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Details about Melvin J. Hinich
Access statistics for papers by Melvin J. Hinich.
Last updated 2008-09-20. Update your information in the RePEc Author Service.
Short-id: phi67
Jump to Journal Articles
Working Papers
2003
- GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
Finance, EconWPA
- 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
- 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
- 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
- Estimating linear filters with errors in variables using the Hilbert transform
Staff Report, Federal Reserve Bank of Minneapolis
1981
- A method for estimating distributed lags when observations are randomly missing
Staff Report, Federal Reserve Bank of Minneapolis
1978
- A Spatial Model of Leftist Ideological Shifts in Arab Politics
Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences
1976
- 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)
- 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
- A Frequency Domain Test of Time Reversibility
Working Papers, East Carolina University, Department of Economics View citations
- The Exact Theoretical Rational Expectations Monetary Aggregate
Macroeconomics, EconWPA View citations
Journal Articles
2007
- Episodic Nonlinear Event Detection in the Canadian Exchange Rate
Journal of the American Statistical Association, 2007, 102, 68-74 View citations
- Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
Energy Economics, 2007, 29, (1), 94-104
- GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America
Applied Economics, 2007, 39, (19), 2529-2533 View citations
- Identification and Estimation of Structural-Change Models with Misclassification
Economics Bulletin, 2007, 3, (36), 1-19
- Nonlinear event detection in the Chilean stock market
Applied Economics Letters, 2007, 14, (13), 987-991
2006
- Detecting intraday periodicities with application to high frequency exchange rates
Journal Of The Royal Statistical Society Series C, 2006, 55, (2), 241-259
- In memoriam: Otto “Toby” Davis, 1934–2006
Public Choice, 2006, 128, (3), 357-359
- Structural change in macroeconomic time series: A complex systems perspective
Journal of Macroeconomics, 2006, 28, (1), 136-150 View citations
2005
- Cross-temporal universality of non-linear dependencies in Asian stock markets
Economics Bulletin, 2005, 7, (1), 1-6 View citations
- Non-linear Market Behavior: Events Detection in the Malaysian Stock Market
Economics Bulletin, 2005, 7, (6), 1-5 View citations
2001
- Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting
Journal of Forecasting, 2001, 20, (3), 181-96
1999
- 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
- Cross-correlations and cross-bicorrelations in Sterling exchange rates
Journal of Empirical Finance, 1999, 6, (4), 385-404 View citations
1998
- Empirical Studies in Comparative Politics
Public Choice, 1998, 97, (3), 219-27
- Episodic Nonstationarity in Exchange Rates
Applied Economics Letters, 1998, 5, (11), 719-22 View citations
- Ideology and the Construction of Nationality: The Canadian Elections of 1993
Public Choice, 1998, 97, (3), 401-28
1997
- 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
- 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
- A Test of the Predictive Dimensions Model in Spatial Voting Theory
Public Choice, 1994, 78, (2), 155-69 View citations
1989
- Monitoring monetary aggregates under risk aversion
Proceedings, 1989, 189-245 View citations
1986
- 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
- Evidence of Nonlinearity in Daily Stock Returns
Journal of Business & Economic Statistics, 1985, 3, (1), 69-77 View citations
- 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
- Reply to Marsh's note
Journal of Econometrics, 1985, 30, (1-2), 297-299
1984
- Necessary and sufficient conditions for single-peakedness in public economic models
Journal of Public Economics, 1984, 25, (1-2), 161-179 View citations
1977
- 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
- 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
- Nonvoting and the existence of equilibrium under majority rule
Journal of Economic Theory, 1972, 4, (2), 144-153 View citations
- Social Preference Orderings and Majority Rule
Econometrica, 1972, 40, (1), 147-57 View citations
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