HRISHIKESH (RICK) D. VINOD, PhD

Director: Institute for Ethics and Economic Policy
Professor of Economics, Department of Economics,
441 E. Fordham Rd, Fordham University, Bronx, NY 10458

Phone: 718-817-4065, Fax: 718-817-3518 
E-mail: vinod@fordham.edu

Copyright H. D. Vinod.

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EDUCATION

PhD

HARVARD UNIVERSITY

Economics

1966

Doctoral Dissertation: Variable Returns to Scale and Non-linearization of the Leontief Input-Output System

MA

DELHI UNIVERSITY

Economics and Statistics

1961

B.Com.

POONA UNIVERSITY

Business Economics and Law

1959

TEACHING EXPERIENCE

1982-Present

FORDHAM UNIVERSITY, 
Bronx, NY

Professor of Economics

Summer 1987

MANCHESTER UNIVERSITY, 
Manchester, U.K.

Visiting Professor,
Department of Econometrics

Fall 1986

UNIVERSITY OF WESTERN ONTARIO, London, Ontario, Canada

Visiting Professor of Economics

Summer 1966

UNIVERSITY OF IOWA, 
Iowa City, Iowa

Assistant Professor

1965-1966

CALIFORNIA STATE UNIVERSITY AT FULLERTON, Fullerton, CA

Assistant Professor

1963-1965

HARVARD UNIVERSITY, Cambridge, MA

Teaching Fellow

 

 

BUSINESS EXPERIENCE

1980-1982

BELL TELEPHONE LABORATORIES, 
Murray Hill, NJ

Member of Technical Staff

1977-1980

AT&T, 
New York, NY

Supervisor - Economic Analysis

1969-1977

BELL TELEPHONE LABORATORIES,
Holmdel and Murray Hill, NJ

Member of Technical Staff

1966-1979

MATHEMATICA INC.,
Princeton, NJ,

Staff Econometrician

 

HONORS AND AWARDS

President: Society of Indian Academics in America (SIAA)

2014

Medal: 2000 Outstanding Scholars of the 21st Century, Biographical Centre, Cambridge, UK

2002

Fellow: International Institute of Public Ethics, Nathan, Queensland, Australia.

2001

Director: Institute of Ethics and Economic Policy

1999

Outstanding Social Service Award, Maharashtra Foundation

1998

Journal of Econometrics Fellow

Jan. 6, 1996

Elected to join the New York Academy of Sciences

1995

I.B.M. Fellow, University Fellowship and Research Fellowship
at Harvard University

1962-1969

Delhi School of Economics Merit Scholarship

1961

Kirloskar Scholarship and Kamat Prize

1959

 

OFFICES HELD

Vice President, Society of Indian Academics in America (SIAA)

2008

Vice President, Indian Econometric Society

1990

President, Maharashtra Foundation, a charitable institution

1989-1992 

EDITORIAL COLLABORATION

Served as a referee for various journals including: American Economic Review, Quarterly Journal of Economics, Econometrica, Econometric Theory, Journal of Econometrics, Review of Economics and Statistics, Journal of American Statistical Association, Communications in Statistics, Technometrics, IEEE Transactions, International Economic Review, Journal of Asian Economics, Psychometrika, Econometric Reviews, etc.

JOURNAL ARTICLES

“Newborn Sex Selection and India’s Overpopulation Problem,Modern Economy, Vol. 4 No. 2, 2013, pp. 102-108. doi: 10.4236/me.2013.42013. http://www.scirp.org/journal/me

Stress Testing of Econometric Results Using Archived Code for Replication,Journal of Economic and Social Measurement, Vol. 34 (No.2-3), 2009, pp. 205-217.

Maximum Entropy Bootstrap for Time Series: The meboot R-package” written jointly with Javier L´opez-de-Lacalle American Statistical Association's Journal of Statistical Software, January 2009, Vol. 29 (5),  www.jstatsoft.org/v29/i05/  pp. 1-15.

“Divestiture Remedy for Preventing Madoff-style Ponzi,” January 2009 in Management Online REview, www.morexpertise.com

“Hands-on Optimization Using the R-Software,” Optimization: Journal of Research in Management  July-Dec. 2008, Vol. 1(2), pp. 61-65.

“The Role of Data & Program Code Archives in the Future of Economic Research,” joint with R. G. Anderson, W. H. Greene, and B. D. McCullough, Journal of Economic Methodology 15(1), pp. 99-119, 2008

“Law of Demand in Dowry Size, Status of Indian Women and Recent Wrong-headed Policies,” Indian Journal of Economics and Business, 6(2), December 2007, 267-275.

