Biblio
38 resultats trouvés
Filtres: Auteur est James G. MacKinnon [Clear All Filters]
Bootstrap Tests for Overidentification in Linear Regression ModelsJournal article, Econometrics, Volume 3, Issue 4, pp. 825-863, 2015
Bootstrap Confidence Sets with Weak InstrumentsJournal article, Econometric Reviews, Volume 33, Issue 5-6, pp. 651-675, 2014
Confidence Sets Based on Inverting Anderson-Rubin TestsJournal article, Econometrics Journal, Volume 17, Issue 2, pp. S39-S58, 2014
Wild Bootstrap Tests for IV RegressionJournal article, Journal of Business & Economic Statistics, Volume 28, Issue 1, pp. 128-144, 2010
The fourth special issue on Computational EconometricsJournal article, Computational Statistics & Data Analysis, Volume 53, Issue 6, pp. 1923-1924, 2009
Bootstrap inference in a linear equation estimated by instrumental variablesJournal article, Econometrics Journal, Volume 11, Issue 3, pp. 443-477, 2008
Improving the reliability of bootstrap tests with the fast double bootstrapJournal article, Computational Statistics & Data Analysis, Volume 51, Issue 7, pp. 3259-3281, 2007
Moments of IV and JIVE estimatorsJournal article, Econometrics Journal, Volume 10, Issue 3, pp. 541-553, 2007
Bootstrap Methods in EconometricsBook chapter, In: Palgrave Handbook of Econometrics, T.C. Mills et K. Patterson (Eds.), 2006, Volume 1, Palgrave Macmillan, 2006
The case against JIVEJournal article, Journal of Applied Econometrics, Volume 21, Issue 6, pp. 827-833, 2006
The power of bootstrap and asymptotic testsJournal article, Journal of Econometrics, Volume 133, Issue 2, pp. 421-441, 2006
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'Journal article, Journal of Applied Econometrics, Volume 21, Issue 6, pp. 843-844, 2006
Bootstrap J tests of nonnested linear regression modelsJournal article, Journal of Econometrics, Volume 109, Issue 1, pp. 167-193, 2002
Fast Double Bootstrap Tests Of Nonnested Linear Regression ModelsJournal article, Econometric Reviews, Volume 21, Issue 4, pp. 419-429, 2002
Bootstrap tests: how many bootstraps?Journal article, Econometric Reviews, Volume 19, Issue 1, pp. 55-68, 2000
Bootstrap Testing in Nonlinear ModelsJournal article, International Economic Review, Volume 40, Issue 2, pp. 487-508, 1999
The Size Distortion Of Bootstrap TestsJournal article, Econometric Theory, Volume 15, Issue 03, pp. 361-376, 1999
Graphical Methods for Investigating the Size and Power of Hypothesis TestsJournal article, The Manchester School of Economic & Social Studies, Volume 66, Issue 1, pp. 1-26, 1998
Estimation and Inference in EconometricsBook, OUP Catalogue, 1993, 894 pages, Oxford University Press, 1993
A New Form of the Information Matrix TestJournal article, Econometrica, Volume 60, Issue 1, pp. 145-57, 1992
Regression-based methods for using control variates in Monte Carlo experimentsJournal article, Journal of Econometrics, Volume 54, Issue 1-3, pp. 203-222, 1992
Artificial regressions and C ([alpha]) testsJournal article, Economics Letters, Volume 35, Issue 2, pp. 149-153, 1991
Une nouvelle forme du test de la matrice d'informationJournal article, Annals of Economics and Statistics, Issue 20-21, pp. 171-192, 1991
Testing for Consistency using Artificial RegressionsJournal article, Econometric Theory, Volume 5, Issue 03, pp. 363-384, 1989
Double Length Artificial RegressionsJournal article, Oxford Bulletin of Economics and Statistics, Volume 50, Issue 2, pp. 203-17, 1988
