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 - 2022
Persistent link: https://www.econbiz.de/10013189456
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019
Persistent link: https://www.econbiz.de/10012063541
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Fast and wild : bootstrap inference in stata using bottest
MacKinnon, James G.; Nielsen, Morten Ørregaard; … - 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, … - 2020
Persistent link: https://www.econbiz.de/10012317779