HRISHIKESH (RICK) D. VINOD, PhD
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Director: Institute for Ethics and Economic Policy |
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Phone: 718-817-4065, Fax: 718-817-3518 |
Copyright H. D. Vinod.
My own Photo in
.jpg format (fast, 50K)
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EDUCATION |
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PhD |
HARVARD UNIVERSITY |
Economics |
1966 |
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Doctoral Dissertation: Variable Returns
to Scale and Non-linearization of the Leontief Input-Output System |
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MA |
DELHI UNIVERSITY |
Economics and Statistics |
1961 |
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B.Com. |
POONA UNIVERSITY |
Business Economics and Law |
1959 |
TEACHING EXPERIENCE
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1982-Present |
FORDHAM UNIVERSITY, |
Professor of Economics |
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Summer 1987 |
MANCHESTER UNIVERSITY, |
Visiting Professor, |
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Fall 1986 |
UNIVERSITY OF WESTERN ONTARIO, London, Ontario, Canada |
Visiting Professor of Economics |
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Summer 1966 |
UNIVERSITY OF IOWA, |
Assistant Professor |
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1965-1966 |
CALIFORNIA STATE UNIVERSITY AT FULLERTON, Fullerton, CA |
Assistant Professor |
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1963-1965 |
HARVARD UNIVERSITY, Cambridge, MA |
Teaching Fellow |
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BUSINESS EXPERIENCE |
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1980-1982 |
BELL TELEPHONE LABORATORIES, |
Member of Technical Staff |
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1977-1980 |
AT&T, |
Supervisor - Economic Analysis |
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1969-1977 |
BELL TELEPHONE LABORATORIES, |
Member of Technical Staff |
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1966-1979 |
MATHEMATICA INC., |
Staff Econometrician |
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HONORS AND AWARDS
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President: Society of Indian Academics in America
(SIAA) |
2014 |
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Medal: 2000 Outstanding Scholars of the 21st
Century, Biographical Centre, Cambridge, UK |
2002 |
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Fellow: International
Institute of Public Ethics, Nathan, Queensland, Australia. |
2001 |
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Director: Institute of Ethics and Economic Policy |
1999 |
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Outstanding Social Service Award, Maharashtra
Foundation |
1998 |
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Journal of Econometrics Fellow |
Jan. 6, 1996 |
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Elected to join the New York Academy of Sciences |
1995 |
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I.B.M. Fellow, University Fellowship and Research
Fellowship |
1962-1969 |
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Delhi School of Economics Merit Scholarship |
1961 |
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Kirloskar Scholarship and Kamat Prize |
1959 |
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OFFICES HELD |
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Vice President, Society of Indian Academics in America (SIAA) |
2008 |
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Vice President, Indian Econometric Society |
1990 |
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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
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“Generalized
Correlation and Kernel Causality with Applications in Development Economics”
in Communications in Statistics - Simulation
and Computation (accepted for publication Nov. 10, 2015) DOI
link: http://dx.doi.org/10.1080/03610918.2015.1122048 |
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“New bootstrap inference for spurious regression
problems,” Journal of Applied Statistics, 2015, pp. 1-19, vol. 42 DOI: 10.1080/02664763.2015.1049939 |
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“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 |
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“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. |
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“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. |
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“Divestiture Remedy for Preventing Madoff-style Ponzi,” January 2009 in Management Online REview, www.morexpertise.com |
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“Hands-on Optimization
Using the R-Software,” Optimization: Journal of Research in Management July-Dec.
2008, Vol. 1(2), pp. 61-65. |
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“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 |
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“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. |
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“Human Capital and
Economic Growth: Evidence from Developing Countries,” joint with S. K.
Kaushik. the American Economist L1
(1), 2007, 29-39. |
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“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. |
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“Maximum entropy
ensembles for time series inference in economics,” Journal
of Asian Economics, 17(6), December 2006, 955-978. |
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“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. |
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“Should Asians demand both entrepreneurship and human rights?”
Journal of Asian Economics, 17(1),
Feb. 2006, 14-28. |
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“Introduction to the symposium: The link between
entrepreneurship and human rights,” Journal of Asian Economics,
17(1), Feb. 2006, 1-4. |
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“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. |
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“Skew Densities and Ensemble
Inference for Financial Economics,” Mathematica Journal, Vol. 9 (4),
2005, pp. 852-862. (www.mathematica-journal.com) |
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“Conflict of Interest
Economics and Investment Analyst Biases,” Brooklyn Law Review,
Vol. 70, No. 1, Fall 2004, pp 53-88. |
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“Asymmetric
Complementarity and Dynamic Optimization in Pharmaceuticals,” joint with P.M.
