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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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Inference with large clustered datasets
MacKinnon, James G. - In: L' Actualité économique : revue trimest. 92 (2016) 4, pp. 649-665
Persistent link: https://www.econbiz.de/10011801754
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Bootstrap tests : how many bootstraps?
Davidson, Russell (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10003780920
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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/10003359537
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Improving the reliability of bootstrap tests with the fast double bootstrap
Davidson, Russell (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003308040
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The power of bootstrap and asymptotic tests
Davidson, Russell (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003595159
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Bootstrap hypothesis testing
MacKinnon, James G. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003596158
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A simplified version of a differencing specification test
Davidson, Russell; MacKinnon, James G. - 1984
Persistent link: https://www.econbiz.de/10003522178
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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Tests for model specification in the presence of alternative hypotheses: some further results
Davidson, Russell; MacKinnon, James G. - 1981
Persistent link: https://www.econbiz.de/10003523319