HRISHIKESH (RICK) D. VINOD, PhD
|
Director: Institute for Ethics and Economic Policy |
|
Phone: 718-817-4065,
Fax: 718-817-3518 |
Copyright H. D. Vinod.
My own Photo in
.jpg
|
EDUCATION |
|||
|
PhD |
HARVARD
UNIVERSITY |
Economics |
1966 |
|
Doctoral Dissertation: Variable Returns to
Scale and Non-linearization of the Leontief Input-Output System |
|||
|
MA |
DELHI
UNIVERSITY |
Economics
and Statistics |
1961 |
|
B.Com. |
POONA
UNIVERSITY |
Business
Economics and Law |
1959 |
TEACHING EXPERIENCE
|
1982-Present |
FORDHAM UNIVERSITY, |
Professor of Economics |
|
Summer 1987 |
MANCHESTER UNIVERSITY, |
Visiting Professor, |
|
Fall 1986 |
UNIVERSITY OF WESTERN ONTARIO, London, Ontario, Canada |
Visiting Professor of Economics |
|
Summer 1966 |
UNIVERSITY OF IOWA, |
Assistant Professor |
|
1965-1966 |
CALIFORNIA STATE UNIVERSITY AT FULLERTON, Fullerton, CA |
Assistant Professor |
|
1963-1965 |
HARVARD UNIVERSITY, Cambridge, MA |
Teaching Fellow |
|
|
||
|
BUSINESS EXPERIENCE |
||
|
1980-1982 |
BELL TELEPHONE LABORATORIES, |
Member of Technical Staff |
|
1977-1980 |
AT&T, |
Supervisor - Economic Analysis |
|
1969-1977 |
BELL TELEPHONE LABORATORIES, |
Member of Technical Staff |
|
1966-1979 |
MATHEMATICA INC., |
Staff Econometrician |
|
|
||
HONORS AND AWARDS
|
Lifetime Achievement Award, Albert Nelson Marquis |
2021 |
|
President:
Society of
Indian Academics in America (SIAA) |
2014 |
|
Medal:
2000 Outstanding
Scholars of the 21st Century, Biographical Centre, Cambridge, UK |
2002 |
|
Fellow:
International Institute of Public Ethics, Nathan, Queensland,
Australia. |
2001 |
|
Director: Institute of Ethics and
Economic Policy |
1999 |
|
Outstanding
Social Service Award, Maharashtra Foundation |
1998 |
|
Journal
of Econometrics Fellow |
Jan. 6,
1996 |
|
Elected to join the New York Academy of Sciences |
1995 |
|
I.B.M.
Fellow, University Fellowship and Research Fellowship |
1962-1969 |
|
Delhi School
of Economics Merit Scholarship |
1961 |
|
Kirloskar
Scholarship and Kamat Prize |
1959 |
|
|
|
|
OFFICES HELD |
|
|
President, Society of Indian Academics in America (SIAA) |
2012 |
|
Vice
President, Indian Econometric Society |
1990 |
|
President,
Maharashtra Foundation, a charitable institution |
1989-1992 |
EDITORIAL COLLABORATION
Served as a referee for various journals including: American Economic Review, Quarterly Journal of Economics, Econometrica, Econometric Theory, Journal of Econometrics, Review of Economics and Statistics, Journal of American Statistical Association, Communications in Statistics, Technometrics, IEEE Transactions, International Economic Review, Journal of Asian Economics, Psychometrika, Econometric Reviews, etc.
JOURNAL ARTICLES
|
“Economic
and financial performance of Indian IT services export firms” joint with P. M. Rao, in Telecommunications
Policy In Press, available online 9 Feb. 2023. Telecommunications
Policy | Journal | ScienceDirect.com by Elsevier |
|
“Introduction
to the special Issue in Honor of Professor C. R. Rao,” Journal of
Quantitative Economics, vol. 20, 2022. joint
with B.L.S. Prakasa Rao. https://doi.org/10.1007/s40953-022-032-z or SpringerLink pp.
1-6 |
|
“Bootstrap version of
Rao-Blackwellization to two-step and instrumental variable estimators,” Journal
of Quantitative Economics, vol. 20, 2022 https://rdcu.be/cNwNT pp. 49-69.
|
|
“Kernel regression coefficients for practical
significance," Journal of Risk and Financial Management 15(1), 2022
pp.1-13. https://doi.org/10.3390/jrfm15010032 |
|
“Generalized, Partial and Canonical Correlation
Coefficients,” Computational Economics (2021) Generalized,
Partial and Canonical Correlation Coefficients | SpringerLink
vol. 59, pp.1-28 |
|
“Efficiency ranking of IT services producing
firms: Case of Indian Multinationals” joint with P. M. Rao, International Review of
Business and Economics, vol 5, No. 1, Feb. 2021, pp. 35-60. |
|
“What’s
the big idea? Ridge regression and regularization ”
Significance Royal Statistical
Society, UK. Vol. 17, issue 6, December 2020, p.41. |
|
“Did Public Investment Crowd Out Private Investment in India? ” joint with H. Karun and Lekha Chakraborty, Economic
and Political Weekly, 2020, issue 30, Month 25. Vol. 55, pp. 21-25. |
|
“Updating Statistical Measures of Causal Strength” (DOI: 10.23756/sp.v8i1.497), Science & Philosophy, vol. 8 (1),
2020, pp.3-20 https://philpapers.org/rec/VINUSM |
|
“Software-illustrated explanations of Econometrics
Contributions by CR Rao for his 100-th birthday” (DOI: 10.1007/s40953-020-00209-9), Journal
of Quantitative Economics, vol. 18(2), 2020, pp.235-252 |
|
“Dr. C.R. Rao's contributions to the advancement
of economic science”
joint with T. Krishna Kumar and Suresh Deman. Proceedings
of the Indian Academy of Sciences (Mathamatical Sciences), 2020, |
|
“Externalities from Intra-MNE
Trade by US multinationals”, joint with P. M. Rao, International
Advances in Economic Research, Vol. 25, pp. 389-397, Dec. 5, 2019, https://doi.org/10.1007/s11294-019-09758-z
|
|
“Internationalization
of Services: The Case of Intra-MNE Trade”, joint with P. M. Rao,
Thunderbird International Business Review, vol. 61, Oct. 2019, pp. 947-960 |
|
“Nonparametric Regression Using Clusters”
joint with Fred Viole in Computational
Economics, June 19, 2017, Springer, http://rdcu.be/tz0J is now in a special
volume: |
|
“Generalized Correlation and Kernel Causality with
Applications in Development Economics” in Communications
in Statistics - Simulation and Computation Volume 46, issue 6, 2017, DOI link: http://dx.doi.org/10.1080/03610918.2015.1122048 |
|
“New bootstrap inference for spurious regression
problems,” Journal of Applied Statistics, 2015, pp. 1-19, vol.
