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Information about:
Melvin J. Hinich

Personal Details | Affiliation | Works
This is information that was supplied by Melvin Hinich in registering through RePEc. If you are Melvin J. Hinich , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Melvin
Middle Name: J.
Last Name: Hinich
Suffix:

RePEc Short-ID: phi67

Email:
Homepage: http://www.gov.utexas.edu/hinich
Postal Address: Applied Research Laboratories 20,000 Burnet Road Austin, TX
Phone: 512-835-3278

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. K.P. Lim & M.J. Hinich & K.S. Liew, 2003. "GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market," Finance 0307013, EconWPA. [Downloadable!]

  2. Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson, 2003. "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 icma-dp2003-14, Henley Business School, Reading University. [Downloadable!]

  3. Chris Brooks & Melvin J. Hinich, 2001. "A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates," ICMA Centre Discussion Papers in Finance icma-dp2001-04, Henley Business School, Reading University. [Downloadable!]

  4. William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen, 1996. "A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos," Econometrics 9602005, EconWPA, revised 20 Sep 1996. [Downloadable!]
    Published as:

  5. Melvin J. Hinich & Warren E. Weber, 1992. "Estimating linear filters with errors in variables using the Hilbert transform," Staff Report 96, Federal Reserve Bank of Minneapolis. [Downloadable!]

  6. Melvin J. Hinich & Warren E. Weber, 1981. "A method for estimating distributed lags when observations are randomly missing," Staff Report 65, Federal Reserve Bank of Minneapolis. [Downloadable!]

  7. Al-Adhadh, Naim H. & Hinich, M. J., 1978. "A Spatial Model of Leftist Ideological Shifts in Arab Politics," Working Papers 220, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  8. Hinich, M., 1976. "Equilibrium in Spatial Voting: The Median Voter Result is an Artifact," Working Papers 119, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
    Published as:

  9. Hinich, M., 1976. "Some Evidence on Non-Voting Models in the Spatial Theory of Electoral Competition," Working Papers 129, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

  10. Melvin J. Hinich & Philip Rothman, . "A Frequency Domain Test of Time Reversibility," Working Papers 9706, East Carolina University, Department of Economics. [Downloadable!]
    Published as:

  11. William A. Barnett & Melvin J. Hinich & Piyu Yue, . "The Exact Theoretical Rational Expectations Monetary Aggregate," Macroeconomics 0003004, EconWPA. [Downloadable!]
    Published as:

Articles

  1. Hinich, Melvin J. & Serletis, Apostolos, 2007. "Episodic Nonlinear Event Detection in the Canadian Exchange Rate," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 68-74, March. [Downloadable!] (restricted)

  2. Czamanski, Daniel & Dormaar, Paul & Hinich, Melvin J. & Serletis, Apostolos, 2007. "Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets," Energy Economics, Elsevier, vol. 29(1), pages 94-104, January. [Downloadable!] (restricted)

  3. Terence Tai-Leung Chong & Melvin Hinich & Kwan-To Wong, 2007. "Identification and Estimation of Structural-Change Models with Misclassification," Economics Bulletin, Economics Bulletin, vol. 3(36), pages 1-19. [Downloadable!]

  4. Rafael Romero-Meza & Claudio Bonilla & Melvin Hinich, 2007. "Nonlinear event detection in the Chilean stock market," Applied Economics Letters, Taylor and Francis Journals, vol. 14(13), pages 987-991. [Downloadable!] (restricted)

  5. Claudio Bonilla & Rafael Romero-Meza & Melvin Hinich, 2007. "GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America," Applied Economics, Taylor and Francis Journals, vol. 39(19), pages 2529-2533. [Downloadable!] (restricted)

  6. Chris Brooks & Melvin J. Hinich, 2006. "Detecting intraday periodicities with application to high frequency exchange rates," Journal Of The Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 241-259. [Downloadable!] (restricted)

  7. Melvin Hinich & Michael Munger, 2006. "In memoriam: Otto “Toby” Davis, 1934–2006," Public Choice, Springer, vol. 128(3), pages 357-359, September. [Downloadable!] (restricted)

  8. Hinich, Melvin J. & Foster, John & Wild, Phillip, 2006. "Structural change in macroeconomic time series: A complex systems perspective," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 136-150, March. [Downloadable!] (restricted)

  9. Kian-Ping Lim & Melvin J. Hinich, 2005. "Non-linear Market Behavior: Events Detection in the Malaysian Stock Market," Economics Bulletin, Economics Bulletin, vol. 7(6), pages 1-5. [Downloadable!]

  10. Kian-Ping Lim & Melvin J. Hinich, 2005. "Cross-temporal universality of non-linear dependencies in Asian stock markets," Economics Bulletin, Economics Bulletin, vol. 7(1), pages 1-6. [Downloadable!]

  11. Brooks, Chris & Hinich, Melvin J, 2001. "Bicorrelations and Cross-Bicorrelations As Non-linearity Tests and Tools for Exchange Rate Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(3), pages 181-96, April.

