Výsledky vyhledávání - "G, MacKinnon"

Fast cluster bootstrap methods for linear regression models

Autor: James G. MacKinnon

Publikováno v: Econometrics and Statistics. 26:52-71

Efficient computational algorithms for bootstrapping linear regression models with clustered data are discussed. For ordinary least squares (OLS) regression, a new algorithm is provided for the pairs cluster bootstrap, along with two algorithms for t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::cfdab5bf6acf9007f5fe028ab6399a22
https://doi.org/10.1016/j.ecosta.2021.11.009

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Akademický článek

Bootstrap Tests for Overidentification in Linear Regression Models

Autor: Russell Davidson, James G. MacKinnon

Publikováno v: Econometrics, Vol 3, Iss 4, Pp 825-863 (2015)

We study the finite-sample properties of tests for overidentifying restrictions in linear regression models with a single endogenous regressor and weak instruments. Under the assumption of Gaussian disturbances, we derive expressions for a variety of

Externí odkaz: https://doaj.org/article/d40a6fe2ca5043fca099acff8a34f876

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Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration

Autor: Leo Michelis, James G. MacKinnon, Alfred A. Haug

This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansen-type likelihood ratio tests for cointegration. These are carried out in the context of the models recently

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::04bfd016b89bb08768119abe72b067f4
https://doi.org/10.32920/ryerson.14640264.v1

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Using large samples in econometrics

Autor: James G. MacKinnon

Publikováno v: Journal of Econometrics.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6ce6c17306ee29ecf8c5275a16a087b5
https://doi.org/10.1016/j.jeconom.2022.05.005

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Randomization inference for difference-in-differences with few treated clusters

Autor: Matthew D. Webb, James G. MacKinnon

Publikováno v: Journal of Econometrics. 218:435-450

Inference using difference-in-differences with clustered data requires care. Previous research has shown that, when there are few treated clusters, t -tests based on cluster-robust variance estimators (CRVEs) severely overreject, and different varian

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::d27cea509760d53fda06d9aac5d856d0
https://doi.org/10.1016/j.jeconom.2020.04.024

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How cluster‐robust inference is changing applied econometrics

Autor: James G. MacKinnon

Publikováno v: Canadian Journal of Economics/Revue canadienne d'économique. 52:851-881

In many fields of economics, and also in other disciplines, it is hard to justify the assumption that the random error terms in regression models are uncorrelated. It seems more plausible to assume that they are correlated within clusters, such as ge

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8a1b8e027fdd83351fcaf0f13b37959f
https://doi.org/10.1111/caje.12388

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Lower Daily Steps Counts Are Associated with Increased Risk of Hospitalization in Patients with Pulmonary Arterial Hypertension

Autor: J. Marvin-Peek, S. Huang, A. Hemnes, G. MacKinnon, J. Annis, E. Brittain

Publikováno v: TP82. TP082 LET IT BE - CLINICAL ADVANCES IN PULMONARY VASCULAR DISEASE: PAH AND BEYOND.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b07004ca813f94aa59e808d9eabf1e2b
https://doi.org/10.1164/ajrccm-conference.2021.203.1_meetingabstracts.a3588

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Wild Bootstrap and Asymptotic Inference With Multiway Clustering

Autor: James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb

Publikováno v: MacKinnon, J G, Nielsen, M Ø & Webb, M D 2021, ' Wild Bootstrap and Asymptotic Inference With Multiway Clustering ', Journal of Business and Economic Statistics, vol. 39, no. 2, pp. 505-519 . https://doi.org/10.1080/07350015.2019.1677473

We study two cluster-robust variance estimators (CRVEs) for regression models with clustering in two dimensions and give conditions under which t-statistics based on each of them yield asymptotically valid inferences. In particular, one of the CRVEs

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::675fa28f6c7597423dc2a03fb10a1863
https://pure.au.dk/portal/da/publications/wild-bootstrap-and-asymptotic-inference-with-multiway-clustering(5fd2d9b5-311f-4978-b74b-6765c0b73756).html

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Treatment of Mild Hyperkalemia in Hospitalized Patients: An Unnecessary Practice?

Autor: Jennifer Woodland, Natasha Hanson, Tracy A. Freeze, Martin G. Mackinnon, Leanne Skerry, Emily Kervin, Rosemary Nunn

Publikováno v: Can J Hosp Pharm

Background: Sodium polystyrene sulfonate (SPS) is one of the most commonly used treatments for mild hyperkalemia. Other treatments include insulin, sodium bicarbonate, and salbutamol, which may be given alone or in combination. The results of researc

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b3ce8b363608931e80b4bcd57c0e89aa
https://europepmc.org/articles/PMC8237950/

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