42 DOI: 10.1080/02664763.2015.1049939 |
|
“Newborn Sex Selection and India’s Overpopulation Problem,” Modern Economy, Vol. 4 No. 2, 2013, pp. 102-108. doi: 10.4236/me.2013.42013. http://www.scirp.org/journal/me |
|
“Stress Testing of Econometric Results Using
Archived Code for Replication,” Journal of Economic and Social
Measurement,
Vol. 34 (No.2-3), 2009, pp. 205-217. |
|
“Maximum
Entropy Bootstrap for Time Series: The meboot R-package” written jointly with
Javier
L´opez-de-Lacalle American Statistical Association's Journal of Statistical
Software, January 2009, Vol. 29 (5),
www.jstatsoft.org/v29/i05/ pp. 1-15. |
|
“Divestiture Remedy for Preventing Madoff-style Ponzi,” January 2009 in Management Online REview, www.morexpertise.com |
|
“Hands-on Optimization Using the R-Software,” Optimization:
Journal of Research in Management July-Dec. 2008, Vol. 1(2), pp. 61-65. |
|
“The Role of Data & Program Code Archives in the Future of
Economic Research,” joint with R. G. Anderson, W. H. Greene, and B. D. McCullough, Journal
of Economic Methodology 15(1), pp. 99-119, 2008 |
|
“Law of Demand in Dowry Size, Status of Indian Women and Recent
Wrong-headed Policies,” Indian Journal of Economics and Business,
6(2), December 2007, 267-275. |
|
“Human Capital and Economic Growth: Evidence from Developing
Countries,” joint with S. K. Kaushik. the American Economist L1 (1),
2007, 29-39. |
|
“Does
rapid transition to insulin therapy in subjects with newly diagnosed type 2
diabetes mellitus benefit glycemic control and diabetes-related
complications? A German population-based study,” joint with W. R. Simons, R.
A. Gerber and B. Bolinder, Experimental and Clinical Endocrinology and Diabetes. 2006; Vol. 114, pp. 520-526. |
|
“Maximum entropy ensembles for time series inference in economics,” Journal of Asian Economics, 17(6), December 2006, 955-978. |
|
“A conversation with Jagdish Bhagwati on Indian Politics, Globalization, Socialism, Entrepreneurship and African Aid,” Indian Journal of Economics and Business, 5(1), June 2006, 1-13. |
|
“Should
Asians demand both entrepreneurship and human rights?” Journal of Asian Economics, 17(1),
Feb. 2006, 14-28. |
|
“Introduction
to the symposium: The link between entrepreneurship and human rights,” Journal
of Asian Economics, 17(1), Feb. 2006, 1-4. |
|
“Altruism in child custody decisions: theory and logistic
regression evidence,” joint with Stuart Rosenberg, Indian Journal of Economics and
Business, 4(2), Dec. 2005, 231-248. |
|
“Skew Densities and Ensemble Inference for Financial Economics,” Mathematica
Journal, Vol. 9 (4), 2005, pp. 852-862. (www.mathematica-journal.com) |
|
“Conflict of Interest Economics and Investment Analyst Biases,” Brooklyn
Law Review, Vol. 70, No. 1, Fall 2004, pp 53-88. |
|
“Asymmetric Complementarity and Dynamic Optimization in
Pharmaceuticals,” joint with P.M. Rao, Journal of Quantitative Economics
New Series 2(2), 2004, pp. 149-160. |
|
“Ranking Mutual Funds Using Unconventional Utility Theory and
Stochastic Dominance,” Journal of Empirical Finance Vol.
11(3) 2004, pp. 353-377. |
|
“Verifying the solution from a Nonlinear Solver: A Case Study: Reply”
(to Shachar and Nalebuff joint with B. D. McCullough) American Economic Review Vol. 94(1), March 2004, pp. 391-396. |
|
“Verifying the solution from a Nonlinear Solver: A Case Study: Reply”
(to Drukker and Wiggins, joint with B. D. McCullough) American Economic Review Vol. 94(1), March 2004, pp. 400-403. |
|
“Market failure and economics of charity” Indian Journal of Economics and Business Vol. 2 (2), (2003), pp.149-157. |
|
“Review of MathStatica (v.1): An Add-on to Mathematica,” Journal of Applied Econometrics 18, (2003) pp 485-491. |
|
“Comments: Econometrics and Software” joint with B.
D. McCullough, Journal of Economic Perspectives, 17 (1) (winter
2003), pp. 223-224. |
|
“Verifying the Solution from a Nonlinear Solver: A
Case Study” joint with B. D. McCullough, American Economic Review,
93(3), (June 2003)
pp. 873-892. |
|
“Inference for Negativist Theory Using
Numerically Computed Rejection Regions,” joint with Derrick Reagle in Computational Statistics &
Data Analysis.
Vol. 42 (2003), 491-512. |
|
“Open Economy And Financial Burden Of Corruption: Theory And
Application To Asia,” Journal of Asian Economics Vol. 13
(2003), pp. 873-890. |
|
“A Looser Cointegration Concept Using
Fractional Integration Parameters and Quantification of Market
Responsiveness,” Journal
of Statistical Planning and Inference, Vol. 100, (2002), 399-410. |
|
“Board Composition, CEO Tenure and
Deregulation,” joint with R. Geddes in Journal
of Regulatory Economics, Volume 21 Number 2 , 2002, 217-235. |
|
“Estimation Risk in Morningstar Fund Ratings,” joint with M. Morey in Journal of Investing Vol. 11 (4), 2002, 67-75. |
|
“Non-expected utility, stochastic dominance and new summary measures for risk,” Journal of Quantitative Economics 17 (1) Jan 2001, pp.1-24. |
|
“Care and Feeding of Reproducible Econometrics,” Journal of Econometrics (2001) Vol. 100, pp.87-88. |
|
“R&D and Promotion in Pharmaceuticals: A Conceptual Framework and Empirical Exploration” joint with P. M. Rao in Journal of Marketing Theory and Practice, Vol. 8(4), 2000, pp.10-20. |
|
“Economically Indistinguishable Range and Unit Root tests with Interval Null” joint with Derrick Reagle in IMS Lecture Notes - -Monograph Series. May 2000 |
|
“Foundations of Multivariate Inference Using
Modern Computers” in North Holland Elsevier Journal Linear Algebra and Its Applications. Vol. 321, (2000)
365-385. |
|
“Statistical Analysis of Corruption Data and Using the Internet to Reduce Corruption,” Journal of Asian Economics Vol. 10 (1999), 591-603. |
|
“Review
of GAUSS for Windows Including its Numerical Accuracy,” in Journal of
Applied Econometrics, Vol. 15,
2000, 211-220. Download related GAUSS
software |
|
“The Numerical
Reliability of Econometric Software,” joint with B. D. McCullough, Journal
of Economic Literature, Vol. 37, 1999, 633-665. |
|
“Foundations
of Statistical Inference Based on Numerical Roots of Robust Pivot Functions (Fellow’s Corner),” Journal of Econometrics,
Vol.86, 1998, 387-396. Download |
|
“Implementing
the Double Bootstrap,” joint with B. D. McCullough in Computational
Economics, Vol. 12 (1), 79-95, 1998. |
|
“CEO
Age and Outside Directors: A Hazard Analysis,” joint with R. R. Geddes in Review
of Industrial Organization, Vol. 12, 1997, 767-780. |
|
“Comments
on Bootstrapping Time Series Data,” Econometric Reviews, 15(2),
1996, 183-190. |
|
“Exact Moments for Autoregressive and Random Walk Models for a Zero or Stationary Initial Value.” with L. R. Shenton, Econometric Theory Vol. 12, 1996, 481-499. |
|
“Empirically Feasible Solutions and Explicit Dynamics for Rational Expectation Models,” Journal of Statistical Planning and Inference, Vol. 49, 1996, pp. 203-222. |
|
“A Note
on Convergence when the Root is Greater than Unity” joint with B. D.
