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Melvin J. Hinich

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Personal Details

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

RePEc Short-ID: phi67

Homepage: http://en.wikipedia.org/wiki/Melvin_J._Hinich
Postal Address: Applied Research Laboratories 20,000 Burnet Road Austin, TX
Phone: 512-835-3278

Affiliation

This author is deceased (Date: 06 Sep 2010)

Works

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Working papers

  1. Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis, 2010. "Episodic Nonlinearity in Leading Global Currencies," DUTH Research Papers in Economics 3-2010, Democritus University of Thrace, Department of Economics.
  2. Melvin. J. Hinich & Phillip Wild & John Foster, 2010. "Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices," Discussion Papers Series 408, School of Economics, University of Queensland, Australia.
  3. Belongia, Michael & Hinich, Melvin, 2009. "The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy," MPRA Paper 18970, University Library of Munich, Germany, revised Aug 2009.
  4. John Foster & Melvin Hinich & Phillip Wild, 2008. "Randomly Modulated Periodic Signals in Australias National Electricity Market," Energy Economics and Management Group Working Papers, School of Economics, University of Queensland, Australia 2-2008, School of Economics, University of Queensland, Australia.
  5. Phillip Wild & Melvin J. Hinich & John Foster, 2008. "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 367, School of Economics, University of Queensland, Australia.
  6. Melvin J. Hinich & John Foster & Philip Wild, 2008. "An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles," Discussion Papers Series 358, School of Economics, University of Queensland, Australia.
  7. Phillip Wild & Melvin J. Hinich & John Foster, 2008. "Are Daily and Weekly Load and Spot Price Dynamics in Australia’s National Electricity Market Governed by Episodic Nonlinearity?," Discussion Papers Series 368, School of Economics, University of Queensland, Australia.
  8. Melvin J. Hinich & John Foster & Philip Wild, 2008. "Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of ‘Gibbs’ Effect," Discussion Papers Series 357, School of Economics, University of Queensland, Australia.
  9. 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, Henley Business School, Reading University icma-dp2003-14, Henley Business School, Reading University.
  10. 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, EconWPA 0307013, EconWPA.
  11. 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, Henley Business School, Reading University icma-dp2001-04, Henley Business School, Reading University.
  12. 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, EconWPA 9602005, EconWPA, revised 20 Sep 1996.
  13. Melvin J. Hinich & Warren E. Weber, 1992. "Estimating linear filters with errors in variables using the Hilbert transform," Staff Report, Federal Reserve Bank of Minneapolis 96, Federal Reserve Bank of Minneapolis.
  14. Melvin J. Hinich & Warren E. Weber, 1981. "A method for estimating distributed lags when observations are randomly missing," Staff Report, Federal Reserve Bank of Minneapolis 65, Federal Reserve Bank of Minneapolis.
  15. Al-Adhadh, Naim H. & Hinich, M. J., 1978. "A Spatial Model of Leftist Ideological Shifts in Arab Politics," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences 220, California Institute of Technology, Division of the Humanities and Social Sciences.
  16. Hinich, M., 1976. "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 129, California Institute of Technology, Division of the Humanities and Social Sciences.
  17. Hinich, M., 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 119, California Institute of Technology, Division of the Humanities and Social Sciences.
  18. Melvin J. Hinich & Philip Rothman, . "A Frequency Domain Test of Time Reversibility," Working Papers 9706, East Carolina University, Department of Economics.
  19. William A. Barnett & Melvin J. Hinich & Piyu Yue, . "The Exact Theoretical Rational Expectations Monetary Aggregate," Macroeconomics, EconWPA 0003004, EconWPA.

