Improving the reliability of bootstrap tests with the fast double bootstrap. - Russell Davidson; James G. MacKinnon (Comput. Stat. Data Anal., 2007)

Inference via kernel smoothing of bootstrap P values. - Jeffrey S. Racine; James G. MacKinnon (Comput. Stat. Data Anal., 2007)

Simulation-Based Tests that Can Use Any Number of Simulations. - Jeffrey S. Racine; James G. MacKinnon (Commun. Stat. Simul. Comput., 2007)

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)

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; et al. (Comput. Stat. Data Anal., 2014)