McCullough, Journal of Quantitative Economics, 11, 1995,
251-256. |
|
“Large
Sample Asymptotic Properties of the Double k-class Estimators in Linear
Regression Models,” with V. K. Srivastava, Econometric Reviews Vol.
14, 1995, pp. 75-100. |
|
“Forecasting
Consumption, Income and Real Interest Rate from Alternative State Space
Models,” with Parantap Basu, International Journal of Forecasting,
Vol. 11, 1995, 217-231. |
|
“Double
Bootstrap for Shrinkage Estimators,” Journal of Econometrics Vol.
68(2) 1995, pp. 287-302. |
|
“Estimating
Cointegrating Parameters: An Application of the Double Bootstrap,” with B.
McCullough, Journal of Statistical Planning and Inference, Vol.
43, 1995, 147-156. |
|
“Bootstrapping
Demand and Supply Elasticities: The Indian Case,” with B.D. McCullough, Journal
of Asian Economics, 5 (3), Sept. 1994, pp. 367-379. |
|
“Implementing
the Single Bootstrap: Some Computational Considerations,” with B.D.
McCullough, Computational Economics, Vol. 6, 1993, pp. 1-15. |
|
“Closed
Forms for Asymptotic Bias and Variance in Autoregressive Models with Unit
Roots,” Journal of Computational and Applied Mathematics, with
L.R. Shenton Vol. 61, 1995, 231-243. |
|
“Mean
Reversion in Stock Prices: Implications from a Production Based Asset Pricing
Model,” with P. Basu, Scandinavian Journal of Economics, Vol.
96 (1), 1994, pp. 56-65. |
|
“Bootstrapping
Demand and Supply Elasticities: The Indian Case,” with B. D. McCullough, Journal
of Asian Economics, 5 (3), Sept. 1994, pp. 367-379. |
|
“Sensitivity
Analysis of Applied General Equilibrium Models,” with Glenn Harrison, Review
of Economics and Statistics, Vol. 75, 1992, pp. 357-362. |
|
“Rao’s
Weighted Distribution in Econometrics: An Application to Unemployment
Statistics and Okun’s Law,” Journal of Quantitative Economics,
Vol. 7 (2), 1991, pp. 247-254. |
|
“Regulatory
Economics: Dynamic Optimization and Control Under Multiple Objectives,” Journal
of Quantitative Economics, Vol. 6, July 1990, pp. 245-269. |
|
“Kernel
Estimation for Disequilibrium Models for Floorspace Efficiency in Retailing,”
Journal of Productivity Analysis 1, 1989, pp. 79-84. |
|
“Dynamic
Benefit Cost Ratio Criterion for Practical Sequential Ranking to Encourage
Cost Control and Self Help,” Indian Economic Review, 23 (2),
July-December 1988, pp. 263-274. |
|
“Economic
Issues in Bell System Divestiture: A Bootstrap Application,” with B. Raj, Applied
Statistics (Journal of the Royal Statistical Society, Ser. C), Vol,
37, No. 2, 1988, pp. 251-261. |
|
“New
Techniques for Estimation of Rational Expectation Models and Volcker
Deflation,” Empirical Economics, Vol. 12 (3), 1987, pp.
157-174. |
|
“Estimation
of Linear Models with Moving Average Disturbances,” with A. Ullah and R. S.
Singh, Journal of Quantitative Economics, Vol. 2, No. 1, 1986,
pp. 137-152. |
|
“European
Research on Measuring Income Inequality: Letter,” Journal of Business
and Economic Statistics, Vol. 4, Jan. 1986, p. 143. |
|
“Nonparametric
Kernel Estimation of Econometric Parameters,” with A. Ullah, Journal of
Quantitative Economics, Vol. 4 (1), Jan. 1988, pp. 81-87. |
|
“Reply”
to a “Comment on Measurement of Economic Distance,” Journal of Business
and Economic Statistics, Vol. 3, Oct. 1985, pp. 408-409. |
|
“Exact
Maximum Likelihood Regression Estimation with ARMA (n,n-l)
Errors,” Economics Letters, Vol. 17, 1985, pp. 355-358. |
|
“Measurement
of Economic Distance Between Blacks and Whites,” Journal of Business
and Economic Statistics, Vol. 3, Jan. 1985, pp. 78-88. |
|
“Improvement
Ranges for Shrinkage Estimators with Stochastic Target,” with A. Ullah, Communications
in Statistics, Vol. 13, No. 2, 1984, pp. 207-215. |
|
“The
Stability of the Systematic Risk of Individual Stocks: An Application of
Ridge Regression,” with F. Fabozzi and B. Raj, Communications in
Statistics, Vol. 13, No. 2, 1984, pp. 151-161. |
|
“Distribution
of a Generalized t Ratio for Biased Estimators,” Economics Letters,
Vol. 14, 1984, pp. 43-52. |
|
“Interregional
Productive Efficiency of the Transportation Equipment Industry in the U.S.: A
Random Coefficients Approach,” with B. Raj, Economic Studies Quarterly,
Vol. 33, No. 1, 1982, pp. 74-78. |
|
“Bell
System Scale Economies Estimated from Random Coefficients Model,” with B.
Raj, Journal of Economics and Business, Vol. 34, 1982, pp.
247-252. |
|
“Maximum
Entropy Measurement Error Estimates of Singular Covariance Matrices,” Journal
of Econometrics, Vol. 20, 1982, pp. 163-174. |
|
“Measuring
Dynamic Marketing Mix Interactions Using Translog Functions,” with H.S.
Jagpal and E.F. Sudit, Journal of Business, Vol. 55, 1982, pp.
