Details about B D McCullough

This author is deceased (2020-09-21).

Access statistics for papers by B D McCullough.

Last updated 2023-12-26. Update your information in the RePEc Author Service.

Short-id: pmc128

Working Papers

2005

1. The role of data & program code archives in the future of economic research
   Working Papers, Federal Reserve Bank of St. Louis View citations (12)

2001

2. Diagnosing Failure: When is an Estimation Problem Too Large for a PC?
   Computing in Economics and Finance 2001, Society for Computational Economics View citations (2)
3. The Market for Television Advertising: Model and Evidence
   Review of Marketing Science Working Papers, Berkeley Electronic Press View citations (1)

1999

4. Wilkinson's Tests and Econometric Software
   Computing in Economics and Finance 1999, Society for Computational Economics View citations (3)

Journal Articles

2019

1. On The Accuracy of GARCH Estimation in R Packages
   Econometric Research in Finance, 2019, 4, (2), 133-156 View citations (1)

2018

2. Quis custodiet ipsos custodes? Despite evidence to the contrary, the American Economic Review concluded that all was well with its archive
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2018, 12, 1-13 View citations (4)

2017

3. Inaccurate regression coefficients in Microsoft Excel 2003: an investigation of Volpi’s “zero bug”
   Computational Statistics, 2017, 32, (4), 1411-1421

2011

4. Apparent audit failures and value relevance of earnings and book value
   Review of Accounting and Finance, 2011, 10, (2), 134-154 View citations (2)

2010

5. Baseball players with the initial “K” do not strike out more often
   Journal of Applied Statistics, 2010, 37, (6), 881-891 View citations (2)
6. Second special issue on statistical algorithms and software
   Computational Statistics & Data Analysis, 2010, 54, (3), 609-610

2009

7. Open Access Economics Journals and the Market for Reproducible Economic Research
   Economic Analysis and Policy, 2009, 39, (1), 117-126 View citations (35)
8. The Devil is in the Detail: Hints for Practical Optimisation. A Comment
   Economic Analysis and Policy, 2009, 39, (1), 155-157 View citations (4)

2008

9. Do economics journal archives promote replicable research?
   Canadian Journal of Economics, 2008, 41, (4), 1406-1420 View citations (48)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2008, 41, (4), 1406-1420 (2008) View citations (34)
10. Microsoft Excel's 'Not The Wichmann-Hill' random number generators
    Computational Statistics & Data Analysis, 2008, 52, (10), 4587-4593 View citations (4)
11. On the accuracy of statistical procedures in Microsoft Excel 2007
    Computational Statistics & Data Analysis, 2008, 52, (10), 4570-4578 View citations (21)
12. Regression analysis of proportions in finance with self selection
    Journal of Empirical Finance, 2008, 15, (5), 860-867 View citations (109)
13. Special section on Microsoft Excel 2007
    Computational Statistics & Data Analysis, 2008, 52, (10), 4568-4569 View citations (2)
14. The role of data/code archives in the future of economic research
    Journal of Economic Methodology, 2008, 15, (1), 99-119 View citations (26)

2007

15. Got Replicability? The _Journal of Money, Credit and Banking_ Archive
    Econ Journal Watch, 2007, 4, (3), 326-337 View citations (10)

2006

16. A review of TESTU01
    Journal of Applied Econometrics, 2006, 21, (5), 677-682 View citations (10)
    Also in Journal of Applied Econometrics, 2006, 21, (5), 677-682 (2006)
17. Forecasting software: Past, present and future
    International Journal of Forecasting, 2006, 22, (3), 599-615 View citations (13)
18. Lessons from the JMCB Archive
    Journal of Money, Credit and Banking, 2006, 38, (4), 1093-1107 View citations (67)
19. Nong Ye, Editor, The Handbook of Data Mining, Lawrence Earlbaum Associates (2003) US$149.95, 720 pages
    International Journal of Forecasting, 2006, 22, (1), 195-196
20. Re‐examining 50‐year‐old OLS estimates of the Klein–Goldberger model
    Statistica Neerlandica, 2006, 60, (2), 181-193 View citations (1)
21. The Unreliability of Excel's Statistical Procedures
    Foresight: The International Journal of Applied Forecasting, 2006, (3), 44-45 View citations (1)

2005

22. Measurement Theory and Practice: The World Through Quantification. David J. Hand
    Journal of the American Statistical Association, 2005, 100, 1462-1463
23. On the accuracy of statistical procedures in Microsoft Excel 2003
    Computational Statistics & Data Analysis, 2005, 49, (4), 1244-1252 View citations (28)

2004

24. Verifying the Solution from a Nonlinear Solver: A Case Study: Reply
    American Economic Review, 2004, 94, (1), 391-396 View citations (11)
    Also in American Economic Review, 2004, 94, (1), 400-406 (2004) View citations (11)

2003

25. Econometrics and Software: Comments
    Journal of Economic Perspectives, 2003, 17, (1), 223-224 View citations (7)
26. Verifying the Solution from a Nonlinear Solver: A Case Study
    American Economic Review, 2003, 93, (3), 873-892 View citations (118)

2002

27. Mathematical Statistics With Mathematica
    Journal of the American Statistical Association, 2002, 97, 1202-1203
28. On the accuracy of statistical procedures in Microsoft Excel 2000 and Excel XP
    Computational Statistics & Data Analysis, 2002, 40, (4), 713-721 View citations (27)

2001

29. ENSO AND SOYBEAN PRICES: CORRELATION WITHOUT CAUSALITY
    Journal of Agricultural and Applied Economics, 2001, 33, (3), 9 View citations (12)
    Also in Journal of Agricultural and Applied Economics, 2001, 33, (3), 513-521 (2001) View citations (12)

2000

30. Is it safe to assume that software is accurate?
    International Journal of Forecasting, 2000, 16, (3), 349-357 View citations (16)
31. Reply
    Journal of Applied Econometrics, 2000, 15, (1), 111-111

1999

32. Corrigenda: The Numerical Reliability of Econometric Software
    Journal of Economic Literature, 1999, 37, (4), 1565-1565 View citations (37)
33. Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP
    Journal of Applied Econometrics, 1999, 14, (2), 191-202 View citations (28)
34. On the accuracy of statistical procedures in Microsoft Excel 97
    Computational Statistics & Data Analysis, 1999, 31, (1), 27-37 View citations (28)
35. The Numerical Reliability of Econometric Software
    Journal of Economic Literature, 1999, 37, (2), 633-665 View citations (67)

1998

36. Better Confidence Intervals: The Double Bootstrap with No Pivot
    American Journal of Agricultural Economics, 1998, 80, (3), 552-559 View citations (11)
37. Implementing the Double Bootstrap
    Computational Economics, 1998, 12, (1), 79-95 View citations (12)

1997

38. A Review of RATS v4.2: Benchmarking Numerical Accuracy
    Journal of Applied Econometrics, 1997, 12, (2), 181-90 View citations (1)
39. An analysis of stock market transactions data
    The Quarterly Review of Economics and Finance, 1997, 37, (4), 887-903 View citations (2)

1995

40. A Spectral Analysis of Transactions Stock Market Data
    The Financial Review, 1995, 30, (4), 823-42 View citations (5)

1994

41. Bootstrapping demand and supply elasticities: The Indian case
    Journal of Asian Economics, 1994, 5, (3), 367-379 View citations (3)

1993

42. Implementing the Single Bootstrap: Some Computational Considerations
    Computational Economics, 1993, 6, (1), 1-15 View citations (2)

Chapters

2009

1. Testing Econometric Software
   Palgrave Macmillan View citations (3)