  12. Brooks, Chris & Hinich, Melvin J., 1999. "Cross-correlations and cross-bicorrelations in Sterling exchange rates," Journal of Empirical Finance, Elsevier, vol. 6(4), pages 385-404, October. [Downloadable!] (restricted)

  13. Brooks, Chris & Garrett, Ian & Hinich, Melvin J, 1999. "An Alternative Approach to Investigating Lead-Lag Relationships between Stock and Stock Index Futures Markets," Applied Financial Economics, Taylor and Francis Journals, vol. 9(6), pages 605-13, December. [Downloadable!] (restricted)

  14. Hinich, Melvin J & Munger, Michael C, 1998. " Empirical Studies in Comparative Politics," Public Choice, Springer, vol. 97(3), pages 219-27, December. [Downloadable!] (restricted)

  15. Brooks, Christopher & Hinich, Melvin J, 1998. "Episodic Nonstationarity in Exchange Rates," Applied Economics Letters, Taylor and Francis Journals, vol. 5(11), pages 719-22, November. [Downloadable!] (restricted)

  16. Hinich, Melvin J & Munger, Michael C & de Marchi, Scott, 1998. " Ideology and the Construction of Nationality: The Canadian Elections of 1993," Public Choice, Springer, vol. 97(3), pages 401-28, December. [Downloadable!] (restricted)

  17. Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997. "A single-blind controlled competition among tests for nonlinearity and chaos," Journal of Econometrics, Elsevier, vol. 82(1), pages 157-192. [Downloadable!] (restricted)
    Other versions:

  18. Barnett, William A. & Ronald Gallant, A. & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1995. "Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 301-320, July. [Downloadable!] (restricted)

  19. Enelow, James M & Hinich, Melvin J, 1994. " A Test of the Predictive Dimensions Model in Spatial Voting Theory," Public Choice, Springer, vol. 78(2), pages 155-69, February.

  20. William A. Barnett & Melvin Hinich & Piyu Yue, 1989. "Monitoring monetary aggregates under risk aversion," Proceedings, Federal Reserve Bank of St. Louis, pages 189-245.

  21. Barnett, William A. & Hinich, Melvin J. & Weber, Warren E., 1986. "The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates," Journal of Econometrics, Elsevier, vol. 33(1-2), pages 165-185. [Downloadable!] (restricted)

  22. Hinich, Melvin J. & Patterson, Douglas M., 1985. "Identification of the coefficients in a non-linear : time series of the quadratic type," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 269-288. [Downloadable!] (restricted)

  23. Hinich, Melvin J & Patterson, Douglas M, 1985. "Evidence of Nonlinearity in Daily Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(1), pages 69-77, January.

  24. Hinich, Melvin J. & Patterson, Douglas M., 1985. "Reply to Marsh's note," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 297-299. [Downloadable!] (restricted)

  25. Coughlin, Peter J. & Hinich, Melvin J., 1984. "Necessary and sufficient conditions for single-peakedness in public economic models," Journal of Public Economics, Elsevier, vol. 25(1-2), pages 161-179, November. [Downloadable!] (restricted)

  26. Hinich, Melvin J., 1977. "Equilibrium in spatial voting: The median voter result is an artifact," Journal of Economic Theory, Elsevier, vol. 16(2), pages 208-219, December. [Downloadable!] (restricted)
    Other versions:

  27. Farley, John U. & Hinich, Melvin & McGuire, Timothy W., 1975. "Some comparisons of tests for a shift in the slopes of a multivariate linear time series model," Journal of Econometrics, Elsevier, vol. 3(3), pages 297-318, August. [Downloadable!] (restricted)

  28. Hinich, Melvin J. & Ledyard, John O. & Ordeshook, Peter C., 1972. "Nonvoting and the existence of equilibrium under majority rule," Journal of Economic Theory, Elsevier, vol. 4(2), pages 144-153, April. [Downloadable!] (restricted)

  29. Davis, Otto A & DeGroot, Morris H & Hinich, Melvin J, 1972. "Social Preference Orderings and Majority Rule," Econometrica, Econometric Society, vol. 40(1), pages 147-57, January. [Downloadable!] (restricted)

  30. RePEc:bep:sndecm:11:2007:2:1382-1382 is not listed on IDEAS

  31. RePEc:bep:sndecm:9:2005:4:1268-1268 is not listed on IDEAS

  32. RePEc:bep:sndecm:10:2006:3:1340-1340 is not listed on IDEAS

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-07-29 Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2002-03-14 2002-03-14 2003-07-29 Author is listed
  3. NEP-MON: Monetary Economics (1) 2001-02-14 Author is listed
  4. NEP-RMG: Risk Management (1) 2003-07-29 Author is listed
  5. NEP-SEA: South East Asia (1) 2003-07-29 Author is listed
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This page was last updated on 2009-11-15.

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