Details about Melvin J. Hinich

This author is deceased (2010-09-06).

Access statistics for papers by Melvin J. Hinich.

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Short-id: phi67

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Working Papers

2020

1. A Second Order Cumulant Spectrum Test That a Stochastic Process is Strictly Stationary and a Step Toward a Test for Graph Signal Strict Stationarity
   Papers, arXiv.org

2012

2. A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS*
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
   Also in Econometrics, University Library of Munich, Germany (1997) View citations (18)
   See also Journal Article A single-blind controlled competition among tests for nonlinearity and chaos, Journal of Econometrics, Elsevier (1997) View citations (130) (1997)
   Chapter A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos, Contributions to Economic Analysis, Emerald Group Publishing Limited (2004) (2004)
3. The Exact Theoretical Rational Expectations Monetary Aggregate
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
   Also in Macroeconomics, University Library of Munich, Germany (2000) View citations (15)
   See also Chapter The Exact Theoretical Rational Expectations Monetary Aggregate, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2011) (2011)
   Journal Article THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE, Macroeconomic Dynamics, Cambridge University Press (2000) View citations (13) (2000)

2010

4. Episodic Nonlinearity in Leading Global Currencies
   DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (1)
   See also Journal Article Episodic Nonlinearity in Leading Global Currencies, Open Economies Review, Springer (2012) View citations (4) (2012)
5. Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices
   Discussion Papers Series, University of Queensland, School of Economics

2009

6. The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy
   MPRA Paper, University Library of Munich, Germany View citations (1)

2008

7. An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles
   Discussion Papers Series, University of Queensland, School of Economics View citations (1)
8. Are Daily and Weekly Load and Spot Price Dynamics in Australia's National Electricity Market Governed by Episodic Nonlinearity?
   Discussion Papers Series, University of Queensland, School of Economics View citations (1)
   See also Journal Article Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?, Energy Economics, Elsevier (2010) View citations (2) (2010)
9. Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of �Gibbs� Effect
   Discussion Papers Series, University of Queensland, School of Economics
10. Randomly Modulated Periodic Signals in Australias National Electricity Market
    Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia View citations (8)
    See also Journal Article Randomly Modulated Periodic Signals in Australias National Electricity Market, The Energy Journal, International Association for Energy Economics (2008) View citations (9) (2008)
11. The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market
    Discussion Papers Series, University of Queensland, School of Economics View citations (1)

2003

12. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
    Finance, University Library of Munich, Germany
13. 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, University of Reading View citations (4)

2001

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

1992

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

1981

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

1978

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

1976

18. 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 Equilibrium in spatial voting: The median voter result is an artifact, Journal of Economic Theory, Elsevier (1977) View citations (91) (1977)
19. 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
    See also Journal Article Some evidence on non-voting models in the spatial theory of electoral competition, Public Choice, Springer (1978) View citations (4) (1978)

Undated

20. A Frequency Domain Test of Time Reversibility
    Working Papers, East Carolina University, Department of Economics View citations (10)
    See also Journal Article FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY, Macroeconomic Dynamics, Cambridge University Press (1998) View citations (24) (1998)

Journal Articles

2014

1. Testing for non-linear and time irreversible probabilistic structure in high frequency financial time series data
   Journal of the Royal Statistical Society Series A, 2014, 177, (3), 643-659 View citations (1)

2013

2. Beyond the left–right cleavage: Exploring American political choice space
   Journal of Theoretical Politics, 2013, 25, (1), 75-104 View citations (1)

2012

3. Episodic Nonlinearity in Leading Global Currencies
   Open Economies Review, 2012, 23, (2), 337-357 View citations (4)
   See also Working Paper Episodic Nonlinearity in Leading Global Currencies, DUTH Research Papers in Economics (2010) View citations (1) (2010)

2011

4. Detecting and modeling nonlinearity in the gas furnace data
   Computational Statistics, 2011, 26, (1), 77-93

2010

5. An investigation of duration dependence in the American stock market cycle
   Journal of Applied Statistics, 2010, 37, (8), 1407-1416 View citations (5)
6. Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?
   Energy Economics, 2010, 32, (5), 1082-1091 View citations (2)
   See also Working Paper Are Daily and Weekly Load and Spot Price Dynamics in Australia's National Electricity Market Governed by Episodic Nonlinearity?, Discussion Papers Series (2008) View citations (1) (2008)
7. IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
   Macroeconomic Dynamics, 2010, 14, (S1), 88-110 View citations (1)
8. INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT
   Macroeconomic Dynamics, 2010, 14, (S1), 42-58 View citations (4)
9. INTRODUCTION TO THE SPECIAL ISSUE ON NONLINEAR TIME SERIES
   Macroeconomic Dynamics, 2010, 14, (S1), 1-2

