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James G. MacKinnon

Active 1975–2022

37
Papers
27,631
Citations
32
h-index
35
i10-index

Citations

Citations per year for James G. MacKinnon1974: 1 citations1975: 1 citations1976: 2 citations1978: 1 citations1979: 6 citations1980: 8 citations1981: 5 citations1982: 5 citations1983: 5 citations1984: 8 citations1985: 7 citations1986: 9 citations1987: 7 citations1988: 1 citations1989: 6 citations1990: 4 citations1991: 11 citations1992: 16 citations1993: 15 citations1994: 21 citations1995: 17 citations1996: 38 citations1997: 35 citations1998: 39 citations1999: 61 citations2000: 66 citations2001: 53 citations2002: 73 citations2003: 84 citations2004: 84 citations2005: 81 citations2006: 108 citations2007: 98 citations2008: 97 citations2009: 96 citations2010: 118 citations2011: 100 citations2012: 79 citations2013: 91 citations2014: 81 citations2015: 50 citations2016: 59 citations2017: 71 citations2018: 54 citations2019: 113 citations2020: 118 citations2021: 120 citations2022: 83 citations2023: 68 citations2024: 71 citations2025: 36 citations2026: 5 citations2027: 1 citations1977: no citations, so this year is not shown

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 838 citing papers, 32.4% of this breakdownUnited Kingdom: 244 citing papers, 9.4% of this breakdownCanada: 151 citing papers, 5.9% of this breakdownGermany: 140 citing papers, 5.4% of this breakdownChina: 111 citing papers, 4.3% of this breakdownFrance: 94 citing papers, 3.6% of this breakdownAustralia: 89 citing papers, 3.5% of this breakdownNetherlands: 67 citing papers, 2.6% of this breakdownItaly: 63 citing papers, 2.4% of this breakdownSpain: 55 citing papers, 2.1% of this breakdownSwitzerland: 48 citing papers, 1.9% of this breakdownTürkiye: 36 citing papers, 1.4% of this breakdown
0%32.4%Other 25.1%

Institutions

Fields

  • Economics, Econometrics and Finance31.2%
  • Social Sciences12.4%
  • Mathematics10.2%
  • Business, Management and Accounting9.6%
  • Computer Science9.2%
  • Medicine5.3%
  • Other22.1%

Topics

  • Monetary Policy and Economic Impact4%
  • Statistical Methods and Inference3.2%
  • Market Dynamics and Volatility2.6%
  • Fiscal Policy and Economic Growth2.4%
  • Economic Growth and Development2.1%
  • Advanced Statistical Methods and Models1.9%
  • Other83.8%

Coauthors

All papers

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

    Authors: James G. MacKinnon, Halbert White - Journal of Econometrics 1985 cited by 1,636

  2. Fast and wild: Bootstrap inference in Stata using boottest

    Authors: David Roodman, Morten Ørregaard Nielsen, James G. MacKinnon, Matthew D. Webb - The Stata Journal Promoting communications on statistics and Stata 2019 cited by 884

  3. Cluster-robust inference: A guide to empirical practice

    Authors: James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb - Journal of Econometrics 2022 cited by 302

  4. Numerical distribution functions for unit root and cointegration tests

    Authors: James G. MacKinnon - Journal of Applied Econometrics 1996 cited by 3,083

  5. Econometric Theory and Methods

    Authors: Russell Davidson, James G. MacKinnon - 2003 cited by 1,798

  6. Estimation and Inference in Econometrics.

    Authors: Marcus J. Chambers, Russell Davidson, James G. MacKinnon - The Economic Journal 1994 cited by 5,593

  7. Estimation and Inference in Econometrics.

    Authors: Andrew Levin, Russell Davidson, James G. MacKinnon - Journal of the American Statistical Association 1994 cited by 2,424

  8. Bootstrap tests: how many bootstraps?

    Authors: Russell Davidson, James G. MacKinnon - Econometric Reviews 2000 cited by 453

  9. Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration Tests

    Authors: James G. MacKinnon - Journal of Business and Economic Statistics 1994 cited by 443

  10. Wild Bootstrap Inference for Wildly Different Cluster Sizes

    Authors: James G. MacKinnon, Matthew D. Webb - Journal of Applied Econometrics 2016 cited by 373

  11. Critical Values for Cointegration Tests

    Authors: James G. MacKinnon, MacKinnon, James G. - 2010 cited by 2,613

  12. Several Tests for Model Specification in the Presence of Alternative Hypotheses

    Authors: Russell Davidson, James G. MacKinnon - Econometrica 1981 cited by 1,809

  13. Transforming the Dependent Variable in Regression Models

    Authors: James G. MacKinnon, Lonnie Magee - International Economic Review 1990 cited by 289

  14. The wild bootstrap for few (treated) clusters

    Authors: James G. MacKinnon, Matthew D. Webb - Econometrics Journal 2017 cited by 251

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

    Authors: Russell Davidson, James G. MacKinnon - Computational Statistics & Data Analysis, Comput. Stat. Data Anal. 2006 cited by 112

  16. Critical Values for Cointegratio11 Tests*

    Authors: James G. MacKinnon - Long-Run Economic Relationships 1991 cited by 750

  17. A Maximum Likelihood Procedure for Regression with Autocorrelated Errors

    Authors: Charles M. Beach, James G. MacKinnon - Econometrica 1978 cited by 441

  18. Convenient specification tests for logit and probit models

    Authors: Russell Davidson, James G. MacKinnon - Journal of Econometrics 1984 cited by 302

  19. Bootstrap Methods in Econometrics*

    Authors: James G. MacKinnon - Economic Record 2006 cited by 283

  20. Model Specification Tests and Artificial Regressions

    Authors: James G. MacKinnon - Journal of Economic Literature 1992 cited by 179

  21. Sandwich method for finding fixed points

    Authors: Harold W. Kuhn, James G. MacKinnon - Journal of Optimization Theory and Applications 1975 cited by 75

  22. Wild Bootstrap and Asymptotic Inference With Multiway Clustering

    Authors: James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb - Journal of Business and Economic Statistics 2019 cited by 68

  23. Numerical distribution functions of likelihood ratio tests for cointegration

    Authors: James G. MacKinnon, Alfred A. Haug, Leo Michelis - Journal of Applied Econometrics 1999 cited by 2,037

  24. Tests for model specification in the presence of alternative hypotheses

    Authors: James G. MacKinnon, Halbert White, Russell Davidson - Journal of Econometrics 1983 cited by 352