401-415. |
|
“Economies
of Scale in Telecommunications: Further Reply,” with E.F. Sudit and D. Eldor,
Applied Economics, Vol. 13, June 1981, pp. 255-256. |
|
“Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators Using Confluent Hypergeometric Functions,” with A. Ullah and K. Kadiyala, Sankhya: The Indian Journal of Statistics, Vol. 43, Ser. B, Pt. 3, 1981, p. 360-383. |
|
“Improved
Stein-Rule Estimator for Regression Problems,” Journal of Econometrics,
Vol. 12, 1980, pp. 143-150. |
|
“Comments
on a Critique of Some Ridge Regression Methods,” by G. Smith and F. Campbell,
presented at the 1979 meetings of the American Statistical Association, Journal
of the American Statistical Association, Vol. 75, March 1980, pp.
97-98. |
|
“Comments
on Index of Stability of Relative Magnitudes,” Technometrics,
Vol. 21, Feb. 1979, p. 138. |
|
“Measurement
of Advertising Interactions in Sales Response Functions,” with H.S. Jagpal
and E.F. Sudit, Journal of Advertising Research, Vol. 19, No.
3, June 1979, pp. 41-47. |
|
“Theory
of the Diffusion of Price Inflation in an Imperfect Market Similar to
Housing, Having Delayed Arbitrage,” Environment and Planning,
Vol. 11, 1979, pp. 1219-1229. |
|
“Telecommunications,
CES Production Function: A Reply,” with D. Eldor and E.F. Sudit, Applied
Economics, Vol. 11, 1979, pp. 133-138. |
|
“Equivariance
of Ridge Estimators Through Standardization, A Note,” Communications in
Statistics, Volume A 7(12), 1978, pp. 1159-1167. |
|
“A
Survey of Ridge Regression and Related Techniques for Improvements over
Ordinary Least Squares,” Review of Economics and Statistics,
Vol. 60, February 1978, pp. 121-131. |
|
“A
Ridge Estimator Whose MSE Dominates OLS,” International Economic Review,
Vol. 19, October 1978, pp. 727-737. |
|
“Letter
to the Editor,” Technometrics, Vol. 18, November 1976, p. 504. |
|
“Simulation
and Extension of a Minimum MSE Estimator in Comparison with Stein’s,” Technometrics,
Vol. 18, November 1976, pp. 491-496. |
|
“Effects
of ARMA Errors on the Significance Tests for Regression Coefficients,” Journal
of the American Statistical Association, Vol. 71, December 1976, pp.
929-933. |
|
“Application
of New Ridge Regression Methods to a Study of Bell System Scale Economies,” Journal
of the American Statistical Association, Vol. 71, December 1976, pp.
835-841. |
|
“Canonical
Ridge and Econometrics of Joint Production,” Journal
of Econometrics, Vol. 4, June 1976, pp. 147-166.(Download pdf
file) back TO quick search |
|
“Application
of New Ridge Regression Methods to a Study of Bell System Scale Economies,”
abstracted in The Bulletin of The Institute of Mathematical Statistics,
Vol. 3 (5), September 1974, p. 195. |
|
“Bounds
on the Variance of Regression Coefficients Due to Heteroscedastic or
Autoregressive Errors,” with S.T. Sathe, Econometrica, Vol. 42
(2), 1974, pp. 333-340. |
|
“Inter-regional
Comparison of Production Structures,” Journal of Regional Science,
Vol. 13 (2), 1973, pp. 261-267. |
|
“A
Generalization of the Durbin-Watson Statistic for Higher Order Autoregressive
Process,” Communications in Statistics, Vol. 2 (2), 1973, pp.
115-144. |
|
“Non-homogeneous
Production Functions and Applications to Telecommunications,” Bell Journal
of Economics and Management Science, Vol. 3, Autumn 1972, pp.
531-543. |
|
“Econometrics
of Joint Production A Reply,” Econometrica, Vol. 37, October
1969, pp. 739-740. |
|
“An
Inventory Theoretic Model of Freight Transport Demand,” with William Baumol, Management
Science, Vol. 16, March 1970, pp. 413-421. |
|
“Integer
Programming and the Theory of Grouping,” Journal of the American
Statistical Association, Vol. 64, June 1969, pp. 506-519. |
|
“Toward
More Realistic Surrogate Surrealism,” Indian Economic Journal,
Vol. 15, April-June 1968, pp. 606-614. |
|
“Econometrics
of Joint Production,” Econometrica, Vol. 36, April 1968, pp.
322-336. |
|
“Graphical
Proof of a Theorem on Pricing of Public Utilities,” Artha Vijnana, Journal
of the Gokhale Institute of Politics and Economics, Poona, Vol. 7,
No. 2, June 1965, pp. 100-102. |
|
PUBLISHED PROCEEDINGS AND SOFTWARE |
|
“Impacting Policy by Estimating Causal Links,” In JSM
Proceedings, Business and Economic Statistics Section. 2019, presented
July 28, 2019, Denver Colorado, American Statistical Association, Alexandria,
VA. pp. 3144-3163. |
|
“generalCorr:
Generalized Correlations and Initial Causal Path,” R package version 1.0.0. https://CRAN.R-project.org/package=generalCorr May 2, 2016. |
|
“Finiteness Matters in Inference for New Keynesian
Phillips Curve,” In JSM Proceedings, Business and Economic
Statistics Section. 2010, Alexandria, VA: American Statistical Association.
March 2, 2011. |
|
“Evaluation of Archived Code with
Perturbation Checks and Alternatives," American Economic Association
Meetings, Philadelphia, January 2005, web publication at http://www.aeaweb.org/annual_mtg_papers/2005/0109_1300_0304.pdf |
|
“Constructive ensembles for time series analysis avoid unit root testing,” 2003 Proceedings of the American Statistical Association, Statistical Computing Section [CD-ROM], Alexandria, VA: American Statistical Association. |
|
“Constructive ensembles for time series in Econometrics and Finance,” 2003 Proceedings of the 35th Symposium on the Interface between Computing Science and Statistics [CD-ROM], Interface Foundation of North America, P.O.Box 7460, Fairfax Station, VA 22039, presented in Salt Lake City, March 14, 2003. |
|
“Measuring The Asymmetry Of Stock Market Risk,” joint with D. Reagle, 2001 proceedings of the Business and Economic Statistics section of the American Statistical Association. ASA: Alexandria, Virginia, |
|
“Concave Consumption, Euler Equation and Inference Using Estimating Functions, 1997 proceedings of the Business and Economic Statistics section of the American Statistical Association. ASA: Alexandria, Virginia, pp. 118-123 (Download pdf file)
“Nonparametric
Estimation of Nonlinear Money Demand Cointegration Equation by Projection Pursuit Methods.” at the 30th symposium on the
Interface: Computing science and Statistics, at University of Minnesota in
June 1998. Download
a pdf file (Click here for info. about the fonts to be
able to read the pdf file)TO quick search Computing
Science and Statistics, Vol. 30, edited by S. Weisberg, Interface Foundation,
Fairfax Station, Virginia, 1998, pp. 174-179. |
|
“Forecasting
the Dynamics of Exchange Rate Movements Using GMM and
Estimating Function Methods.” (joint with P.