“Human Capital and Economic Growth: Evidence from Developing Countries,” joint with S. K. Kaushik. the American Economist L1 (1), 2007, 29-39.

“Does rapid transition to insulin therapy in subjects with newly diagnosed type 2 diabetes mellitus benefit glycemic control and diabetes-related complications? A German population-based study,” joint with W. R. Simons, R. A. Gerber and B. Bolinder, Experimental and Clinical Endocrinology and Diabetes. 2006; Vol. 114, pp. 520-526.

“Maximum entropy ensembles for time series inference in economics, Journal of Asian Economics, 17(6), December 2006, 955-978.

“A conversation with Jagdish Bhagwati on Indian Politics, Globalization, Socialism, Entrepreneurship and African Aid,” Indian Journal of Economics and Business, 5(1), June 2006, 1-13.

“Should Asians demand both entrepreneurship and human rights?”  Journal of Asian Economics, 17(1), Feb. 2006, 14-28.

“Introduction to the symposium: The link between entrepreneurship and human rights,” Journal of Asian Economics, 17(1), Feb. 2006, 1-4.

“Altruism in child custody decisions: theory and logistic regression evidence,” joint with Stuart Rosenberg, Indian Journal of Economics and Business, 4(2), Dec. 2005, 231-248.

“Skew Densities and Ensemble Inference for Financial Economics,” Mathematica Journal, Vol. 9 (4), 2005, pp. 852-862. (www.mathematica-journal.com)

“Conflict of Interest Economics and Investment Analyst Biases,” Brooklyn Law Review, Vol. 70, No. 1, Fall 2004, pp 53-88.

“Asymmetric Complementarity and Dynamic Optimization in Pharmaceuticals,” joint with P.M. Rao, Journal of Quantitative Economics New Series 2(2), 2004, pp. 149-160. 

“Ranking Mutual Funds Using Unconventional Utility Theory and Stochastic Dominance,” Journal of Empirical Finance Vol. 11(3) 2004, pp. 353-377.

“Verifying the solution from a Nonlinear Solver: A Case Study: Reply” (to Shachar and Nalebuff joint with B. D. McCullough) American Economic Review Vol. 94(1), March 2004, pp. 391-396.

“Verifying the solution from a Nonlinear Solver: A Case Study: Reply” (to Drukker and Wiggins, joint with B. D. McCullough) American Economic Review Vol. 94(1), March 2004, pp. 400-403.

“Market failure and economics of charity” Indian Journal of Economics and Business Vol. 2 (2), (2003), pp.149-157.

“Review of MathStatica (v.1): An Add-on to Mathematica,” Journal of Applied Econometrics 18, (2003) pp 485-491.

“Comments: Econometrics and Software” joint with B. D. McCullough, Journal of Economic Perspectives, 17 (1) (winter 2003), pp. 223-224. 

“Verifying the Solution from a Nonlinear Solver: A Case Study” joint with B. D. McCullough, American Economic Review, 93(3),  (June 2003) pp. 873-892.

“Inference for Negativist Theory Using Numerically Computed Rejection Regions,” joint with Derrick Reagle in Computational Statistics & Data Analysis. Vol. 42 (2003), 491-512.

Open Economy And Financial Burden Of Corruption: Theory And Application To Asia,” Journal of Asian Economics  Vol. 13 (2003), pp. 873-890.

“A Looser Cointegration Concept Using Fractional Integration Parameters and Quantification of Market Responsiveness,” Journal of Statistical Planning and Inference, Vol. 100, (2002), 399-410.

“Board Composition, CEO Tenure and Deregulation,” joint with R. Geddes in Journal of Regulatory Economics, Volume 21 Number 2 , 2002, 217-235.

“Estimation Risk in Morningstar Fund Ratings,” joint with M. Morey in Journal of Investing Vol. 11 (4), 2002, 67-75.

“Non-expected utility, stochastic dominance and new summary measures for risk,” Journal of Quantitative Economics  17 (1) Jan 2001, pp.1-24.

“Care and Feeding of Reproducible Econometrics,” Journal of Econometrics (2001) Vol. 100, pp.87-88.

“R&D and Promotion in Pharmaceuticals: A Conceptual Framework and Empirical Exploration” joint with P. M. Rao in Journal of Marketing Theory and Practice, Vol. 8(4), 2000, pp.10-20.