Articles

  1. Melvin Hinich & Xinsheng Liu & Arnold Vedlitz & Charles Lindsey, 2013. "Beyond the left–right cleavage: Exploring American political choice space," Journal of Theoretical Politics, , , vol. 25(1), pages 75-104, January.
  2. Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas, 2012. "Episodic Nonlinearity in Leading Global Currencies," Open Economies Review, Springer, Springer, vol. 23(2), pages 337-357, April.
  3. Houston Stokes & Melvin Hinich, 2011. "Detecting and modeling nonlinearity in the gas furnace data," Computational Statistics, Springer, Springer, vol. 26(1), pages 77-93, March.
  4. Hinich, Melvin, 2010. "Introduction To The Special Issue On Nonlinear Time Series," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 14(S1), pages 1-2, May.
  5. Wild, Phillip & Foster, John & Hinich, Melvin J., 2010. "Identifying Nonlinear Serial Dependence In Volatile, High-Frequency Time Series And Its Implications For Volatility Modeling," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 14(S1), pages 88-110, May.
  6. Wild, Phillip & Hinich, Melvin J. & Foster, John, 2010. "Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?," Energy Economics, Elsevier, Elsevier, vol. 32(5), pages 1082-1091, September.
  7. Terence Tai-Leung Chong & Zimu Li & Haiqiang Chen & Melvin Hinich, 2010. "An investigation of duration dependence in the American stock market cycle," Journal of Applied Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 37(8), pages 1407-1416.
  8. Romero-Meza, Rafael & Bonilla, Claudio A. & Hinich, Melvin J. & Bórquez, Ricardo, 2010. "Intraday Patterns In Exchange Rate Of Return Of The Chilean Peso: New Evidence For Day-Of-The-Week Effect," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 14(S1), pages 42-58, May.
  9. Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009. "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 133-163, May.
  10. Hinich, Melvin J. & Foster, John & Wild, Phillip, 2009. "Discrete Fourier Transform Filters: Cycle Extraction And Gibbs Effect Considerations," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 13(04), pages 523-534, September.
  11. Chong Terence T. L. & He Qing & Hinich Melvin J, 2008. "The Nonlinear Dynamics of Foreign Reserves and Currency Crises," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-18, December.
  12. John Foster & Melvin J. Hinich & Phillip Wild, 2008. "Randomly Modulated Periodic Signals in Australias National Electricity Market," The Energy Journal, International Association for Energy Economics, International Association for Energy Economics, vol. 0(Number 3), pages 105-130.
  13. Chong, Terence Tai-Leung & Hinich, Melvin J. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Time series test of nonlinear convergence and transitional dynamics," Economics Letters, Elsevier, Elsevier, vol. 100(3), pages 337-339, September.
  14. Lim, Kian-Ping & Brooks, Robert D. & Hinich, Melvin J., 2008. "Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 18(5), pages 527-544, December.
  15. Hinich Melvin J. & Chong Terence T.L., 2007. "A Class Test for Fractional Integration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(2), pages 1-24, May.
  16. Rafael Romero-Meza & Claudio Bonilla & Melvin Hinich, 2007. "Nonlinear event detection in the Chilean stock market," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(13), pages 987-991.
  17. 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, Elsevier, vol. 29(1), pages 94-104, January.
  18. Claudio Bonilla & Rafael Romero-Meza & Melvin Hinich, 2007. "GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 39(19), pages 2529-2533.
  19. Terence Tai-Leung Chong & Kwan-To Wong & Melvin Hinich, 2007. "Identification and Estimation of Structural-Change Models with Misclassification," Economics Bulletin, AccessEcon, vol. 3(36), pages 1-19.
  20. Hinich, Melvin J. & Serletis, Apostolos, 2007. "Episodic Nonlinear Event Detection in the Canadian Exchange Rate," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 102, pages 68-74, March.
  21. Hinich, Melvin J. & Foster, John & Wild, Phillip, 2006. "Structural change in macroeconomic time series: A complex systems perspective," Journal of Macroeconomics, Elsevier, Elsevier, vol. 28(1), pages 136-150, March.