Samanta) at 17th Annual International Symposium on Forecasting in Barbados
(June, 1997). Download
a pdf file |
|
“Consumer
Behavior and a Target Seeking Supply Side Model for Income Determination,”
Ch. 18 in M. Ahsanullah and D. Bhoj (eds.) Applied Statistical Science,
I (1996), Nova Science Pub. Carbondale, IL, pp. 219-233. |
|
“On
Estimating Annual Volatility with Nonindependent Returns,” joint with Prodyot
Samanta in P. J. Catania, W. G. Tomek and R. E. Whaley (Ed.s)
Proceedings of the Annual Fall Research Seminar,
Houston, Texas, Dec. 1995, Chicago Board of Trade publication. pp. 159-174. |
|
“Economic
Equilibria, Fractional Cointegration and Multivariate ARFIMA Models,” 1993 Proceedings
of the Business and Economics Section, Washington, DC: American
Statistical Association, 1994, pp. 302-307. |
|
“Direct
Estimation of Market Power from a Productivity Model,” with Y. Koh, 1991 Proceedings
of the Business and Economics Section, Washington, DC: American
Statistical Association, pp. 327-332. |
|
“Short
Term Stock Market Forecasting with Adjusted Insider Trading Data,” with K.
Dadak, in Computer Science and Statistics: Proceedings of the 23rd
Symposium on the Interface, Washington, DC: American Statistical
Association, 1992, edited by E.M. Keramidas, pp. 523-526. |
|
“Resampling
Fuzzy Data and Latin Squares: Application to Regression,” 1989
Proceedings of the American Statistical Association, Washington, DC:
American Statistical Association, p. 304-309. |
|
“Efficient
Estimation and Testing for Heteroscedasticity Without Auxiliary Variables,”
with A. Ullah, in T. J. Boardman (ed.), Computer Science and
Statistics: Proceedings of the 18th Symposium on the Interface,
Washington, DC: American Statistical Association, 1986, pp. 426-431. |
|
“Empirical
Rational Expectation Models,” with S. M. Pandit, 1984 Proceedings of
the American Statistical Association, Philadelphia, Pennsylvania,
Washington, DC: American Statistical Association, pp. 286-290. |
|
“Stable
and Low Public Utility Rates by Wiener-Hopf Optimization,” 1982
Proceedings of the Business and Economics Section, Washington, DC:
American Statistical Association, 1983, pp. 369-374. |
|
“Bell
System Scale Economies from a Randomly Varying Parameter Model,” with B. Raj,
1978 Proceedings of the Business and Economics Section,
Washington, DC: American Statistical Association, 1979, pp. 596-599. |
|
“Bounds
on the Bias in Ridge Regression Coefficients,” 1976 Proceedings of the
Business and Economics Section, Washington, DC: American Statistical
Association, 1977, pp. 628-634. |
|
“Ridge
Estimation of a Trans-Log Production Function,” 1974 Proceedings of the
Business and Economics Section, Washington, DC: American Statistical
Association, 1975, pp. 596-601. |
|
“Non-homogenous
Production Functions, Productivity Measures and Monetary Economics,” 1972
Proceedings of the Business and Economics Section, Washington, DC:
American Statistical Association, 1973, pp. 479-485. |
|
BOOKS AND CONTRIBUTIONS TO BOOKS |
|
“Hands-On Intermediate Econometrics Using R:
Templates for Learning Quantitative Methods and R software.” (2022) World Scientific Publishers:
Hackensack, NJ. Second Edition (https://www.worldscientific.com/worldscibooks/10.1142/12831) or (https://lnkd.in/dtkygBak). |
|
“Causality
Studies of Real GDP, Unemployment, and Leading Indicators” joint with John B Guerard, Jr.
ch. 24, in Handbook of Applied Investment Research, John B.
Guerard, Jr. and William T. Ziemba (Ed.s) World
Scientific Publishers, New York (2020) pp. 661-690. |
|
“Econometric Tools for Stress Testing Using Time Heterogeneity and Maximum Entropy” ch. 25 in Handbook of Applied Investment Research, John B. Guerard, Jr. and William T. Ziemba (Ed.s) World Scientific Publishers, New York (2020) pp. 691-724. |
|
Vinod, H. D. and Rao, C. R. (Eds.), 2020. Handbook of Statistics: Financial, Macro and Micro Econometrics
Using R Vol. 42. North Holland, Elsevier Science Publishers, New York. URL= https://www.sciencedirect.com/handbook/handbook-of-statistics/chapters-in-press |
|
Vinod, H. D. and Rao, C. R. (Eds.), 2019. Handbook of Statistics:
Conceptual Econometrics Using R. Vol. 41. North Holland, Elsevier
Science Publishers, New York. URL= https://www.sciencedirect.com/handbook/handbook-of-statistics/chapters-in-press |
|
“Encouraging private corporate investment in India. ”
joint with
Karun, H., Chakraborty, L. S. In: Vinod, H. D., Rao, C. R. (Eds.), Handbook of Statistics: Financial, Macro
and Micro Econometrics Using R. Vol. 42. North Holland, Elsevier, New
York, Ch. 5, pp. 155-183. 2020 URL https://doi.org/10.1016/bs.host.2019.01.003 |
|
Vinod, H. D., 2019. “New exogeneity
tests and causal paths.” In: Vinod, H.
D., Rao, C. R. (Eds.), Handbook of
Statistics: Conceptual Econometrics Using R. Vol. 41. North Holland, Elsevier, New York, Ch. 2, pp. 33-64, 2019 |
|
“Finite
Sample Inference for Unemployment-Inflation Tradeoff,” Chapter 3 in Unemployment:
Economic, Political and Social Aspects, editor: Tabitha Fletcher, New
York: Nova Science Publishers, 2016, pp. 41-59. doi: 10.13140/RG.2.2.26663.57768 |
|
“Matrix Algebra Topics in Statistics and Economics Using R,” Chapter 4 in Handbook of Statistics: Computational Statistics with R, Vol.32, co-editors: M. B. Rao and C.R. Rao. New York: North Holland, Elsevier Science Publishers, 2014, pp. 143-176. |
|
“Impact of Past Karma and Astrology
Chart on Hindu Economic Life,” Chapter 16 in Hrishikesh D. Vinod
(Ed.) The
Handbook of Hindu Economics and Business April 2013, https://www.createspace.com/4224711
and on Kindle
at: http://www.amazon.com/dp/B00CND7HWQ
Copyright: Hrishikesh Vinod, Tenafly, NJ 07670, pp.405-431 |
|
“Socioeconomic Importance of Animals
including Cows in Hinduism,”
Chapter 3 in Hrishikesh D. Vinod (Ed.) The Handbook of Hindu Economics and Business April 2013, https://www.createspace.com/4224711
and on Kindle
at: http://www.amazon.com/dp/B00CND7HWQ
Copyright: Hrishikesh Vinod, Tenafly, NJ 07670, pp.59-74 |
|
“The Handbook of Hindu Economics and Business,
” April 9, 2013,
https://www.createspace.com/4224711 and on Kindle at: http://www.amazon.com/dp/B00CND7HWQ
Copyright: Hrishikesh Vinod, Tenafly, NJ 07670 |
|
“Hands-On Matrix Algebra Using R: Active and
Motivated Learning with Applications.”
