Details about Hrishikesh D. Vinod

E-mail:
Workplace:	Economics Department, Fordham University, (more information at EDIRC)

Access statistics for papers by Hrishikesh D. Vinod.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pvi162

---

Jump to Journal Articles Books Edited books Chapters

Working Papers

2024

1. April 2024 Buy-Sell Guide for Dow Jones 30 Stocks and Modified Omega Criterion
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics

2023

2. Causality Estimation in Panel Data
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics
3. Pandemic-proofing Out-of-sample Portfolio Evaluations
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics View citations (1)
4. Taraldsen's Exact Correlation Density
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics

2020

5. Did public investment crowd out private investment in India?
   Working Papers, National Institute of Public Finance and Policy View citations (3)

2014

6. If Deficits Are Not the Culprit, What Determines Indian Interest Rates? An Evaluation Using the Maximum Entropy Bootstrap Method
   Economics Working Paper Archive, Levy Economics Institute View citations (7)

2013

7. Maximum Entropy Bootstrap Algorithm Enhancements
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics View citations (3)

2012

8. Unemployment Reduction Prowess Under Bush versus Obama Years
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics

2010

9. A New Solution to Time Series Inference in Spurious Regression Problems
   Fordham Economics Discussion Paper Series, Fordham University, Department of Economics View citations (7)
10. GMM and OLS Estimation and Inference for New Keynesian Phillips Curve
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics

2008

11. Combining Multiple Criterion Systems for Improving Portfolio Performance
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics
12. Consumer Debt is 130% of Income: Avoiding Budget Constraint Orthodoxy
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics
13. Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics

2005

14. 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

15. 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)

1992

16. General Nonparametric Regression Estimation and Testing in Econometrics
    The A. Gary Anderson Graduate School of Management, The A. Gary Anderson Graduate School of Management. University of California Riverside View citations (3)

1987

17. An Experimental Evaluation of Weakest-Link/Best-Shot Models of Public Goods
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
18. Don't Rock the Boat: Regulatory Economics Under Multiple Objectives
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
19. Endogenous Price Fluctuations on Incomplete Markets
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
20. Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
21. Maximum Likelihood Fuzzy Range for Errors in Variables Model
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics

1978

22. A FAMILY OF IMPROVED ORDINARY RIDGE ESTIMATORS
    Econometric Institute Archives, Erasmus University Rotterdam
23. Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics View citations (19)
24. Italy and the Cost-Push Hypothesis: A Critique of Ward and Zis, Laidler and Hibbs
    University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics

Journal Articles

2024

1. May 2024 Buy-Sell Guide for Dow Jones 30 Stocks and Modified Omega Criterion
   JRFM, 2024, 17, (8), 1-13
2. Portfolio choice algorithms, including exact stochastic dominance
   Journal of Financial Stability, 2024, 70, (C) View citations (1)

2023

3. Correction to: Generalized, Partial and Canonical Correlation Coefficients
   Computational Economics, 2023, 61, (2), 897-897
4. Economic and financial performance of Indian IT services export firms
   Telecommunications Policy, 2023, 47, (3) View citations (1)

2022

5. Bootstrap Version of Rao–Blackwellization to Two-Step and Instrumental Variable Estimators
   Journal of Quantitative Economics, 2022, 20, (1), 49-69
6. Generalized, Partial and Canonical Correlation Coefficients
   Computational Economics, 2022, 60, (4), 1479-1506
7. Introduction to the Special Issue in Honor of Professor C. R. Rao
   Journal of Quantitative Economics, 2022, 20, (1), 1-6
8. Kernel Regression Coefficients for Practical Significance
   JRFM, 2022, 15, (1), 1-13 View citations (1)

2020

9. Software-Illustrated Explanations of Econometrics Contributions by CR Rao for his 100-th Birthday
   Journal of Quantitative Economics, 2020, 18, (2), 235-252 View citations (2)