Rao, Journal of Quantitative Economics New Series 2(2), 2004, pp.
149-160. |
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“Ranking Mutual Funds
Using Unconventional Utility Theory and Stochastic Dominance,” Journal
of Empirical Finance Vol. 11(3) 2004, pp. 353-377. |
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“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. |
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“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. |
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“Market failure and economics of charity” Indian Journal of Economics and Business Vol. 2 (2), (2003), pp.149-157. |
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“Review of MathStatica (v.1): An Add-on to Mathematica,” Journal of Applied Econometrics 18, (2003) pp 485-491. |
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“Comments:
Econometrics and Software” joint with B. D. McCullough, Journal of
Economic Perspectives, 17 (1) (winter 2003), pp. 223-224. |
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“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. |
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“Inference
for Negativist Theory Using Numerically Computed Rejection Regions,” joint
with Derrick Reagle in Computational Statistics & Data Analysis.
Vol. 42 (2003), 491-512. |
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“Open
Economy And Financial Burden Of Corruption: Theory And Application To Asia,” Journal of Asian Economics Vol.
13 (2003), pp. 873-890. |
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“A
Looser Cointegration Concept Using Fractional Integration Parameters and
Quantification of Market Responsiveness,” Journal of Statistical
Planning and Inference, Vol. 100, (2002), 399-410. |
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“Board
Composition, CEO Tenure and Deregulation,” joint with R. Geddes in Journal of Regulatory Economics, Volume 21 Number 2 , 2002, 217-235. |
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“Estimation Risk in Morningstar Fund Ratings,” joint with M. Morey in Journal of Investing Vol. 11 (4), 2002, 67-75. |
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“Non-expected utility, stochastic dominance and new summary measures for risk,” Journal of Quantitative Economics 17 (1) Jan 2001, pp.1-24. |
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“Care and Feeding of Reproducible Econometrics,” Journal of Econometrics (2001) Vol. 100, pp.87-88. |
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“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. |
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“Foundations of
Multivariate Inference Using Modern Computers” in North Holland Elsevier
Journal Linear Algebra and Its
Applications. Vol. 321, (2000) 365-385. |
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“Statistical Analysis of Corruption Data and Using the Internet to Reduce Corruption,” Journal of Asian Economics Vol. 10 (1999), 591-603. |
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“Review of GAUSS for Windows Including its Numerical
Accuracy,” in Journal of Applied Econometrics, Vol. 15, 2000, 211-220. Download related GAUSS
software |
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“The Numerical Reliability of Econometric Software,” joint
with B. D. McCullough, Journal of Economic Literature,
Vol. 37, 1999, 633-665. |
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“Foundations of Statistical Inference Based on Numerical
Roots of Robust Pivot Functions (Fellow’s Corner),” Journal
of Econometrics, Vol.86, 1998, 387-396. Download |
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“Implementing the Double Bootstrap,” joint with B. D.
McCullough in Computational Economics, Vol. 12 (1), 79-95, 1998. |
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“CEO Age and Outside Directors: A Hazard Analysis,” joint
with R. R. Geddes in Review of Industrial Organization, Vol.