(2011) World Scientific Publishers: Hackensack, NJ. (http://www.worldscibooks.com/mathematics/7814.html) |
|
“Advances in Social Science Research
Using R, ” (2010) Springer, New York,
(http://www.springer.com/statistics/business%2C+economics+%26+finance/book/978-1-4419-1763-8)
(Editor: H. D.
Vinod) |
|
“Superior Estimation and Inference
Avoiding Heteroscedasticity and Flawed Pivots: R-example of Inflation Unemployment
Trade-Off” in H. D. Vinod (Ed.) Advances in Social Science Research
Using R, (2010) Springer, New York, Chapter 4, pp.39-63 |
|
“Combinatorial Fusion for Improving
Portfolio Performance” joint with D. F. Hsu and Y. Tian in H. D. Vinod (Ed.) Advances
in Social Science Research Using R, (2010) Springer, New York, Chapter
6, pp.95-105 |
|
“Ranking and Selection Among Mutual Funds” in N. Balakrishnan (Ed.) Methods and Applications of Statistics in Business, Finance and Management Sciences, John Wiley & Sons, Hoboken, New Jersey (2010), Chapter 39, pp. 493-507. |
|
“Hands-On Intermediate Econometrics Using R:
Templates for Extending Dozens of Practical Examples.” (2008) World Scientific Publishers:
Hackensack, NJ. (https://www.worldscientific.com/worldscibooks/10.1142/6895) |
|
“Fraud
and Corruption” in Governance, Risk, and Compliance Handbook Technology,Finance, Environmental, and International
Guidance and Best Practices Anthony
Tarantino (Ed.). New York: J. Wiley and
Sons, (2008), Ch. 9. pp. 121-131. |
|
Preparing for the Worst: Incorporating Downside Risk in Stock Market Investments. New York: J. Wiley and Sons, Monograph joint with Derrick Reagle (2005). |
|
“Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference,” in Aman Ullah, A. T. K. Wan and A. Chaturvedi (Editors) Handbook of Applied Econometrics New York: Marcel Dekker. 2002, Chapter 26: pp. 553-574. |
|
“A Double Sharpe Ratio” joint with M.R.Morey in Advances in Investment Analysis and Portfolio Management, Vol. 8, Lee, Cheng Few, (ed.), New York, 2001, JAI-Elsevier Science pp. 57–65. |
|
Vinod, H. D. and R. R. Geddes (2000) “Generalized Estimating Equations for Panel Data and Managerial Monitoring in Electric Utilities” in N. Balakrishnan (Ed.) Advances on Methodological and Applied Aspects of Probability and Statistics. Ch. 33, London: Gordon and Breach Science Publishers. pp. 597-617. |
|
“Confidence
Intervals and Hypothesis Testing for the Sharpe and Treynor Performance
Measures: A Bootstrap Approach,” in Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo and
A. S. Weigend (Ed.s) Computational Finance
1999 MIT Press, Cambridge Mass., 2000. Chapter 3, written jointly with Matthew R.
Morey, pages 25-39. |
|
“Using
Godambe-Durbin Estimating Functions In Econometrics,”
1996, in I. Basawa, V. P. Godambe and R. Taylor (Ed.s) Selected
Proceedings of the Symposium on Estimating Equations, IMS Lecture Notes-
Monographs Series Vol. 32, pp215-237. Download
postscript file. |
|
Handbook of Statistics: Econometrics, Vol.11, co-editors: G. S. Maddala and C.R. Rao. New York: North Holland, Elsevier Science Publishers, 1993. Chapter 4 on nonparametric regression is written jointly with Aman Ullah and starts on page 85. Chapter
23 has a survey of bootstrap methods and starts on page 629. |
|
Recent
Advances in Regression Methods, co-author: A. Ullah. New York: Marcel Dekker,
Inc., 1981. |
|
Economic
History of India,
Vol 17, in The Study of Indian History and Culture, co-editor:
S.D. Kulkarni. Bhishma, B-7,8, Shreepal Apts., Panch Pakhadi, Thane 400-602,
India, 1994. |
|
“Bootstrap
Methods: Applications in Econometrics,” in G.S. Maddala, C.R. Rao and H.D. Vinod (eds.), Handbook of Statistics:
Econometrics, Vol. 11. New York: North Holland, Elsevier, 1993,
Chapter 23, pp. 629-661. |
|
“General
Nonparametric Regression Estimation and Testing in Econometrics,” with A.
Ullah, in G. S. Maddala, C.R. Rao and H. D. Vinod (eds.), Handbook of
Statistics: Econometrics, Vol. 11. New York: North Holland, Elsevier,
1993, Chapter 4, pp. 85-116. |
|
“Reestimating
the Cost of Production in Fuzzy Technological Environment,” with P. Basu, in
Willis R. Greer, Jr. and D.A. Nussbaum (eds.), Cost Analysis and
Estimating Tools and Techniques. New York: Springer Verlag, 1990, pp.
3-29. |
|
“Estimation
of the Shape of the Demand Curve by Kernel Methods,” with J. McMillan and A.
Ullah, in B. Raj (ed.), Advances in Econometrics and Modelling.
New York: Kluwer Academic Publishers, 1989, pp. 85-92. |
|
“Random
Walk in Consumption: Maximum Likelihood and Nonparametrics,” in T.B. Fomby
and G.F. Rhodes, Jr. (eds.), Advances in Econometrics: Robust and
Nonparametric Statistical Inference, Vol. 7. Greenwich, Conn.: JAI
Press, 1988, pp. 291-309. |
|
“Flexible
Production Function Estimation by Nonparametric Kernel Estimators,” with A.
Ullah, in T.B. Fomby and G.F. Rhodes, Jr. (eds.), Advances in
Econometrics: Robust and Nonparametric Statistical Inference, Vol. 7.
Greenwich, Conn.: JAI Press, 1988, pp. 139-160. |
|
“Confidence
Intervals for Ridge Regression Parameters,” in I. B. MacNeill and G. J.
Umphrey (eds.), Time Series and Econometric Modelling. Boston:
D. Reidel Publishing, 1987, pp. 279-300. |
|
“A
Canonical Correlations Approach to State Vector Analysis of Capital
Appropriations and Expenditures,” with B. Hui, in O. D. Anderson (ed.), Time
Series Analysis and Practice 4. Amsterdam: North Holland, 1983, pp.
229-236. |
|
“Enduring
Regression Estimator,” in O. D. Anderson (ed.), Time Series Analysis:
Theory and Practice 4, Amsterdam: North Holland, 1982, pp. 397-416. |
|
“Poisson
Model for Measuring the Returns to Research and Development,” in O. D.
