James McKinnon

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We propose a new model for the variance between multiple time series, the Regime Switching Dynamic Correlation. We decompose the covariances into correlations and standard deviations and the correlation matrix follows a regime switching model; it is constant within a regime but different across regimes. The transitions between the regimes are governed by a(More)
In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we(More)
A 20-question survey was sent in the mail to HIM directors in Pennsylvania healthcare facilities to solicit feedback regarding implementation issues of the HIPAA privacy rule requirements. Questions focused on gathering basic demographic data, information on HIM involvement with the privacy rule requirements, the procedures whereby facilities were meeting(More)
In this paper, we propose finite and large sample likelihood based test procedures for possibly nonlinear hypotheses on the coefficients of SURE systems. Two complementary approaches are described. First, we propose an exact Monte Carlo bounds test based on the standard likelihood ratio criterion. Second, we consider alternative Monte Carlo tests which can(More)
We exploit cigarette tax variation across US states from 2001 to 2012 to assess how negative income shocks induce low-income smoking households to enroll in public assistance programs. Using the CEX and a novel CPS household panel on monthly food stamp enrollment, we estimate triple differences models where smoking households are “treated” with higher taxes(More)
Different organs of maize seedlings are known to contain different complements of NADH and NAD(P)H nitrate reductase (NR) activity. The study of the genetic programming that gives rise to such differences can be initiated by looking for genetic variants exhibiting different patterns of distribution of the above enzymes. We demonstrate in this work that(More)
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