  22. Melvin Hinich & Michael Munger, 2006. "In memoriam: Otto “Toby” Davis, 1934–2006," Public Choice, Springer, Springer, vol. 128(3), pages 357-359, September.
  23. 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.
  24. Claudio Bonilla & Rafael Romero-Meza & Melvin Hinich, 2006. "Episodic nonlinearity in Latin American stock market indices," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(3), pages 195-199.
  25. Hinich Melvin J. & Serletis Apostolos, 2006. "Randomly Modulated Periodic Signals in Alberta's Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-15, September.
  26. Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005. "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-15, December.
  27. Kian-Ping Lim & Melvin J. Hinich, 2005. "Non-linear Market Behavior: Events Detection in the Malaysian Stock Market," Economics Bulletin, AccessEcon, vol. 7(6), pages 1-5.
  28. Kian-Ping Lim & Melvin J. Hinich & Venus Khim-Sen Liew, 2005. "Statistical Inadequacy of GARCH Models for Asian Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 4(3), pages 263-279, December.
  29. Kian-Ping Lim & Melvin J. Hinich, 2005. "Cross-temporal universality of non-linear dependencies in Asian stock markets," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-6.
  30. Hinich, Melvin J., 2003. "Risk When Some States Are Low-Probability Events," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 7(04), pages 636-643, September.
  31. 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., John Wiley & Sons, Ltd., vol. 20(3), pages 181-96, April.
  32. Hinich, Melvin A. & Wild, Phillip, 2001. "Testing Time-Series Stationarity Against An Alternative Whose Mean Is Periodic," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 5(03), pages 380-412, June.
  33. Barnett, William A. & Hinich, Melvin J. & Yue, Piyu, 2000. "The Exact Theoretical Rational Expectations Monetary Aggregate," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 4(02), pages 197-221, June.
  34. Hinich, Melvin J., 1999. "Sampling Dynamical Systems," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 3(04), pages 602-609, December.
  35. Chris Brooks & Ian Garrett & Melvin Hinich, 1999. "An alternative approach to investigating lead-lag relationships between stock and stock index futures markets," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(6), pages 605-613.
  36. Brooks, Chris & Hinich, Melvin J., 1999. "Cross-correlations and cross-bicorrelations in Sterling exchange rates," Journal of Empirical Finance, Elsevier, Elsevier, vol. 6(4), pages 385-404, October.
  37. Hinich , Melvin J. & Rothman, Philip, 1998. "Frequency-Domain Test Of Time Reversibility," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 2(01), pages 72-88, March.
  38. Christopher Brooks & Melvin Hinich, 1998. "Episodic nonstationarity in exchange rates," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 5(11), pages 719-722.
  39. Hinich, Melvin J & Munger, Michael C & de Marchi, Scott, 1998. " Ideology and the Construction of Nationality: The Canadian Elections of 1993," Public Choice, Springer, Springer, vol. 97(3), pages 401-28, December.
  40. Hinich, Melvin J & Munger, Michael C, 1998. " Empirical Studies in Comparative Politics," Public Choice, Springer, Springer, vol. 97(3), pages 219-27, December.
  41. 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, Elsevier, vol. 82(1), pages 157-192.
  42. 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, Elsevier, vol. 27(2), pages 301-320, July.
  43. Enelow, James M & Hinich, Melvin J, 1994. " A Test of the Predictive Dimensions Model in Spatial Voting Theory," Public Choice, Springer, Springer, vol. 78(2), pages 155-69, February.
  44. Melvin J. Hinich & Michael C. Munger, 1992. "A Spatial Theory of Ideology," Journal of Theoretical Politics, , , vol. 4(1), pages 5-30, January.
  45. William A. Barnett & Melvin Hinich & Piyu Yue, 1989. "Monitoring monetary aggregates under risk aversion," Proceedings, Federal Reserve Bank of St. Louis, pages 189-245.
  46. James Enelow & Melvin Hinich, 1989. "A general probabilistic spatial theory of elections," Public Choice, Springer, Springer, vol. 61(2), pages 101-113, May.