Anderson (ed.), Forecasting Public Utilities. Amsterdam: North
Holland, 1980, pp. 187-196. |
|
PUBLISHED REVIEWS and Electronic Journal Publications |
|
|
Vinod, Hrishikesh D, “R package practicalSigni Supplements Statistical Significance,” (Feb., 17, 2023). Available at SSRN: https://ssrn.com/abstract=4362817 |
|
|
Vinod, Hrishikesh D, “Regression Effect-Sizes for Practical Significance and p-hacking Solution,” (Sept., 26, 2022). Available at SSRN: https://ssrn.com/abstract=4217094 |
|
|
Vinod, Hrishikesh D, “Extraordinary Causes and Responses to the 2022 Inflation,” (June, 13, 2022). Available at SSRN: https://ssrn.com/abstract=4135700 |
|
|
Vinod, Hrishikesh D, “Greedflation from Causal Paths between Profits and Inflation,” (June, 11, 2022). Available at SSRN: https://ssrn.com/abstract=4134413 |
|
|
Vinod, Hrishikesh D, “Material Facts Obscured in Hansen's Modern Gauss-Markov Theorem,” (March 2, 2022). Available at SSRN: https://ssrn.com/abstract=4048369 revised as https://arxiv.org/pdf/2205.01238.pdf |
|
|
Vinod, Hrishikesh D, “R package generalCorr functions for portfolio choice,” (Nov, 11, 2021). Available at SSRN: https://ssrn.com/abstract=3961683 |
|
|
Vinod, Hrishikesh D, “Stochastic Dominance Without Tears,” (January 26, 2021). Available at SSRN: https://ssrn.com/abstract=3773309 |
|
|
Vinod, Hrishikesh D. and Fred Viole, “Nonlinear Granger Causal Paths, Dependence Measures and Canonical Correlations,” (Nov. 25, 2020). Available at SSRN: https://ssrn.com/abstract=3737870 |
|
|
Vinod, Hrishikesh D. and Fred Viole, “Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions: Supplemental Materials,” (Oct. 16, 2020). Available at SSRN: https://ssrn.com/abstract=3681436 |
|
|
Vinod, Hrishikesh D. and Fred Viole, “Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions,” (Oct. 15, 2020). Available at SSRN: https://ssrn.com/abstract=3681104 |
|
|
Vinod, Hrishikesh D. and Katherine Theiss, “New Pandemic Death Forecasts by State,” (Aug. 12, 2020). Available at SSRN: https://ssrn.com/abstract=3669990 |
|
|
Vinod, Hrishikesh D. and Katherine Theiss, “Bias-free Forecast-driven Guidelines for Opening Pandemic-ravaged Economies,” (July 28, 2020). Available at SSRN: https://ssrn.com/abstract=3659766 |
|
|
Vinod, Hrishikesh D. and Katherine Theiss, “Adjusted Bias-free Forecasts of Covid-19 Deaths for July 13 and July 20,” (July 23, 2020). Available at SSRN: https://ssrn.com/abstract=3649680 |
|
|
Vinod, Hrishikesh D. and Katherine Theiss, “Bias-corrected State-by-state Forecasts of COVID-19 Deaths,” (July 10, 2020). Available at SSRN: https://ssrn.com/abstract=3646527 |
|
|
Vinod, Hrishikesh D. and Katherine Theiss, “A Novel Solution to Biased Data in COVID-19 Incidence Studies,” (July 7, 2020). Available at SSRN: https://ssrn.com/abstract=3637682 |
|
|
Vinod, Hrishikesh D. and Fred Viole, “Arbitrary Spearman’s Rank Correlations in Maximum Entropy Bootstrap and Improved Monte Carlo Simulations,” (June 30, 2020). Available at SSRN: https://ssrn.com/abstract=3621614 |
|
|
Vinod, Hrishikesh D., “Block Versions of R functions in `generalCorr' for Generalized Correlations and Causal Paths,” (Nov. 2, 2019). Available at SSRN: https://ssrn.com/abstract=3478318 |
|
|
Vinod, Hrishikesh D., “New Exogeneity Tests and Causal Paths,” (June 30, 2018). Available at SSRN: https://ssrn.com/abstract=3206096 Jammu Keynote paper. |
|
|
Vinod, Hrishikesh D., “Can
Low Payroll Growth Cause Low Productivity Growth? ,”
(August 9, 2017). Available at SSRN: https://ssrn.com/abstract=3015965 |
|
|
Vinod,
Hrishikesh D. and Viole, Fred, “Clustering
and Curve Fitting by Line Segments,” (October 14, 2016). Available at SSRN:
https://ssrn.com/abstract=2861339 |
|
|
Vinod,
Hrishikesh D. and Viole, Fred, “New Nonparametric
Curve-Fitting Using Partitioning, Regression and Partial Derivative
Estimation,” (October 14, 2016). Available at SSRN: https://ssrn.com/abstract=2852570 |
|
|
Vinod,
Hrishikesh D., “Arbitrary
Spearman’s Rank Correlations in Maximum Entropy Bootstrap and Improved Monte
Carlo Simulations,”
(June 13, 2020). Available at SSRN: http://ssrn.com/abstract=2574891 |
|
|
Vinod,
Hrishikesh D., “Generalized Correlations and Instantaneous Causality for Data
Pairs Benchmark,”
(March 8, 2015). Available at SSRN: http://ssrn.com/abstract=2574891
|
|
|
Hrishikesh Vinod (with Lekha S.
Chakraborty and Honey Karun) “If Deficits Are Not the Culprit,
What Determines Indian Interest Rates?