2019

10. Externalities from Intra-Firm Trade by U.S. Multinationals
    International Advances in Economic Research, 2019, 25, (4), 389-397

2018

11. Nonparametric Regression Using Clusters
    Computational Economics, 2018, 52, (4), 1317-1334

2016

12. New bootstrap inference for spurious regression problems
    Journal of Applied Statistics, 2016, 43, (2), 317-335 View citations (2)

2009

13. Maximum Entropy Bootstrap for Time Series: The meboot R Package
    Journal of Statistical Software, 2009, 029, (i05) View citations (57)

2008

14. Conference on Quantitative Social Science Research Using R
    Economics Bulletin, 2008, 28, (35), A0
15. 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

16. Human Capital and Economic Growth: Evidence from Developing Countries
    The American Economist, 2007, 51, (1), 29-39 View citations (15)

2006

17. Introduction to the symposium: The link between entrepreneurship and human rights
    Journal of Asian Economics, 2006, 17, (1), 1-4
18. Maximum entropy ensembles for time series inference in economics
    Journal of Asian Economics, 2006, 17, (6), 955-978 View citations (37)
19. Should Asians demand both entrepreneurship and human rights?
    Journal of Asian Economics, 2006, 17, (1), 14-28

2004

20. Ranking mutual funds using unconventional utility theory and stochastic dominance
    Journal of Empirical Finance, 2004, 11, (3), 353-377 View citations (60)
21. 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

22. Econometrics and Software: Comments
    Journal of Economic Perspectives, 2003, 17, (1), 223-224 View citations (7)
23. Inference for negativist theory using numerically computed rejection regions
    Computational Statistics & Data Analysis, 2003, 42, (3), 491-512 View citations (1)
24. Open economy and financial burden of corruption: theory and application to Asia
    Journal of Asian Economics, 2003, 13, (6), 873-890 View citations (10)
25. Review of mathStatica (v.1): an add-on to Mathematica
    Journal of Applied Econometrics, 2003, 18, (4), 485-491
26. Verifying the Solution from a Nonlinear Solver: A Case Study
    American Economic Review, 2003, 93, (3), 873-892 View citations (118)

2002

27. CEO Tenure, Board Composition, and Regulation
    Journal of Regulatory Economics, 2002, 21, (2), 217-35 View citations (2)

2001

28. Care and feeding of reproducible econometrics
    Journal of Econometrics, 2001, 100, (1), 87-88 View citations (7)

2000

29. Review of GAUSS for Windows, including its numerical accuracy
    Journal of Applied Econometrics, 2000, 15, (2), 211-220 View citations (19)

1999

30. Corrigenda: The Numerical Reliability of Econometric Software
    Journal of Economic Literature, 1999, 37, (4), 1565-1565 View citations (37)
31. Statistical analysis of corruption data and using the Internet to reduce corruption
    Journal of Asian Economics, 1999, 10, (4), 591-603 View citations (7)
32. The Numerical Reliability of Econometric Software
    Journal of Economic Literature, 1999, 37, (2), 633-665 View citations (67)

1998

33. FELLOW'S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions
    Journal of Econometrics, 1998, 86, (2), 387-396 View citations (3)
34. Implementing the Double Bootstrap
    Computational Economics, 1998, 12, (1), 79-95 View citations (12)

1996

35. Exact Moments for Autor1egressive and Random walk Models for a Zero or Stationary Initial Value
    Econometric Theory, 1996, 12, (3), 481-499 View citations (9)

1995

36. Double bootstrap for shrinkage estimators
    Journal of Econometrics, 1995, 68, (2), 287-302 View citations (6)
37. Forecasting consumption, income and real interest rates from alternative state space models
    International Journal of Forecasting, 1995, 11, (2), 217-231 View citations (5)

