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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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Full maximum likelihood estimation of second-order autoregressive error models
Beach, Charles M.; Mackinnon, James G. - 1977
Persistent link: https://www.econbiz.de/10003486110
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Maximum likelihood estimation of singular equation systems with autoregressive disturbances
Beach, Charles M.; MacKinnon, James G. - 1977
Persistent link: https://www.econbiz.de/10003486149
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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/10003622876
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A modified heteroskedasticity consistent covariance matrix estimator with improved finite sample properties
MacKinnon, James G.; White, Halbert - 1983
Persistent link: https://www.econbiz.de/10003529317
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Convenient methods for estimation of linear regression models with ma(1) errors
MacDonald, Glenn M.; MacKinnon, James G. - 1983
Persistent link: https://www.econbiz.de/10003529372
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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1981 - Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
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Some non-nested hypothesis tests and the relations among them
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522158
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Relations among some non-nested hypothesis tests
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522171
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198