An Evaluation Using the Maximum Entropy Bootstrap Method,” (July 2014)
Levi Economics Institute of Bard College Working Paper No. 811 http://www.levyinstitute.org/files/download.php?file=wp_811.pdf&pubid=2104 |
|
|
Vinod, Hrishikesh D., “Japan
Needs Single Entry Tax Cut,” (December 4, 2014). Available at SSRN: http://ssrn.com/abstract=2532074 |
|
|
Vinod, Hrishikesh D., “Theil's
BLUS Residuals and R Tools for Testing and Removing Autocorrelation and
Heteroscedasticity,” (March 21,
2014). Available at SSRN: http://ssrn.com/abstract=2412740 See also http://www.r-bloggers.com March 28 post by Tal Galili |
|
|
Vinod,
Hrishikesh D., “Generalized Correlation and Kernel
Causality with Applications in Development Economics,” (November 5, 2013). Available at SSRN: http://ssrn.com/abstract=2350592 |
|
|
“Maximum Entropy Bootstrap Simulations for Variance Estimation,” SSRN e Library http://ssrn.com/abstract=2295723 (July 18, 2013). |
|
|
“Maximum Entropy Bootstrap
Algorithm Enhancements,” SSRN e Library http://ssrn.com/abstract=2285041 (June 26, 2013) See also http://www.r-bloggers.com July 2, 2013 post
by Tal Galili |
|
|
“Unemployment Reduction Prowess
Under Bush versus Obama Years,” SSRN e Library http://ssrn.com/paper=2149316 (September 21,
2012) |
|
|
“Constructing Scenarios
of Time Heterogeneous Series for Stress Testing,” SSRN e Library http://ssrn.com/paper=1987879, (January 18,
2012) |
|
|
“Avoiding Japan-Style
Stagnation by Overcoming Bankers' DNA,” SSRN e Library (August 24, 2011). http://ssrn.com/abstract=1916361 |
|
|
Kumar, Krishna Telikicherla and Vinod, Hrishikesh D. and Deman, Suresh, Professor C.R. Rao’s Contributions to Econometrics (December 9, 2010). Available at SSRN: https://ssrn.com/abstract=1722743 or http://dx.doi.org/10.2139/ssrn.1722743 |
|
|
“New solution for Spurious Regression,” SSRN e Library (March 7, 2010) http://ssrn.com/abstract=1560074 |
|
|
“Financial Reform, Innovative Hedging and the Volcker Rule,” SSRN e Library (April 28, 2010).: http://ssrn.com/abstract= 1597450 |
|
|
“GMM and OLS Estimation and Inference for New Keynesian Phillips Curve,” (Feb. 27, 2010) SSRN e Library http://ssrn.com/abstract=1560622 |
|
|
“Monetized Government Spending Instead of Elimination of Toxic Assets Can Solve Current Economic Problems,” (March 12, 2009). SSRN e Library http://ssrn.com/paper=1357089 |
|
|
Vinod, Hrishikesh D. and Hsu, D. F. and Tian,
Y., Combining Multiple Criterion Systems for Improving Portfolio Performance (May
2008). Fordham University Department of Economics Discussion Paper No. 2008-07,
Available at SSRN: https://ssrn.com/abstract=1127879 or http://dx.doi.org/10.2139/ssrn.1127879 |
|
|
“Preventing Madoff-Style
Ponzi Enabled by Jewish Reputation, Incompetent Regulators and Auditors,” SSRN
e Library http://ssrn.com/abstract=1320069 (Dec. 26, 2008) among top 10 downloads at
Harvard Business School Working Paper Series in Jan 2009. |
|
|
“Updating United Nations To Maintain Upward Trajectory Of American Power And Influence,” May 9, 2003 http://ssrn.com/abstract=412821 |
|
|
“Divest
Investment Banking from Financial Institutions,” SSRN e Library (Aug. 23, 2002) http://ssrn.com/paper=323280 |
|
|
“Winners and Losers in Multiple Failures at Enron and Some Policy Changes,” SSRN e Library (April 9, 2002) One of top 10, http://ssrn.com/abstract=300542 |
|
|
“Review
of GAUSS for Windows Including its Numerical Accuracy,” in Journal of
Applied Econometrics, Vol. 15,
2000, 211-220. Download
related GAUSS software |
|
|
“Cluster
Analysis - A Survey,” by B.S. Duran and P.L. Odell, Journal of the
American Statistical Association, Vol. 71, March 1976, pp. 244-245. |
|
|
Lynn,
Robert, Pricing Policies and Marketing Management, American Economic
Review, Vol. 58, March 1968, pp. 281-282. |
|
|
“SORITEC
(Version 6.4),” Statistical Computing Section, American Statistician,
Vol. 43 (4), Nov. 1989, pp. 266-269. |
|
|
EXPERT TESTIMONY |
|
Testified as an expert witness in MCI vs. AT&T and
U.S. vs. AT&T on economics of scale and related issues concerning the
U.S. telecommunications industry. Testimony was based on several internal
AT&T research studies conducted by the author for antitrust litigation
and for the FCC Docket No. 20003. |
|
UNPUBLISHED ESSAYS AND DISCUSSION PAPERS |
|
Review of a Marathi musical called Begum Barve about
the plight of B-list actors during the British Raj in India. Updating Maharashtra Poem
in Light of Recent Statistics. |
|
“Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and
Pivots for Jointly Evolving Series” (September 17, 2008). Fordham
University Department of Economics Discussion Paper No. 2008-15, available
at: http://papers.ssrn.com/abstract=1269722 |
|
“Consumer Debt is 130% of
Income: Avoiding Budget
Constraint Orthodoxy,” (August 17, 2008). Fordham University
Department of Economics Discussion Paper No. 2008-13, available at:http://papers.ssrn.com/abstract=1269730 |
|
“Maximum Entropy Ensembles for Time Series in Econometrics and Finance,” Presented: at a conference in honor of Arnold Zellner, Recent Developments in the Theory, Method, and Application of Information and Entropy Econometrics (IEE), American University, Washington, DC., September 19-21, 2003. |
|
Olympics, A Khalifa Story And Globalization, a pdf file download |
|
“Open Economy And Financial Burden Of Corruption: Theory And Application To Asia” presented at the Ninth Annual Conference on Pacific Basin Finance, Sept. 2001. |
|
“Corruption: Measuring the Burden, Model Selection and the Internet” Economics Department, Fordham University, Feb. 23, 1999. Download a pdf file. VEGETARIANISM, HINDUISM AND FOOD HABITS OF CHILDREN, a version published in India Tribune, Nov. 22, 1998. . Download a pdf file. “Economics of Individualized Discomfort Punishment
Alternatives,” Economics Department, Fordham University, 1994. |
|
“Exact Moment for Autoregressive and Random Walk Models
for a Constant or Stationary Initial Value,” with L. R. Shenton, Economics
Department, Fordham University, 1993. |
|
“Regression Bootstrap Without Residuals for Studying Time
Series Data,” Economics Department, Fordham University, 1992. |
|
“Consumer Behavior and a Target Seeking Supply Side Model
for Income Determination,” Economics Department, Fordham University, 1992. |
|
“Semiparametric Compromise Kernel Regression for
Application in Econometrics,” with A. Ullah, Economics Department, Fordham
University, 1991. |
|
“State Space Rational Expectation Model for Energy Prices
and Consumption in the US,” Fordham University, November 1990. |
|
“Resampling Fuzzy Data and Latin Squares: Application to
Regression,” Discussion Paper ES187, Department of Econometrics, University
of Manchester, Manchester, UK, M13-9PL, July 1987. |
|
“Simple New Densities with Zero Low Order Moments,”
Discussion Paper ES188, Department of Econometrics, University of Manchester,
Manchester, UK, M13-9PL, July 1987. |
|
“Bell System Productivity Study, 1947-1970,” Economic
Analysis Section, AT&T, Chapter 10, 1971. |
|
“Econometric Estimation and Forecasting of Freight Demand,”
Parts I and II, Chapters 2 and 3 of Studies on the Demand for Freight
Transportation, Vol. I, Mathematica, 1968. |
Author: Hrishikesh (Rick) D. Vinod, PhD.
E-mail: vinod@fordham.edu
Site last modified: July 9, 2023.