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Journal of applied econometrics
Working Papers / Economics Department, Queen's University
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Journal of econometrics
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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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2
The case against jive
Davidson, Russell
;
MacKinnon, James G.
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 827-833
Persistent link: https://www.econbiz.de/10003387926
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3
Comment on "The case against jive"
Ackerberg, Daniel A.
;
Devereux, Paul J.
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 835-838
Persistent link: https://www.econbiz.de/10003387927
Saved in:
4
The case against jive : a comment
Blomquist, Nils Sören
;
Dahlberg, Matz
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 839-841
Persistent link: https://www.econbiz.de/10003387930
Saved in:
5
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on "The case against jive"
Davidson, Russell
;
MacKinnon, James G.
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 843-844
Persistent link: https://www.econbiz.de/10003387934
Saved in:
6
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
7
Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.
;
Haug, Alfred Albert
;
Michelis, Leo
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
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8
Are price equations really money demand equations on their heads?
MacKinnon, James G.
- In:
Journal of applied econometrics
3
(
1988
)
4
,
pp. 295-305
Persistent link: https://www.econbiz.de/10001071207
Saved in:
9
Wild bootstrap inference for wildly different cluster sizes
MacKinnon, James G.
;
Webb, Matthew
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 233-254
Persistent link: https://www.econbiz.de/10011689759
Saved in:
10
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
Davidson, Russell
;
Mackinnon, James G.
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 843-844
Persistent link: https://www.econbiz.de/10007302489
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