James G. MacKinnon

Researcher Next ID · RN-006748

Researcher · Mathematics

Aarhus, Denmark

Not currently recruitingFunding unknown

Research interests

Mathematics

Economics, Econometrics and Finance

Decision Sciences

Statistical Methods and Inference

Advanced Statistical Methods and Models

Monetary Policy and Economic Impact

Statistical Methods and Bayesian Inference

Forecasting Techniques and Applications

Critical Values for Cointegration Tests
RePEc: Research Papers in Economics · 2010 · https://doi.org/10.22004/ag.econ.273723
Numerical distribution functions of likelihood ratio tests for cointegration
Journal of Applied Econometrics · 1999 · https://doi.org/10.1002/(sici)1099-1255(199909/10)14:5<563::aid-jae530>3.0.co;2-r
Numerical distribution functions for unit root and cointegration tests
Journal of Applied Econometrics · 1996 · https://doi.org/10.1002/(sici)1099-1255(199611)11:6<601::aid-jae417>3.0.co;2-t
Estimation and Inference in Econometrics.
The Economic Journal · 1994 · https://doi.org/10.2307/2234656
Estimation and Inference in Econometrics.
Journal of the American Statistical Association · 1994 · https://doi.org/10.2307/2290953

No projects listed.