12, 1997, 767-780. |
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“Comments on Bootstrapping Time Series Data,” Econometric
Reviews, 15(2), 1996, 183-190. |
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“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. |
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“Empirically Feasible Solutions and Explicit Dynamics for Rational Expectation Models,” Journal of Statistical Planning and Inference, Vol. 49, 1996, pp. 203-222. |
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“A Note on Convergence when the Root is Greater than
Unity” joint with B. D. McCullough, Journal of Quantitative Economics,
11, 1995, 251-256. |
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“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. |
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“Forecasting Consumption, Income and Real Interest Rate
from Alternative State Space Models,” with Parantap Basu, International
Journal of Forecasting, Vol. 11, 1995, 217-231. |
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“Double Bootstrap for Shrinkage Estimators,” Journal
of Econometrics Vol. 68(2) 1995, pp. 287-302. |
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“Estimating Cointegrating Parameters: An Application of
the Double Bootstrap,” with B. McCullough, Journal of Statistical
Planning and Inference, Vol. 43, 1995, 147-156. |
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“Bootstrapping Demand and Supply Elasticities: The Indian
Case,” with B.D. McCullough, Journal of Asian Economics, 5 (3),
Sept. 1994, pp. 367-379. |
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“Implementing the Single Bootstrap: Some Computational
Considerations,” with B.D. McCullough, Computational Economics,
Vol. 6, 1993, pp. 1-15. |
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“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. |
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“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. |
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“Bootstrapping Demand and Supply Elasticities: The Indian
Case,” with B. D. McCullough, Journal of Asian Economics, 5
(3), Sept. 1994, pp. 367-379. |
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“Sensitivity Analysis of Applied General Equilibrium
Models,” with Glenn Harrison, Review of Economics and Statistics,
Vol. 75, 1992, pp. 357-362. |
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“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. |
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“Regulatory Economics: Dynamic Optimization and Control
Under Multiple Objectives,” Journal of Quantitative Economics,
Vol. 6, July 1990, pp. 245-269. |
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“Kernel Estimation for Disequilibrium Models for
Floorspace Efficiency in Retailing,” Journal of Productivity Analysis 1,
1989, pp. 79-84. |
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“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. |
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“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. |
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“New Techniques for Estimation of Rational Expectation
Models and Volcker Deflation,” Empirical Economics, Vol. 12
(3), 1987, pp. 157-174. |
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“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. |
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“European Research on Measuring Income Inequality:
Letter,” Journal of Business and Economic Statistics, Vol. 4,
Jan. 1986, p. 143. |
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“Nonparametric Kernel Estimation of Econometric
Parameters,” with A. Ullah, Journal of Quantitative Economics,
Vol. 4 (1), Jan. 1988, pp. 81-87. |
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“Reply” to a “Comment on Measurement of Economic
Distance,” Journal of Business and Economic Statistics, Vol. 3,
Oct. 1985, pp. 408-409. |
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“Exact Maximum Likelihood Regression Estimation with ARMA
(n,n-l) Errors,” Economics Letters, Vol.
17, 1985, pp. 355-358. |
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“Measurement of Economic Distance Between Blacks and
Whites,” Journal of Business and Economic Statistics, Vol. 3,
Jan. 1985, pp. 78-88. |
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“Improvement Ranges for Shrinkage Estimators with
Stochastic Target,” with A. Ullah, Communications in Statistics,
Vol. 13, No. 2, 1984, pp. 207-215. |
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“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. |
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“Distribution of a Generalized t Ratio for Biased
Estimators,” Economics Letters, Vol. 14, 1984, pp. 43-52. |
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“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. |
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“Bell System Scale Economies Estimated from Random
Coefficients Model,” with B. Raj, Journal of Economics and Business,
Vol. 34, 1982, pp. 247-252. |
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“Maximum Entropy Measurement Error Estimates of Singular
Covariance Matrices,” Journal of Econometrics, Vol. 20, 1982,
pp. 163-174. |
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“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. |
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“Economies of Scale in Telecommunications: Further Reply,”
with E.F. Sudit and D. Eldor, Applied Economics, Vol. 13, June
1981, pp. 255-256. |
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“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. |
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“Improved Stein-Rule Estimator for Regression Problems,” Journal
of Econometrics, Vol. 12, 1980, pp. 143-150. |
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“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. |
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“Comments on Index of Stability of Relative Magnitudes,” Technometrics,
Vol. 21, Feb. 1979, p. 138. |
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“A Model of Sales
Response to Advertising Interactions,” with H.S. Jagpal
and E.F. Sudit, Journal of Advertising Research, Vol. 19, No.
3, June 1979, pp. 41-47. |
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“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. |
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“Telecommunications, CES Production Function: A Reply,”
with D. Eldor and E.F. Sudit, Applied Economics, Vol. 11, 1979,
pp. 133-138. |
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“Equivariance of Ridge Estimators Through Standardization,
A Note,” Communications in Statistics, Volume A 7(12), 1978,
pp. 1159-1167. |
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“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. |
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“A Ridge Estimator Whose MSE Dominates OLS,” International
Economic Review, Vol. 19, October 1978, pp. 727-737. |
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“Letter to the Editor,” Technometrics, Vol.