2009

10. ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?
    Annals of Financial Economics (AFE), 2009, 05, (01), 1-20 View citations (4)
11. DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
    Macroeconomic Dynamics, 2009, 13, (4), 523-534
12. The Weak-form Efficiency of Chinese Stock Markets
    Journal of Emerging Market Finance, 2009, 8, (2), 133-163 View citations (13)

2008

13. Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (5), 527-544 View citations (30)
14. Randomly Modulated Periodic Signals in Australias National Electricity Market
    The Energy Journal, 2008, Volume 29, (Number 3), 105-130 View citations (9)
    See also Working Paper Randomly Modulated Periodic Signals in Australias National Electricity Market, Energy Economics and Management Group Working Papers (2008) View citations (8) (2008)
15. Randomly Modulated Periodic Signals in Australia’s National Electricity Market
    The Energy Journal, 2008, 29, (3), 105-130
16. Randomly modulated periodicity in the US stock market
    Chaos, Solitons & Fractals, 2008, 36, (3), 654-659
17. The Nonlinear Dynamics of Foreign Reserves and Currency Crises
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (4), 18 View citations (6)
18. Time series test of nonlinear convergence and transitional dynamics
    Economics Letters, 2008, 100, (3), 337-339 View citations (34)

2007

19. A Class Test for Fractional Integration
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (2), 24 View citations (5)
20. Episodic Nonlinear Event Detection in the Canadian Exchange Rate
    Journal of the American Statistical Association, 2007, 102, 68-74 View citations (16)
21. Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
    Energy Economics, 2007, 29, (1), 94-104 View citations (6)
22. GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America
    Applied Economics, 2007, 39, (19), 2529-2533 View citations (8)
23. Identification and Estimation of Structural-Change Models with Misclassification
    Economics Bulletin, 2007, 3, (36), 1-19
24. Nonlinear event detection in the Chilean stock market
    Applied Economics Letters, 2007, 14, (13), 987-991 View citations (10)

2006

25. Detecting intraday periodicities with application to high frequency exchange rates
    Journal of the Royal Statistical Society Series C, 2006, 55, (2), 241-259 View citations (4)
26. Episodic nonlinearity in Latin American stock market indices
    Applied Economics Letters, 2006, 13, (3), 195-199 View citations (21)
27. In memoriam: Otto “Toby” Davis, 1934–2006
    Public Choice, 2006, 128, (3), 357-359
28. Randomly Modulated Periodic Signals in Alberta's Electricity Market
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 15 View citations (1)
    See also Chapter Randomly Modulated Periodic Signals in Alberta's Electricity Market, World Scientific Book Chapters, 2007, 256-267 (2007) (2007)
29. Structural change in macroeconomic time series: A complex systems perspective
    Journal of Macroeconomics, 2006, 28, (1), 136-150 View citations (11)

2005

30. Cross-temporal universality of non-linear dependencies in Asian stock markets
    Economics Bulletin, 2005, 7, (1), 1-6 View citations (11)
31. Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (4), 15 View citations (7)
32. Non-linear Market Behavior: Events Detection in the Malaysian Stock Market
    Economics Bulletin, 2005, 7, (6), 1-5 View citations (5)
33. Statistical Inadequacy of GARCH Models for Asian Stock Markets
    Journal of Emerging Market Finance, 2005, 4, (3), 263-279 View citations (6)

2003

34. Predicting information flows in network traffic
    Journal of the American Society for Information Science and Technology, 2003, 54, (2), 161-168 View citations (2)
35. RISK WHEN SOME STATES ARE LOW-PROBABILITY EVENTS
    Macroeconomic Dynamics, 2003, 7, (4), 636-643

2001

36. Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting
    Journal of Forecasting, 2001, 20, (3), 181-96 View citations (10)
37. TESTING TIME-SERIES STATIONARITY AGAINST AN ALTERNATIVE WHOSE MEAN IS PERIODIC
    Macroeconomic Dynamics, 2001, 5, (3), 380-412 View citations (8)

2000

38. THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE
    Macroeconomic Dynamics, 2000, 4, (2), 197-221 View citations (13)
    See also Chapter The Exact Theoretical Rational Expectations Monetary Aggregate, World Scientific Book Chapters, 2011, 53-84 (2011) (2011)
    Working Paper The Exact Theoretical Rational Expectations Monetary Aggregate, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2012) (2012)