 “Foundations of Multivariate Inference Using Modern Computers” in North Holland Elsevier Journal Linear Algebra and Its Applications. Vol. 321, (2000) 365-385.

“Statistical Analysis of Corruption Data and Using the Internet to Reduce Corruption,” Journal of Asian Economics  Vol. 10 (1999), 591-603.

“Review of GAUSS for Windows Including its Numerical Accuracy,” in Journal of Applied Econometrics, Vol.  15, 2000, 211-220.  Download related GAUSS software

“The Numerical Reliability of Econometric Software,” joint with B. D. McCullough, Journal of Economic Literature, Vol.  37, 1999, 633-665.

“Foundations of Statistical Inference Based on Numerical Roots of Robust Pivot Functions (Fellow’s Corner),” Journal of Econometrics, Vol.86, 1998, 387-396. Download

“Implementing the Double Bootstrap,” joint with B. D. McCullough in Computational Economics, Vol. 12 (1), 79-95, 1998.

“CEO Age and Outside Directors: A Hazard Analysis,” joint with R. R. Geddes in Review of Industrial Organization, Vol. 12, 1997, 767-780.

“Comments on Bootstrapping Time Series Data,” Econometric Reviews, 15(2), 1996, 183-190.

“Exact Moments for Autoregressive and Random Walk Models for a Zero or Stationary Initial Value.” with L. R. Shenton, Econometric Theory Vol. 12, 1996, 481-499.

“Empirically Feasible Solutions and Explicit Dynamics for Rational Expectation Models,” Journal of Statistical Planning and Inference, Vol. 49, 1996, pp. 203-222.

“A Note on Convergence when the Root is Greater than Unity” joint with B. D. McCullough, Journal of Quantitative Economics, 11, 1995, 251-256.

“Large Sample Asymptotic Properties of the Double k-class Estimators in Linear Regression Models,” with V. K. Srivastava, Econometric Reviews Vol. 14, 1995, pp. 75-100.

“Forecasting Consumption, Income and Real Interest Rate from Alternative State Space Models,” with Parantap Basu, International Journal of Forecasting, Vol. 11, 1995, 217-231.

“Double Bootstrap for Shrinkage Estimators,” Journal of Econometrics Vol. 68(2) 1995, pp. 287-302.

“Estimating Cointegrating Parameters: An Application of the Double Bootstrap,” with B. McCullough, Journal of Statistical Planning and Inference, Vol. 43, 1995, 147-156.

“Bootstrapping Demand and Supply Elasticities: The Indian Case,” with B.D. McCullough, Journal of Asian Economics, 5 (3), Sept. 1994, pp. 367-379.

“Implementing the Single Bootstrap: Some Computational Considerations,” with B.D. McCullough, Computational Economics, Vol. 6, 1993, pp. 1-15.

“Closed Forms for Asymptotic Bias and Variance in Autoregressive Models with Unit Roots,” Journal of Computational and Applied Mathematics, with L.R. Shenton Vol. 61, 1995, 231-243.

“Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model,” with P. Basu, Scandinavian Journal of Economics, Vol. 96 (1), 1994, pp. 56-65.

“Bootstrapping Demand and Supply Elasticities: The Indian Case,” with B. D. McCullough, Journal of Asian Economics, 5 (3), Sept. 1994, pp. 367-379.

“Sensitivity Analysis of Applied General Equilibrium Models,” with Glenn Harrison, Review of Economics and Statistics, Vol. 75, 1992, pp. 357-362.

“Rao’s Weighted Distribution in Econometrics: An Application to Unemployment Statistics and Okun’s Law,” Journal of Quantitative Economics, Vol. 7 (2), 1991, pp. 247-254.

“Regulatory Economics: Dynamic Optimization and Control Under Multiple Objectives,” Journal of Quantitative Economics, Vol. 6, July 1990, pp. 245-269.

“Kernel Estimation for Disequilibrium Models for Floorspace Efficiency in Retailing,” Journal of Productivity Analysis 1, 1989, pp. 79-84.

“Dynamic Benefit Cost Ratio Criterion for Practical Sequential Ranking to Encourage Cost Control and Self Help,” Indian Economic Review, 23 (2), July-December 1988, pp. 263-274.

“Economic Issues in Bell System Divestiture: A Bootstrap Application,” with B. Raj, Applied Statistics (Journal of the Royal Statistical Society, Ser. C), Vol, 37, No. 2, 1988, pp. 251-261.