18, November 1976, p. 504. |
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“Simulation and Extension of a Minimum MSE Estimator in
Comparison with Stein’s,” Technometrics, Vol. 18, November
1976, pp. 491-496. |
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“Effects of ARMA Errors on the Significance Tests for
Regression Coefficients,” Journal of the American Statistical
Association, Vol. 71, December 1976, pp. 929-933. |
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“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. |
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“Canonical Ridge and Econometrics of
Joint Production,” Journal of Econometrics, Vol. 4, June 1976,
pp. 147-166.(Download
pdf file) back TO quick search |
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“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. |
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“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. |
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“Inter-regional Comparison of Production Structures,” Journal
of Regional Science, Vol. 13 (2), 1973, pp. 261-267. |
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“A Generalization of the Durbin-Watson Statistic for
Higher Order Autoregressive Process,” Communications in Statistics,
Vol. 2 (2), 1973, pp. 115-144. |
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“Non-homogeneous Production Functions and Applications to
Telecommunications,” Bell Journal of Economics and Management Science,
Vol. 3, Autumn 1972, pp. 531-543. |
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“Econometrics of Joint Production A Reply,” Econometrica,
Vol. 37, October 1969, pp. 739-740. |
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“An Inventory Theoretic Model of Freight Transport
Demand,” with William Baumol, Management Science, Vol. 16,
March 1970, pp. 413-421. |
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“Integer Programming and the Theory of Grouping,” Journal
of the American Statistical Association, Vol. 64, June 1969, pp.
506-519. |
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“Toward More Realistic Surrogate Surrealism,” Indian
Economic Journal, Vol. 15, April-June 1968, pp. 606-614. |
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“Econometrics of Joint Production,” Econometrica,
Vol. 36, April 1968, pp. 322-336. |
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“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. |
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PUBLISHED PROCEEDINGS |
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"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. |
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"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 |
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“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. |
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“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. |
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“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, |
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“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) TO quick search
“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. |
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“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 |
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“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. |
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“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. |
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“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. |
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“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. |
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“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. |
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“Resampling Fuzzy Data and Latin Squares: Application to
Regression,” 1989 Proceedings of the American Statistical Association,
Washington, DC: American Statistical Association, p. 304-309. |
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“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. |
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“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. |
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“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. |
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“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. |
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“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. |
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“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. |
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“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. |
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BOOKS AND CONTRIBUTIONS TO BOOKS |
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“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. |
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“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 |
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“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 |
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“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 |
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“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) |
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“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) |
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“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 |
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“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 |
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“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. |
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“Hands-On Intermediate Econometrics Using R: Templates for Extending
Dozens of Practical Examples.” (2008)
World Scientific Publishers: Hackensack, NJ. (http://www.worldscibooks.com/economics/6895.html) |
|
“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. |
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Preparing for the Worst: Incorporating Downside Risk in Stock Market Investments. New York: J. Wiley and Sons, Monograph joint with Derrick Reagle (2005). |
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“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. |
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“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. |
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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. |
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“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. |
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PUBLISHED REVIEWS and Electronic Journal Publications |
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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). |
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“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 |
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“New solution for Spurious Regression,” SSRN e Library (March 7, 2010) http://ssrn.com/abstract=1560074 |
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“Financial Reform, Innovative Hedging and the Volcker Rule,” SSRN e Library (April 28, 2010).: http://ssrn.com/abstract= 1597450 |
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“GMM and OLS Estimation and Inference for New Keynesian Phillips Curve,” (Feb. 27, 2010) SSRN e Library http://ssrn.com/abstract=1560622 |
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“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 |
|
“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 |
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“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. |
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“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. TO quick search VEGETARIANISM, HINDUISM AND FOOD HABITS OF CHILDREN, a version published in India Tribune, Nov. 22, 1998. Download a pdf file. TO quick search “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. |
|
OTHER SCHOLARLY ACTIVITIES |
|
Discussant, chairman and “invited speaker” at various
academic meetings in the U.S., Europe and Asia. Served as an external
examiner for Ph.D. candidates in various universities, including City
University of New York, University of Western Ontario, Australian National
University, etc. |
Links to Classroom Material for Graduate
Students, Material for Undergraduates
For proper reading of the mathematical formulas in very few of my downloadable (.pdf) files it is necessary to download this zip file: special EXP software Fonts Simply Unzip to C:\windows\fonts [Hint: For example, click on “My Computer”, go to C:\WINDOWS\FONTS Directory and copy the unzipped file in that directory].
Free Software Tools by Vinod in GAUSS language and some math-typing tricks in MS-Word.
No guarantees!
FORDHAM
Authors: Hrishikesh (Rick) D. Vinod, PhD.
E-mail: vinod@fordham.edu
and Craig W. Pilant. Site last modified: January 4, 2016.
©1998 Fordham University. All rights reserved.
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