Dr. James MacKinnon
Fellow
Current Employer
Queen's University
Election Year
1995
Academy
Académie des sciences sociales
Discipline
Economics
Department
Department of Economics
Keywords
Econometrics
Statistics
Statistics
James Gordon MacKinnon is certainly one of Canada's leading econometricians and one of the most distinguished econometricians in the world. His two principal contributions are in the development of non-nested hypothesis testing and in the design of specification tests. Both of these are major theoretical and practical advances in the field. They greatly facilitate the acquisition and validation of quantitative knowledge about the economy. He had published many articles on a wide variety of topics in leading international journals, and his recent book "Estimation and Inference in Econometrics" (co-authored with Russell Davidson) is widely recognized as the definitive treatment of the subject.