WorldCat Identities

MacKinnon, James G.

Overview
Works: 108 works in 252 publications in 2 languages and 1,400 library holdings
Classifications: HB139, 330.015195
Publication Timeline
Key
Publications about  James G MacKinnon Publications about James G MacKinnon
Publications by  James G MacKinnon Publications by James G MacKinnon
Most widely held works about James G MacKinnon
 
Most widely held works by James G MacKinnon
Estimation and inference in econometrics by Russell Davidson ( Book )
16 editions published between 1992 and 1993 in English and Greek, Modern and held by 570 WorldCat member libraries worldwide
Este libro utiliza argumentos geometricos simples a la comprension del estudiante sobre asuntos basicos y avanzados en econometria, a traves de aplicaciones practicas de teoria moderna y de tecnicas no lineales de la estimacion
Econometric theory and methods by Russell Davidson ( Book )
18 editions published between 2003 and 2009 in English and held by 420 WorldCat member libraries worldwide
This text provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation. Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable for both one- and two-term courses at the Masters or Ph.D. level. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics
Distributions of error correction tests for cointegration by Neil R Ericsson ( Book )
4 editions published in 1999 in English and held by 16 WorldCat member libraries worldwide
Model specification tests based on artificial linear regressions by Russell Davidson ( Book )
7 editions published between 1980 and 1981 in English and Undetermined and held by 15 WorldCat member libraries worldwide
The size and power of bootstrap tests by Russell Davidson ( Book )
6 editions published in 1996 in English and held by 12 WorldCat member libraries worldwide
Numerical distribution functions of likelihood ratio tests for cointegration by James G MacKinnon ( Book )
4 editions published in 1998 in English and held by 12 WorldCat member libraries worldwide
Inflation and the savings rate by Russell Davidson ( Book )
3 editions published between 1979 and 1982 in English and held by 12 WorldCat member libraries worldwide
Several tests for model specification in the presence of alternative hypotheses by Russell Davidson ( Book )
4 editions published between 1979 and 1980 in English and held by 11 WorldCat member libraries worldwide
Convenient specification tests for logit and probit models by Russell Davidson ( Book )
3 editions published in 1983 in English and held by 10 WorldCat member libraries worldwide
Convenient methods for estimation of linear regression models with MA(1) errors by Glenn M MacDonald ( Book )
4 editions published in 1983 in English and held by 9 WorldCat member libraries worldwide
Some non-nested hypothesis tests and the relations among them by Russell Davidson ( Book )
2 editions published in 1980 in English and held by 8 WorldCat member libraries worldwide
Implicit alternatives and the local power of test statistics by Russell Davidson ( Book )
4 editions published between 1984 and 1985 in English and held by 8 WorldCat member libraries worldwide
Relations among some non-nested hypothesis tests by Russell Davidson ( Book )
2 editions published in 1980 in Undetermined and English and held by 8 WorldCat member libraries worldwide
Seasonality in regression : economic theory and econometric practice by Mark Gersovitz ( Book )
2 editions published in 1977 in English and held by 8 WorldCat member libraries worldwide
Alternative maximum likelihood procedures for regression with autocorrelated disturbances by Charles M Beach ( Book )
3 editions published in 1976 in English and held by 8 WorldCat member libraries worldwide
Approximate bias correction in econometrics by James G MacKinnon ( Book )
4 editions published between 1995 and 1996 in English and held by 8 WorldCat member libraries worldwide
A differencing specification test for models with serially correlated errors by Paul Michael Boothe ( Book )
3 editions published in 1985 in English and held by 8 WorldCat member libraries worldwide
Numerical distribution functions for unit root and cointegration tests by James G MacKinnon ( Book )
3 editions published in 1995 in English and held by 8 WorldCat member libraries worldwide
A simplified version of a differencing specification test by Russell Davidson ( Book )
3 editions published in 1984 in English and held by 8 WorldCat member libraries worldwide
A technique for the solution of spatial equilibrium models by James G MacKinnon ( Book )
2 editions published in 1975 in English and held by 7 WorldCat member libraries worldwide
 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.73 (from 0.70 for Estimation ... to 0.98 for Convenient ...)
Alternative Names
Mac Kinnon James G.
MacKinnon, James G.
Mc Kinnon James G.
McKinnon James G.
Languages
Covers