“New Techniques for Estimation of Rational Expectation Models and Volcker Deflation,” Empirical Economics, Vol. 12 (3), 1987, pp. 157-174.

“Estimation of Linear Models with Moving Average Disturbances,” with A. Ullah and R. S. Singh, Journal of Quantitative Economics, Vol. 2, No. 1, 1986, pp. 137-152.

“European Research on Measuring Income Inequality: Letter,” Journal of Business and Economic Statistics, Vol. 4, Jan. 1986, p. 143.

“Nonparametric Kernel Estimation of Econometric Parameters,” with A. Ullah, Journal of Quantitative Economics, Vol. 4 (1), Jan. 1988, pp. 81-87.

“Reply” to a “Comment on Measurement of Economic Distance,” Journal of Business and Economic Statistics, Vol. 3, Oct. 1985, pp. 408-409.

“Exact Maximum Likelihood Regression Estimation with ARMA (n,n-l) Errors,” Economics Letters, Vol. 17, 1985, pp. 355-358.

“Measurement of Economic Distance Between Blacks and Whites,” Journal of Business and Economic Statistics, Vol. 3, Jan. 1985, pp. 78-88.

“Improvement Ranges for Shrinkage Estimators with Stochastic Target,” with A. Ullah, Communications in Statistics, Vol. 13, No. 2, 1984, pp. 207-215.

“The Stability of the Systematic Risk of Individual Stocks: An Application of Ridge Regression,” with F. Fabozzi and B. Raj, Communications in Statistics, Vol. 13, No. 2, 1984, pp. 151-161.

“Distribution of a Generalized t Ratio for Biased Estimators,” Economics Letters, Vol. 14, 1984, pp. 43-52.

“Interregional Productive Efficiency of the Transportation Equipment Industry in the U.S.: A Random Coefficients Approach,” with B. Raj, Economic Studies Quarterly, Vol. 33, No. 1, 1982, pp. 74-78.

“Bell System Scale Economies Estimated from Random Coefficients Model,” with B. Raj, Journal of Economics and Business, Vol. 34, 1982, pp. 247-252.

“Maximum Entropy Measurement Error Estimates of Singular Covariance Matrices,” Journal of Econometrics, Vol. 20, 1982, pp. 163-174.

“Measuring Dynamic Marketing Mix Interactions Using Translog Functions,” with H.S. Jagpal and E.F. Sudit, Journal of Business, Vol. 55, 1982, pp. 401-415.

“Economies of Scale in Telecommunications: Further Reply,” with E.F. Sudit and D. Eldor, Applied Economics, Vol. 13, June 1981, pp. 255-256.

“Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators Using Confluent Hypergeometric Functions,” with A. Ullah and K. Kadiyala, Sankhya: The Indian Journal of Statistics, Vol. 43, Ser. B, Pt. 3, 1981, p. 360-383.

“Improved Stein-Rule Estimator for Regression Problems,” Journal of Econometrics, Vol. 12, 1980, pp. 143-150.

“Comments on a Critique of Some Ridge Regression Methods,” by G. Smith and F. Campbell, presented at the 1979 meetings of the American Statistical Association, Journal of the American Statistical Association, Vol. 75, March 1980, pp. 97-98.

“Comments on Index of Stability of Relative Magnitudes,” Technometrics, Vol. 21, Feb. 1979, p. 138.

“Measurement of Advertising Interactions in Sales Response Functions,” with H.S. Jagpal and E.F. Sudit, Journal of Advertising Research, Vol. 19, No. 3, June 1979, pp. 41-47.

“Theory of the Diffusion of Price Inflation in an Imperfect Market Similar to Housing, Having Delayed Arbitrage,” Environment and Planning, Vol. 11, 1979, pp. 1219-1229.

“Telecommunications, CES Production Function: A Reply,” with D. Eldor and E.F. Sudit, Applied Economics, Vol. 11, 1979, pp. 133-138.

“Equivariance of Ridge Estimators Through Standardization, A Note,” Communications in Statistics, Volume A 7(12), 1978, pp. 1159-1167.

“A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares,” Review of Economics and Statistics, Vol. 60, February 1978, pp. 121-131.

“A Ridge Estimator Whose MSE Dominates OLS,” International Economic Review, Vol. 19, October 1978, pp. 727-737.

