MacKinnon, James G.

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties☆

MacKinnon, J. G., & White, H. (1985) · Journal of Econometrics

Advanced Statistical Methods and ModelsFinancial Risk and Volatility Modeling

Cited by 1,879

Several Tests for Model Specification in the Presence of Alternative Hypotheses

Davidson, R., & MacKinnon, J. G. (1981) · Econometrica

Statistical Methods and InferenceAdvanced Statistical Methods and Models

Cited by 1,747

Fast and wild: Bootstrap inference in Stata using boottest

Roodman, D., Nielsen, M. Ø., MacKinnon, J. G., & Webb, M. D. (2019) · The Stata Journal: Promoting communications on statistics and Stata

Advanced Causal Inference TechniquesSpatial and Panel Data Analysis

Cited by 1,007

Cluster-robust inference: A guide to empirical practice

MacKinnon, J. G., Nielsen, M. Ø., & Webb, M. D. (2023) · Journal of Econometrics

Spatial and Panel Data AnalysisAdvanced Causal Inference Techniques

Cited by 407

The wild bootstrap for few (treated) clusters

MacKinnon, J. G., & Webb, M. D. (2018) · The Econometrics Journal

Advanced Causal Inference TechniquesSpatial and Panel Data Analysis

Cited by 317

Wild Bootstrap Randomization Inference for Few Treated Clusters

MacKinnon, J. G., & Webb, M. D. (2019) · The Econometrics of Complex Survey Data

Advanced Causal Inference TechniquesStatistical Methods in Clinical Trials

Cited by 21