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A new form of the information matrix test
Davidson, Russell; MacKinnon, James G. - 1988
Persistent link: https://www.econbiz.de/10000125027
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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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A new form of the information matrix test
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10001121805
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Regression-based methods for using control and antithetic variates in Monte Carlo experiments
Davidson, Russell; MacKinnon, James G. - 1990
Persistent link: https://www.econbiz.de/10000129394
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Seasonality in regression : economic theory and econometric practice
Gersovitz, Mark - 1977
Persistent link: https://www.econbiz.de/10000374904
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Moments of IV and JIVE estimators
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 10 (2007) 3, pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
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Artificial regressions
Davidson, Russell (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10003780927
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Moments of IV and JIVE estimators
Davidson, Russell (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003358720
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Critical values for cointegration tests
MacKinnon, James G. - 2010
results of the simulation experiments are summarized by means of response surface regressions in which critical values depend …
Persistent link: https://www.econbiz.de/10003919736
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Wild bootstrap tests for IV regression
Davidson, Russell; MacKinnon, James G. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 128-144
Persistent link: https://www.econbiz.de/10003992817