“Letter to the Editor,” Technometrics, Vol. 18, November 1976, p. 504.

“Simulation and Extension of a Minimum MSE Estimator in Comparison with Stein’s,” Technometrics, Vol. 18, November 1976, pp. 491-496.

“Effects of ARMA Errors on the Significance Tests for Regression Coefficients,” Journal of the American Statistical Association, Vol. 71, December 1976, pp. 929-933.

“Application of New Ridge Regression Methods to a Study of Bell System Scale Economies,” Journal of the American Statistical Association, Vol. 71, December 1976, pp. 835-841.

“Canonical Ridge and Econometrics of Joint Production,” Journal of Econometrics, Vol. 4, June 1976, pp. 147-166.(Download pdf file) back  TO quick search

“Application of New Ridge Regression Methods to a Study of Bell System Scale Economies,” abstracted in The Bulletin of The Institute of Mathematical Statistics, Vol. 3 (5), September 1974, p. 195.

“Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors,” with S.T. Sathe, Econometrica, Vol. 42 (2), 1974, pp. 333-340.

“Inter-regional Comparison of Production Structures,” Journal of Regional Science, Vol. 13 (2), 1973, pp. 261-267.

“A Generalization of the Durbin-Watson Statistic for Higher Order Autoregressive Process,” Communications in Statistics, Vol. 2 (2), 1973, pp. 115-144.

“Non-homogeneous Production Functions and Applications to Telecommunications,” Bell Journal of Economics and Management Science, Vol. 3, Autumn 1972, pp. 531-543.

“Econometrics of Joint Production A Reply,” Econometrica, Vol. 37, October 1969, pp. 739-740.

“An Inventory Theoretic Model of Freight Transport Demand,” with William Baumol, Management Science, Vol. 16, March 1970, pp. 413-421.

“Integer Programming and the Theory of Grouping,” Journal of the American Statistical Association, Vol. 64, June 1969, pp. 506-519.

“Toward More Realistic Surrogate Surrealism,” Indian Economic Journal, Vol. 15, April-June 1968, pp. 606-614.

“Econometrics of Joint Production,” Econometrica, Vol. 36, April 1968, pp. 322-336.

“Graphical Proof of a Theorem on Pricing of Public Utilities,” Artha Vijnana, Journal of the Gokhale Institute of Politics and Economics, Poona, Vol. 7, No. 2, June 1965, pp. 100-102.

 

PUBLISHED PROCEEDINGS

"Finiteness Matters in Inference for New Keynesian Phillips Curve," In JSM Proceedings, Business and Economic Statistics Section. 2010, Alexandria, VA: American Statistical Association. March 2, 2011.

"Evaluation of Archived Code with Perturbation Checks and Alternatives," American Economic Association Meetings, Philadelphia, January 2005, web publication at

http://www.aeaweb.org/annual_mtg_papers/2005/0109_1300_0304.pdf

Constructive ensembles for time series analysis avoid unit root testing,” 2003 Proceedings of the American Statistical Association, Statistical Computing Section [CD-ROM], Alexandria, VA: American Statistical Association.

“Constructive ensembles for time series in Econometrics and Finance,” 2003 Proceedings of the 35th Symposium on the Interface between Computing Science and Statistics [CD-ROM], Interface Foundation of North America, P.O.Box 7460, Fairfax Station, VA 22039, presented in Salt Lake City, March 14, 2003.

“Measuring The Asymmetry Of Stock Market Risk,” joint with D. Reagle, 2001 proceedings of the Business and Economic Statistics section of the American Statistical Association. ASA: Alexandria, Virginia,

Concave Consumption, Euler Equation and Inference Using Estimating Functions, 1997 proceedings of the Business and Economic Statistics section of the American Statistical Association. ASA: Alexandria, Virginia, pp. 118-123 (Download pdf file) TO quick search



Foundations of Multivariate Inference Using Modern Computers,” Presented at the seventh international workshop on matrices and statistics in celebration of T. W. Anderson’s 80th birthday, Fort Lauderdale, Florida, Dec. 11-14, 1998.  Download a pdf file. to appear in Linear Algebra and Its Applications, 2001.
(Click here for info. about the fonts to be able to read the pdf file)TO quick search



Generalized Estimating Equations for Panel Data and Managerial Monitoring in Electric Utilities,” joint with R. R. Geddes was presented at the IISA meetings in Hamilton, Ontario, Canada on Oct. 10, 1998. Downloada pdf file No special fonts needed for this
 


“Nonparametric Estimation of Nonlinear Money Demand Cointegration Equation by Projection Pursuit Methods.” at the 30th symposium on the Interface: Computing science and Statistics, at University of Minnesota in June 1998. Download a pdf file (Click here for info. about the fonts to be able to read the pdf file)TO quick search Computing Science and Statistics, Vol. 30, edited by S. Weisberg, Interface Foundation, Fairfax Station, Virginia, 1998, pp. 174-179.

