James G. MacKinnon

Publication Activity (10 Years)

Years Active: 2007-2014
Publications (10 Years): 0

Top Topics

Statistical Model

Database Systems

Top Venues

Comput. Stat. Data Anal.

Publications

Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76 (2014)
David A. Belsley, Russell Davidson, Erricos John Kontoghiorghes, James G. MacKinnon, Herman K. van Dijk
The fourth special issue on Computational Econometrics. Comput. Stat. Data Anal. 53 (6) (2009)
Russell Davidson, James G. MacKinnon
Improving the reliability of bootstrap tests with the fast double bootstrap. Comput. Stat. Data Anal. 51 (7) (2007)
Jeffrey S. Racine, James G. MacKinnon
Simulation-Based Tests that Can Use Any Number of Simulations. Commun. Stat. Simul. Comput. 36 (2) (2007)
Jeffrey S. Racine, James G. MacKinnon
Inference via kernel smoothing of bootstrap P values. Comput. Stat. Data Anal. 51 (12) (2007)