1999

39. An alternative approach to investigating lead-lag relationships between stock and stock index futures markets
    Applied Financial Economics, 1999, 9, (6), 605-613 View citations (7)
40. Cross-correlations and cross-bicorrelations in Sterling exchange rates
    Journal of Empirical Finance, 1999, 6, (4), 385-404 View citations (23)
41. SAMPLING DYNAMICAL SYSTEMS
    Macroeconomic Dynamics, 1999, 3, (4), 602-609 View citations (2)

1998

42. Empirical Studies in Comparative Politics
    Public Choice, 1998, 97, (3), 219-27 View citations (3)
43. Episodic nonstationarity in exchange rates
    Applied Economics Letters, 1998, 5, (11), 719-722 View citations (24)
44. FREQUENCY-DOMAIN TEST OF TIME REVERSIBILITY
    Macroeconomic Dynamics, 1998, 2, (1), 72-88 View citations (24)
    See also Working Paper A Frequency Domain Test of Time Reversibility, Working Papers View citations (10)
45. Ideology and the Construction of Nationality: The Canadian Elections of 1993
    Public Choice, 1998, 97, (3), 401-28 View citations (1)
46. Making Votes Count: Strategic Coordination in the World's Electoral Systems. By Gary Cox. Cambridge: Cambridge University Press, 1997. 340p. $59.95 cloth, $18.95 paper
    American Political Science Review, 1998, 92, (3), 727-728

1997

47. A single-blind controlled competition among tests for nonlinearity and chaos
    Journal of Econometrics, 1997, 82, (1), 157-192 View citations (130)
    See also Chapter A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos, Contributions to Economic Analysis, 2004, 581-615 (2004) (2004)
    Working Paper A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS*, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2012) (2012)

1995

48. 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 (48)
    See also Chapter Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size, Contributions to Economic Analysis, 2004, 529-548 (2004) (2004)

1994

49. A Test of the Predictive Dimensions Model in Spatial Voting Theory
    Public Choice, 1994, 78, (2), 155-69 View citations (5)

1992

50. A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION
    Journal of Time Series Analysis, 1992, 13, (3), 233-252 View citations (3)
51. A Spatial Theory of Ideology
    Journal of Theoretical Politics, 1992, 4, (1), 5-30 View citations (10)

1989

52. A general probabilistic spatial theory of elections
    Public Choice, 1989, 61, (2), 101-113 View citations (37)
53. Monitoring monetary aggregates under risk aversion
    Proceedings, 1989, 189-245 View citations (13)
    See also Chapter Monitoring Monetary Aggregates Under Risk Aversion, Contributions to Economic Analysis, 2000, 217-244 (2000) (2000)

1986

54. A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
    Journal of Time Series Analysis, 1986, 7, (3), 165-178 View citations (27)
55. Discussion of "The positive theory of legislative institutions"
    Public Choice, 1986, 50, (1), 179-183
56. 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 (16)
    See also Chapter The Regulatory Wedge Between the Demand-Side and Supply-Side Aggregation-Theoretic Monetary Aggregates, Contributions to Economic Analysis, 2000, 433-453 (2000) (2000)

1985

57. Evidence of Nonlinearity in Daily Stock Returns
    Journal of Business & Economic Statistics, 1985, 3, (1), 69-77 View citations (85)
58. 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 (4)
59. Probability bounds on downtimes
    Naval Research Logistics Quarterly, 1985, 32, (2), 329-335
60. Reply to Marsh's note
    Journal of Econometrics, 1985, 30, (1-2), 297-299

1984

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

1983

62. Voting One Issue at a Time: The Question of Voter Forecasts
    American Political Science Review, 1983, 77, (2), 435-445 View citations (14)

1982

63. Ideology, Issues, and the Spatial Theory of Elections
    American Political Science Review, 1982, 76, (3), 493-501 View citations (13)
64. TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
    Journal of Time Series Analysis, 1982, 3, (3), 169-176 View citations (97)

1981

65. Voting as an act of contribution
    Public Choice, 1981, 36, (1), 135-140 View citations (21)

1979

66. Some aspects of the political economy of election campaign contribution laws
    Public Choice, 1979, 34, (3), 435-461 View citations (5)

1978

67. Some evidence on non-voting models in the spatial theory of electoral competition
    Public Choice, 1978, 33, (2), 83-102 View citations (4)
    See also Working Paper Some Evidence on Non-Voting Models in the Spatial Theory of Electoral Competition, Working Papers (1976) (1976)