 

“Forecasting the Dynamics of Exchange Rate Movements Using GMM and Estimating Function Methods.” (joint with P. Samanta) at 17th Annual International Symposium on Forecasting in Barbados (June, 1997). Download a pdf file
(Click here for info. about the fonts to be able to read the pdf file)TO quick search

“Consumer Behavior and a Target Seeking Supply Side Model for Income Determination,” Ch. 18 in M. Ahsanullah and D. Bhoj (eds.) Applied Statistical Science, I (1996), Nova Science Pub. Carbondale, IL, pp. 219-233.

“On Estimating Annual Volatility with Nonindependent Returns,” joint with Prodyot Samanta in P. J. Catania, W. G. Tomek and R. E. Whaley (Ed.s) Proceedings of the Annual Fall Research Seminar, Houston, Texas, Dec. 1995, Chicago Board of Trade publication. pp. 159-174.

“Economic Equilibria, Fractional Cointegration and Multivariate ARFIMA Models,” 1993 Proceedings of the Business and Economics Section, Washington, DC: American Statistical Association, 1994, pp. 302-307.

“Direct Estimation of Market Power from a Productivity Model,” with Y. Koh, 1991 Proceedings of the Business and Economics Section, Washington, DC: American Statistical Association, pp. 327-332.

“Short Term Stock Market Forecasting with Adjusted Insider Trading Data,” with K. Dadak, in Computer Science and Statistics: Proceedings of the 23rd Symposium on the Interface, Washington, DC: American Statistical Association, 1992, edited by E.M. Keramidas, pp. 523-526.

“Resampling Fuzzy Data and Latin Squares: Application to Regression,” 1989 Proceedings of the American Statistical Association, Washington, DC: American Statistical Association, p. 304-309.

“Efficient Estimation and Testing for Heteroscedasticity Without Auxiliary Variables,” with A. Ullah, in T. J. Boardman (ed.), Computer Science and Statistics: Proceedings of the 18th Symposium on the Interface, Washington, DC: American Statistical Association, 1986, pp. 426-431.

“Empirical Rational Expectation Models,” with S. M. Pandit, 1984 Proceedings of the American Statistical Association, Philadelphia, Pennsylvania, Washington, DC: American Statistical Association, pp. 286-290.

“Stable and Low Public Utility Rates by Wiener-Hopf Optimization,” 1982 Proceedings of the Business and Economics Section, Washington, DC: American Statistical Association, 1983, pp. 369-374.

“Bell System Scale Economies from a Randomly Varying Parameter Model,” with B. Raj, 1978 Proceedings of the Business and Economics Section, Washington, DC: American Statistical Association, 1979, pp. 596-599.

“Bounds on the Bias in Ridge Regression Coefficients,” 1976 Proceedings of the Business and Economics Section, Washington, DC: American Statistical Association, 1977, pp. 628-634.

“Ridge Estimation of a Trans-Log Production Function,” 1974 Proceedings of the Business and Economics Section, Washington, DC: American Statistical Association, 1975, pp. 596-601.

“Non-homogenous Production Functions, Productivity Measures and Monetary Economics,” 1972 Proceedings of the Business and Economics Section, Washington, DC: American Statistical Association, 1973, pp. 479-485.

 

BOOKS AND CONTRIBUTIONS TO BOOKS

“Impact of Past Karma and Astrology Chart on Hindu Economic Life,” Chapter 16 in Hrishikesh D. Vinod (Ed.) The Handbook of Hindu Economics and Business April 2013, https://www.createspace.com/4224711 and on Kindle at: http://www.amazon.com/dp/B00CND7HWQ Copyright: Hrishikesh Vinod, Tenafly, NJ 07670, pp.405-431

“Socioeconomic Importance of Animals including Cows in Hinduism,” Chapter 3 in Hrishikesh D. Vinod (Ed.) The Handbook of Hindu Economics and Business April 2013, https://www.createspace.com/4224711 and on Kindle at: http://www.amazon.com/dp/B00CND7HWQ Copyright: Hrishikesh Vinod, Tenafly, NJ 07670, pp.59-74

The Handbook of Hindu Economics and Business, April 9, 2013, https://www.createspace.com/4224711 and on Kindle at: http://www.amazon.com/dp/B00CND7HWQ Copyright: Hrishikesh Vinod, Tenafly, NJ 07670

“Hands-On Matrix Algebra Using R: Active and Motivated Learning with Applications.”  (2011) World Scientific Publishers: Hackensack, NJ.

