Narrow search
Showing 1 - 9 of 9
Cover Image
Bootstrap J tests of nonnested linear regression models
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 109 (2002) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10005239074
Cover Image
Approximate bias correction in econometrics
MacKinnon, James G.; Smith Jr., Anthony A. - In: Journal of Econometrics 85 (1998) 2, pp. 205-230
Persistent link: https://www.econbiz.de/10005285572
Cover Image
The power of bootstrap and asymptotic tests
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 133 (2006) 2, pp. 421-441
Persistent link: https://www.econbiz.de/10005285575
Cover Image
Tests for model specification in the presence of alternative hypotheses : Some further results
MacKinnon, James G.; White, Halbert; Davidson, Russell - In: Journal of Econometrics 21 (1983) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10005052844
Cover Image
Full maximum likelihood estimation of second- order autoregressive error models
Beach, Charles M.; MacKinnon, James G. - In: Journal of Econometrics 7 (1978) 2, pp. 187-198
Persistent link: https://www.econbiz.de/10005192614
Cover Image
Regression-based methods for using control variates in Monte Carlo experiments
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 54 (1992) 1-3, pp. 203-222
Persistent link: https://www.econbiz.de/10005228665
Cover Image
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
MacKinnon, James G.; White, Halbert - In: Journal of Econometrics 29 (1985) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10005228739
Cover Image
Convenient specification tests for logit and probit models
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 25 (1984) 3, pp. 241-262
Persistent link: https://www.econbiz.de/10005228801
Cover Image
Testing the specification of multivariate models in the presence of alternative hypotheses
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 23 (1983) 3, pp. 301-313
Persistent link: https://www.econbiz.de/10005228932