  47. 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, Elsevier, vol. 33(1-2), pages 165-185.
  48. Melvin Hinich, 1986. "Discussion of "The positive theory of legislative institutions"," Public Choice, Springer, Springer, vol. 50(1), pages 179-183, January.
  49. Hinich, Melvin J. & Patterson, Douglas M., 1985. "Reply to Marsh's note," Journal of Econometrics, Elsevier, Elsevier, vol. 30(1-2), pages 297-299.
  50. 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, Elsevier, vol. 30(1-2), pages 269-288.
  51. Hinich, Melvin J & Patterson, Douglas M, 1985. "Evidence of Nonlinearity in Daily Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 3(1), pages 69-77, January.
  52. Coughlin, Peter J. & Hinich, Melvin J., 1984. "Necessary and sufficient conditions for single-peakedness in public economic models," Journal of Public Economics, Elsevier, Elsevier, vol. 25(1-2), pages 161-179, November.
  53. Melvin Hinich, 1981. "Voting as an act of contribution," Public Choice, Springer, Springer, vol. 36(1), pages 135-140, January.
  54. Peter Aranson & Melvin Hinich, 1979. "Some aspects of the political economy of election campaign contribution laws," Public Choice, Springer, Springer, vol. 34(3), pages 435-461, September.
  55. Melvin Hinich, 1978. "Some evidence on non-voting models in the spatial theory of electoral competition," Public Choice, Springer, Springer, vol. 33(2), pages 83-102, September.
  56. Hinich, Melvin J., 1977. "Equilibrium in spatial voting: The median voter result is an artifact," Journal of Economic Theory, Elsevier, Elsevier, vol. 16(2), pages 208-219, December.
  57. Hinich, Melvin J. & Roll, Richard, 1975. "Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 10(04), pages 687-687, November.
  58. 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, Elsevier, vol. 3(3), pages 297-318, August.
  59. Davis, Otto A & DeGroot, Morris H & Hinich, Melvin J, 1972. "Social Preference Orderings and Majority Rule," Econometrica, Econometric Society, Econometric Society, vol. 40(1), pages 147-57, January.
  60. Hinich, Melvin J. & Ledyard, John O. & Ordeshook, Peter C., 1972. "Nonvoting and the existence of equilibrium under majority rule," Journal of Economic Theory, Elsevier, Elsevier, vol. 4(2), pages 144-153, April.
  61. Melvin Hinich & Peter Ordeshook, 1971. "Social welfare and electoral competition in democratic societies," Public Choice, Springer, Springer, vol. 11(1), pages 73-87, September.
  62. John U. Farley & Melvin J. Hinich, 1970. "Detecting "Small" Mean Shifts in Time Series," Management Science, INFORMS, INFORMS, vol. 17(3), pages 189-199, November.
  63. Melvin Hinich & Peter Ordeshook, 1969. "Abstentions and equilibrium in the electoral process," Public Choice, Springer, Springer, vol. 7(1), pages 81-106, September.
  64. Otto Davis & Melvin Hinich, 1968. "On the power and importance of the mean preference in a mathematical model of democratic choice," Public Choice, Springer, Springer, vol. 5(1), pages 59-72, September.
  65. Melvin Hinich & John U. Farley, 1966. "Theory and Application of an Estimation Model for Time Series with Nonstationary Means," Management Science, INFORMS, INFORMS, vol. 12(9), pages 648-658, May.

Books

  1. Barnett,William A. & Schofield,Norman & Hinich,Melvin (ed.), 1993. "Political Economy: Institutions, Competition and Representation," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521417815.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2009-12-11 2010-06-18
  2. NEP-CFN: Corporate Finance (1) 2003-07-29
  3. NEP-ECM: Econometrics (3) 2008-03-25 2008-03-25 2010-06-11. Author is listed
  4. NEP-ENE: Energy Economics (1) 2008-06-13
  5. NEP-ETS: Econometric Time Series (5) 2002-03-14 2002-03-14 2003-07-29 2008-03-25 2010-06-11. Author is listed
  6. NEP-IFN: International Finance (1) 2010-06-18
  7. NEP-MAC: Macroeconomics (3) 2008-03-25 2008-03-25 2009-12-11. Author is listed
  8. NEP-MON: Monetary Economics (3) 2001-02-14 2009-12-11 2012-09-09. Author is listed
  9. NEP-ORE: Operations Research (1) 2010-06-18
  10. NEP-RMG: Risk Management (1) 2003-07-29
  11. NEP-SEA: South East Asia (1) 2003-07-29
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2012-09-09

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