(http://www.worldscibooks.com/mathematics/7814.html)

“Advances in Social Science Research Using R, ”  (2010) Springer, New  York,  (http://www.springer.com/statistics/business%2C+economics+%26+finance/book/978-1-4419-1763-8) (Editor: H. D. Vinod)

“Superior Estimation and Inference Avoiding Heteroscedasticity and Flawed Pivots: R-example of Inflation Unemployment Trade-Off” in H. D. Vinod (Ed.) Advances in Social Science Research Using R, (2010) Springer, New  York, Chapter 4, pp.39-63

“Combinatorial Fusion for Improving Portfolio Performance” joint with D. F. Hsu and Y. Tian in H. D. Vinod (Ed.) Advances in Social Science Research Using R, (2010) Springer, New  York, Chapter 6, pp.95-105

“Ranking and Selection Among Mutual Funds” in N. Balakrishnan (Ed.) Methods and Applications of Statistics in Business, Finance and Management Sciences, John Wiley & Sons, Hoboken, New Jersey (2010), Chapter 39, pp. 493-507.

“Hands-On Intermediate Econometrics Using R: Templates for Extending Dozens of Practical Examples.”  (2008) World Scientific Publishers: Hackensack, NJ.

(http://www.worldscibooks.com/economics/6895.html)

“Fraud and Corruption” in Governance, Risk, and Compliance Handbook Technology,Finance, Environmental, and International Guidance and Best Practices Anthony Tarantino (Ed.). New York: J. Wiley and Sons, (2008),  Ch. 9. pp. 121-131.

 Preparing for the Worst: Incorporating Downside Risk in Stock Market Investments.  New York: J. Wiley and Sons, Monograph joint with Derrick Reagle (2005).

“Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference,” in Aman Ullah, A. T. K. Wan and A. Chaturvedi (Editors) Handbook of Applied Econometrics   New York: Marcel Dekker.  2002, Chapter 26: pp. 553-574.

“A Double Sharpe Ratio” joint with M.R.Morey in Advances in Investment Analysis and Portfolio Management, Vol. 8, Lee, Cheng Few, (ed.), New York, 2001, JAI-Elsevier Science pp. 57–65.

Vinod, H. D. and R. R. Geddes  (2000) “Generalized Estimating Equations for Panel Data and Managerial Monitoring in Electric Utilities” in N. Balakrishnan (Ed.) Advances on Methodological and Applied Aspects of Probability and Statistics. Ch. 33, London: Gordon and Breach Science Publishers. pp. 597-617.

“Confidence Intervals and Hypothesis Testing for the Sharpe and Treynor Performance Measures: A Bootstrap Approach,” in Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo and A. S. Weigend (Ed.s) Computational Finance 1999 MIT Press, Cambridge Mass., 2000.   Chapter 3, written jointly with Matthew R. Morey, pages 25-39.

“Using Godambe-Durbin Estimating Functions In Econometrics,” 1996, in I. Basawa, V. P. Godambe and R. Taylor (Ed.s) Selected Proceedings of the Symposium on Estimating Equations, IMS Lecture Notes- Monographs Series Vol. 32, pp215-237.  Download postscript file. 
(Click here for info. about the EXP fonts to be able to read the pdf file)TO quick search

Handbook of Statistics: Econometrics, Vol.11, co-editors: G. S. Maddala and C.R. Rao. New York: North Holland, Elsevier Science Publishers, 1993.

Chapter 4 on nonparametric regression is written jointly with Aman Ullah and starts on page 85.

Chapter 23 has a survey of bootstrap methods and starts on page 629.

Recent Advances in Regression Methods, co-author: A. Ullah. New York: Marcel Dekker, Inc., 1981.

Economic History of India, Vol 17, in The Study of Indian History and Culture, co-editor: S.D. Kulkarni. Bhishma, B-7,8, Shreepal Apts., Panch Pakhadi, Thane 400-602, India, 1994.

