Details about Melvin J. Hinich

Access statistics for papers by Melvin J. Hinich.

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Short-id: phi67

Working Papers

2003

1. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
   Finance, EconWPA
2. Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University

2001

3. A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
   ICMA Centre Discussion Papers in Finance, Henley Business School, Reading University

1997

4. A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos
   Econometrics, EconWPA View citations
   See also Journal Article in Journal of Econometrics (1997)

1992

5. Estimating linear filters with errors in variables using the Hilbert transform
   Staff Report, Federal Reserve Bank of Minneapolis

1981

6. A method for estimating distributed lags when observations are randomly missing
   Staff Report, Federal Reserve Bank of Minneapolis

1978

7. A Spatial Model of Leftist Ideological Shifts in Arab Politics
   Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

1976

8. Equilibrium in Spatial Voting: The Median Voter Result is an Artifact
   Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
   See also Journal Article in Journal of Economic Theory (1977)
9. Some Evidence on Non-Voting Models in the Spatial Theory of Electoral Competition
   Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences

Undated

10. A Frequency Domain Test of Time Reversibility
    Working Papers, East Carolina University, Department of Economics View citations
11. The Exact Theoretical Rational Expectations Monetary Aggregate
    Macroeconomics, EconWPA View citations

Journal Articles

2007

1. Episodic Nonlinear Event Detection in the Canadian Exchange Rate
   Journal of the American Statistical Association, 2007, 102, 68-74 View citations
2. Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
   Energy Economics, 2007, 29, (1), 94-104
3. GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America
   Applied Economics, 2007, 39, (19), 2529-2533 View citations
4. Identification and Estimation of Structural-Change Models with Misclassification
   Economics Bulletin, 2007, 3, (36), 1-19
5. Nonlinear event detection in the Chilean stock market
   Applied Economics Letters, 2007, 14, (13), 987-991

2006

6. Detecting intraday periodicities with application to high frequency exchange rates
   Journal Of The Royal Statistical Society Series C, 2006, 55, (2), 241-259
7. In memoriam: Otto “Toby” Davis, 1934–2006
   Public Choice, 2006, 128, (3), 357-359
8. Structural change in macroeconomic time series: A complex systems perspective
   Journal of Macroeconomics, 2006, 28, (1), 136-150 View citations

2005

9. Cross-temporal universality of non-linear dependencies in Asian stock markets
   Economics Bulletin, 2005, 7, (1), 1-6 View citations
10. Non-linear Market Behavior: Events Detection in the Malaysian Stock Market
    Economics Bulletin, 2005, 7, (6), 1-5 View citations

2001

11. Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting
    Journal of Forecasting, 2001, 20, (3), 181-96

1999

12. An Alternative Approach to Investigating Lead-Lag Relationships between Stock and Stock Index Futures Markets
    Applied Financial Economics, 1999, 9, (6), 605-13 View citations
13. Cross-correlations and cross-bicorrelations in Sterling exchange rates
    Journal of Empirical Finance, 1999, 6, (4), 385-404 View citations

1998

14. Empirical Studies in Comparative Politics
    Public Choice, 1998, 97, (3), 219-27
15. Episodic Nonstationarity in Exchange Rates
    Applied Economics Letters, 1998, 5, (11), 719-22 View citations
16. Ideology and the Construction of Nationality: The Canadian Elections of 1993
    Public Choice, 1998, 97, (3), 401-28

1997

17. A single-blind controlled competition among tests for nonlinearity and chaos
    Journal of Econometrics, 1997, 82, (1), 157-192 View citations
    See also Working Paper (1997)

1995

18. Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size
    Journal of Economic Behavior & Organization, 1995, 27, (2), 301-320 View citations

1994

19. A Test of the Predictive Dimensions Model in Spatial Voting Theory
    Public Choice, 1994, 78, (2), 155-69 View citations

1989

20. Monitoring monetary aggregates under risk aversion
    Proceedings, 1989, 189-245 View citations

1986

21. The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates
    Journal of Econometrics, 1986, 33, (1-2), 165-185 View citations

1985

22. Evidence of Nonlinearity in Daily Stock Returns
    Journal of Business & Economic Statistics, 1985, 3, (1), 69-77 View citations
23. Identification of the coefficients in a non-linear: time series of the quadratic type
    Journal of Econometrics, 1985, 30, (1-2), 269-288 View citations
24. Reply to Marsh's note
    Journal of Econometrics, 1985, 30, (1-2), 297-299

1984

25. Necessary and sufficient conditions for single-peakedness in public economic models
    Journal of Public Economics, 1984, 25, (1-2), 161-179 View citations

1977

26. Equilibrium in spatial voting: The median voter result is an artifact
    Journal of Economic Theory, 1977, 16, (2), 208-219 View citations
    See also Working Paper (1976)

1975

27. Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
    Journal of Econometrics, 1975, 3, (3), 297-318 View citations

1972

28. Nonvoting and the existence of equilibrium under majority rule
    Journal of Economic Theory, 1972, 4, (2), 144-153 View citations
29. Social Preference Orderings and Majority Rule
    Econometrica, 1972, 40, (1), 147-57 View citations