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Publications by James G. MacKinnon

Bootstrap Confidence Sets With Weak Instruments

Econometric Reviews

English

Wild Cluster Bootstrap Confidence Intervals

L'Actualité économique

English

Thirty Years of Heteroskedasticity-Robust Inference

English

Estimation and Inference in Econometrics.

Journal of the American Statistical Association

English

Model Specification Tests Based on Artificial Linear Regressions

International Economic Review

English

Bootstrap Tests: How Many Bootstraps?

Econometric Reviews

English