1977

68. Equilibrium in spatial voting: The median voter result is an artifact
    Journal of Economic Theory, 1977, 16, (2), 208-219 View citations (91)
    See also Working Paper Equilibrium in Spatial Voting: The Median Voter Result is an Artifact, Working Papers (1976) (1976)

1975

69. Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns
    Journal of Financial and Quantitative Analysis, 1975, 10, (4), 687-687 View citations (1)
70. 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 (34)

1974

71. Election Goals and Strategies: Equivalent and Nonequivalent Candidate Objectives*
    American Political Science Review, 1974, 68, (1), 135-152 View citations (22)

1972

72. Nonvoting and the existence of equilibrium under majority rule
    Journal of Economic Theory, 1972, 4, (2), 144-153 View citations (45)
73. Social Preference Orderings and Majority Rule
    Econometrica, 1972, 40, (1), 147-57 View citations (91)

1971

74. Social welfare and electoral competition in democratic societies
    Public Choice, 1971, 11, (1), 73-87 View citations (5)

1970

75. An Expository Development of a Mathematical Model of the Electoral Process*
    American Political Science Review, 1970, 64, (2), 426-448 View citations (101)
76. Detecting "Small" Mean Shifts in Time Series
    Management Science, 1970, 17, (3), 189-199 View citations (1)
77. Plurality Maximization vs Vote Maximization: A Spatial Analysis with Variable Participation*
    American Political Science Review, 1970, 64, (3), 772-791 View citations (22)

1969

78. Abstentions and equilibrium in the electoral process
    Public Choice, 1969, 7, (1), 81-106 View citations (22)

1968

79. On the power and importance of the mean preference in a mathematical model of democratic choice
    Public Choice, 1968, 5, (1), 59-72 View citations (13)

1966

80. Theory and Application of an Estimation Model for Time Series with Nonstationary Means
    Management Science, 1966, 12, (9), 648-658 View citations (1)

Books

1984

1. The Spatial Theory of Voting
   Cambridge Books, Cambridge University Press View citations (225)

Edited books

1993

1. Political Economy: Institutions, Competition and Representation
   Cambridge Books, Cambridge University Press View citations (156)
2. Political Economy: Institutions, Competition and Representation
   Cambridge Books, Cambridge University Press View citations (110)

Chapters

2011

1. The Exact Theoretical Rational Expectations Monetary Aggregate
   Chapter 2 in Financial Aggregation And Index Number Theory, 2011, pp 53-84
   See also Working Paper The Exact Theoretical Rational Expectations Monetary Aggregate, University of Kansas, Department of Economics (2012) (2012)
   Journal Article THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE, Cambridge University Press (2000) View citations (13) (2000)

2008

2. Mancur Lloyd Olson (1932–1998)
   Springer
3. Spatial Theory
   Springer

2007

4. A Spatial Theory Approach to the Study of Political Spaces
   A chapter in Topics in Analytical Political Economy, 2007, pp 105-115
5. Proximity versus Directional Models of Voting: Different Concepts but One Theory
   A chapter in Topics in Analytical Political Economy, 2007, pp 117-138 View citations (1)
6. Randomly Modulated Periodic Signals in Alberta's Electricity Market
   Chapter 19 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 256-267
   See also Journal Article Randomly Modulated Periodic Signals in Alberta's Electricity Market, De Gruyter (2006) View citations (1) (2006)

2004

7. A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos
   A chapter in Functional Structure and Approximation in Econometrics, 2004, pp 581-615
   See also Journal Article A single-blind controlled competition among tests for nonlinearity and chaos, Elsevier (1997) View citations (130) (1997)
   Working Paper A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS*, University of Kansas, Department of Economics (2012) (2012)
8. Has Chaos been Discovered with Economic Data?
   A chapter in Functional Structure and Approximation in Econometrics, 2004, pp 569-579
9. Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size
   A chapter in Functional Structure and Approximation in Econometrics, 2004, pp 529-548
   See also Journal Article Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size, Elsevier (1995) View citations (48) (1995)

2000

10. Monitoring Monetary Aggregates Under Risk Aversion
    A chapter in The Theory of Monetary Aggregation, 2000, pp 217-244
    See also Journal Article Monitoring monetary aggregates under risk aversion, Federal Reserve Bank of St. Louis (1989) View citations (13) (1989)
11. The Regulatory Wedge Between the Demand-Side and Supply-Side Aggregation-Theoretic Monetary Aggregates
    A chapter in The Theory of Monetary Aggregation, 2000, pp 433-453
    See also Journal Article The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates, Elsevier (1986) View citations (16) (1986)