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 This he should have done on 21 April. The privy council deprived him on 29 Aug., and he lay in prison 'upwards of half a year.' On his release he bade farewell to his native land; indeed, he is said to have been banished, and went to London, which he was obliged to leave 'for writing of pamphlets.' He crossed to France and attended the court of King James at St. Germain; but here he was importuned to change his religion, and declining to do so was sent off as a dangerous man. From France he proceeded to Rotterdam, where, according to the account of his representatives, he 'set on foot' the English episcopal church. Steven says there was no stated minister of the church of England at Rotterdam from 1656 till 1700. It is possible that Cockburn started the movement for erecting St. Mary's English church (of which the records date from 1699). He seems to have been in London in 1697, and had by this time got the degree of D.D.; he returned to Rotterdam early in 1698. From Rotterdam he removed to Amsterdam, where he was appointed by Henry Compton, bishop of London, English episcopal chaplain in 1698 (after April). In 1708 he obtained from the burgomasters for the English chaplain the privilege of celebrating marriages according to the English form. He left Amsterdam in 1709, and during the next five years he was probably in London. The account of his representatives is that ' upon the troubles of those times ceasing by the revolution taking place ' he had been presented to two livings in Somersetshire. But it must have been after swearing allegiance to Anne that he obtained these preferments. As he was 'preparing to take up his residence at one of them,' the vicarage of Northolt, Middlesex (then called Northall), fell vacant, and at the instance of Queen Anne, Robinson, bishop of London, the patron, presented Cockburn, somewhat unwillingly, on 8 June 1714. He was for some time kept out of the house and, as he complains, otherwise injured by the representatives of Alston, the deceased vicar. Anne designed him as one of the bishops for the American colonies, had the scheme of an episcopate for America been carried out. As a parish clergyman Cockburn was businesslike and diligent, compiling in a register (begun 22 April 1715, 'on which day there hapned a Totall Eclipse of ye Sun') a very exact account of the state and history of the parish; and providing during his life for the education of ten boys and six girls of his parishioners. His efforts were not seconded as he expected. He died on 20 Nov. 1729, and was buried in the chancel of St. Mary's, Northolt. He married first, on 15 Nov. 1677, a daughter of Alexander Gairden or Garden, minister of Forgue, and sister of James Garden, D.D., professor of divinity, and of George Garden, D.D., minister at Aberdeen, and had by her nine children, of whom Patrick [q. v.] was the eldest (a daughter Marie was baptised on 3 Dec. 1681 at Old Deer); secondly, during his residence abroad, he married a daughter of Sir J. Littlepage of Buckinghamshire, and had by her also nine children (a daughter Esther was buried on 14 March 1728 at Northolt).

He published: 1. 'Jacob's Vow,' Edin. 1686, 8vo. 2. 'Bibliotheca Universalis, or an Historical Accompt of Books and Transactions of the Learned World begun Anno Dom. M.D.C.LXXXVIII.' Edin. 1688, 12mo (published about 20 Jan.; the first and only number of a magazine which was to be issued monthly, and to consist of six duodecimo sheets at the price of sevenpence; Cockburn had got a license from the privy council, but for the reason stated above the license j was recalled on 13 March by the chancellor, the Earl of Perth, who said 'he would cause his own churchmen do it better'). 3. 'Eight Sermons,' &c., Edin. 1691, 8vo (dedicated to the Faculty of Advocates; some were preached in St. Giles', Edinburgh, and one before the clergy at Dalkeith). 4. 'An Enquiry into the Nature, Necessity, and Evidence of Christian Faith,' pt. i. 1696, 8vo (by J. C., D.D.); pt. ii. 1697, 8vo; 2nd ed., both parts, 1699, 8vo; a third part was intended. 5. 'Fifteen Sermons,' &c., 1697, 8vo (includes the contents of No. 3). 6. 'Bourignianism detected. . . Narrative I,' 1698, 4to. 7. Ditto, 'Narrative II,' 1698, 4to. 8. 'A Letter. . . giving an Account, why the other Narratives. . . are not yet published,' &c., 1698, 4to (Cockburn was led to examine the tenets of Anthoinette Bourignon, of whom he gives some interesting particulars, both from his residence in Holland and from the fact that his brothers-in-law were promulgating them in Scotland; George Garden, in his 'Apology for M. Antonia Bourignon,' 1699, 8vo, twits Cockburn with a former leaning to writings of a kindred spirit, instancing those of his cousin, Henry Scougall). 9. ' Right Notions of God and Religion,' &c., 1708, 8vo. 10. 'The Dignity and Duty of a Married State,' 1708, 8vo; 2nd edit. n. d. (sermon at Amsterdam from Heb. xiii. 4, on occasion of the first marriage celebrated in the English form). 11. 'A Discourse of Self-murder,' 1716, 8vo. 12. 'Answers to Queries concerning some important points of Religion,' &c., 1717, 8vo (against Hoadly). 13. 'A ... Review of the Bishop of Bangor's Sermon,' &c., 1718, 8vo. 14. 'An History and Examination of Duels,' &c., 1720, 8vo. 15. A Specimen of