James G. MacKinnon

According to our database, James G. MacKinnon authored at least 5 papers between 2007 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2014

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

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

Comput. Stat. Data Anal., 2014

2009

The fourth special issue on Computational Econometrics.

David A. Belsley, Russell Davidson, Erricos John Kontoghiorghes, James G. MacKinnon, Herman K. van Dijk

Comput. Stat. Data Anal., 2009

2007

Simulation-Based Tests that Can Use Any Number of Simulations.

Jeffrey S. Racine, James G. MacKinnon

Commun. Stat. Simul. Comput., 2007

Inference via kernel smoothing of bootstrap P values.

Jeffrey S. Racine, James G. MacKinnon

Comput. Stat. Data Anal., 2007

Improving the reliability of bootstrap tests with the fast double bootstrap.

Russell Davidson, James G. MacKinnon

Comput. Stat. Data Anal., 2007