1994

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

1993

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

1992

40. The Sensitivity Analysis of Applied General Equilibrium Models: Completely Randomized Factorial Sampling Designs
    The Review of Economics and Statistics, 1992, 74, (2), 357-62 View citations (63)

1989

41. Kernel estimation for disequilibrium models for floorspace efficiency in retailing
    Journal of Productivity Analysis, 1989, 1, (1), 79-94

1988

42. Dynamic Benefit Cost Ratio Criterion for Practical Sequential Ranking to Encourage Cost Control and Self Help
    Indian Economic Review, 1988, 23, (2), 263-274 View citations (1)
43. Economic Issues in Bell System Divestiture: A Bootstrap Application
    Journal of the Royal Statistical Society Series C, 1988, 37, (2), 251-261 View citations (1)

1987

44. New Techniques for Estimation of Rational Expectation Models and Volcker Deflation
    Empirical Economics, 1987, 12, (3), 157-74

1985

45. Exact maximum likelihood regression estimation with ARMA (n, n - 1) errors
    Economics Letters, 1985, 17, (4), 355-358 View citations (1)
46. Measurement of Economic Distance between Blacks and Whites
    Journal of Business & Economic Statistics, 1985, 3, (1), 78-88 View citations (7)
47. Measurement of Economic Distance between Blacks and Whites: Reply
    Journal of Business & Economic Statistics, 1985, 3, (4), 408-09 View citations (5)

1984

48. Distribution of a generalized t ratio for biased estimators
    Economics Letters, 1984, 14, (1), 43-52

1982

49. Bell System scale economies estimated from a random coefficients model
    Journal of Economics and Business, 1982, 34, (3), 247-252
50. Maximum entropy measurement error estimates of singular covariance matrices in undersized samples
    Journal of Econometrics, 1982, 20, (2), 163-174 View citations (6)
51. Measuring Dynamic Marketing Mix Interactions Using Translog Functions
    The Journal of Business, 1982, 55, (3), 401-15 View citations (1)

1981

52. Improved Stein-rule estimator for regression problems
    Journal of Econometrics, 1981, 17, (1), 125-125
    Also in Journal of Econometrics, 1980, 12, (2), 143-150 (1980) View citations (2)

1979

53. Theory of the Diffusion of Price Inflation in an Imperfect Market Similar to Housing, Having Delayed Arbitrage
    Environment and Planning A, 1979, 11, (11), 1219-1229

1978

54. A Ridge Estimator Whose MSE Dominates OLS
    International Economic Review, 1978, 19, (3), 727-37
55. A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares
    The Review of Economics and Statistics, 1978, 60, (1), 121-31 View citations (26)

1976

56. Canonical ridge and econometrics of joint production
    Journal of Econometrics, 1976, 4, (2), 147-166 View citations (29)

1974

57. Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
    Econometrica, 1974, 42, (2), 333-40 View citations (5)

1972

58. Nonhomogeneous Production Functions and Applications to Telecommunications
    Bell Journal of Economics, 1972, 3, (2), 531-543 View citations (8)

1970

59. An Inventory Theoretic Model of Freight Transport Demand
    Management Science, 1970, 16, (7), 413-421 View citations (69)

1969

60. Econometrics of Joint Production-A Reply
    Econometrica, 1969, 37, (4), 739-40 View citations (3)

Books

2022

1. Hands-on Intermediate Econometrics Using R:Templates for Learning Quantitative Methods and R Software
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)

Edited books

2012

1. The Oxford Handbook of Hindu Economics and Business
   OUP Catalogue, Oxford University Press View citations (4)

Chapters

2020

1. Causality Studies of Real GDP, Unemployment, and Leading Indicators
   Chapter 26 in HANDBOOK OF APPLIED INVESTMENT RESEARCH, 2020, pp 691-724
2. Econometric Tools for Stress Testing Using Time Heterogeneity and Maximum Entropy
   Chapter 25 in HANDBOOK OF APPLIED INVESTMENT RESEARCH, 2020, pp 661-690