“Bootstrap Methods: Applications in Econometrics,” in G.S. Maddala, C.R. Rao and H.D. Vinod (eds.), Handbook of Statistics: Econometrics, Vol. 11. New York: North Holland, Elsevier, 1993, Chapter 23, pp. 629-661.

“General Nonparametric Regression Estimation and Testing in Econometrics,” with A. Ullah, in G. S. Maddala, C.R. Rao and H. D. Vinod (eds.), Handbook of Statistics: Econometrics, Vol. 11. New York: North Holland, Elsevier, 1993, Chapter 4, pp. 85-116.

“Reestimating the Cost of Production in Fuzzy Technological Environment,” with P. Basu, in Willis R. Greer, Jr. and D.A. Nussbaum (eds.), Cost Analysis and Estimating Tools and Techniques. New York: Springer Verlag, 1990, pp. 3-29.

“Estimation of the Shape of the Demand Curve by Kernel Methods,” with J. McMillan and A. Ullah, in B. Raj (ed.), Advances in Econometrics and Modelling. New York: Kluwer Academic Publishers, 1989, pp. 85-92.

“Random Walk in Consumption: Maximum Likelihood and Nonparametrics,” in T.B. Fomby and G.F. Rhodes, Jr. (eds.), Advances in Econometrics: Robust and Nonparametric Statistical Inference, Vol. 7. Greenwich, Conn.: JAI Press, 1988, pp. 291-309.

“Flexible Production Function Estimation by Nonparametric Kernel Estimators,” with A. Ullah, in T.B. Fomby and G.F. Rhodes, Jr. (eds.), Advances in Econometrics: Robust and Nonparametric Statistical Inference, Vol. 7. Greenwich, Conn.: JAI Press, 1988, pp. 139-160.

“Confidence Intervals for Ridge Regression Parameters,” in I. B. MacNeill and G. J. Umphrey (eds.), Time Series and Econometric Modelling. Boston: D. Reidel Publishing, 1987, pp. 279-300.

“A Canonical Correlations Approach to State Vector Analysis of Capital Appropriations and Expenditures,” with B. Hui, in O. D. Anderson (ed.), Time Series Analysis and Practice 4. Amsterdam: North Holland, 1983, pp. 229-236.

“Enduring Regression Estimator,” in O. D. Anderson (ed.), Time Series Analysis: Theory and Practice 4, Amsterdam: North Holland, 1982, pp. 397-416.

“Poisson Model for Measuring the Returns to Research and Development,” in O. D. Anderson (ed.), Forecasting Public Utilities. Amsterdam: North Holland, 1980, pp. 187-196.


 

PUBLISHED REVIEWS and Electronic Journal Publications

Vinod, Hrishikesh D., Theil's BLUS Residuals and R Tools for Testing and Removing Autocorrelation and Heteroscedasticity (March 21, 2014). Available at SSRN: http://ssrn.com/abstract=2412740  See also http://www.r-bloggers.com  July 2, 2013 post by Tal Galili

Vinod, Hrishikesh D., Generalized Correlation and Kernel Causality with Applications in Development Economics, (November 5, 2013). Available at SSRN: http://ssrn.com/abstract=2350592

Maximum Entropy Bootstrap Simulations for Variance Estimation,” SSRN e Library http://ssrn.com/abstract=2295723 (July 18, 2013).

Maximum Entropy Bootstrap Algorithm Enhancements,” SSRN e Library http://ssrn.com/abstract=2285041 (June 26, 2013)

See also http://www.r-bloggers.com  July 2, 2013 post by Tal Galili

Unemployment Reduction Prowess Under Bush versus Obama Years,” SSRN e Library http://ssrn.com/paper=2149316

 (September 21, 2012)

“Constructing Scenarios of Time Heterogeneous Series for Stress Testing,” SSRN e Library http://ssrn.com/paper=1987879,  (January 18, 2012)

“Avoiding Japan-Style Stagnation by Overcoming Bankers' DNA,” SSRN e Library (August 24, 2011).  http://ssrn.com/abstract=1916361

“New solution for Spurious Regression,” SSRN e Library  (March 7, 2010) http://ssrn.com/abstract=1560074

“Financial Reform, Innovative Hedging and the Volcker Rule,” SSRN e Library (April 28, 2010).: http://ssrn.com/abstract= 1597450

 

“GMM and OLS Estimation and Inference for New Keynesian Phillips Curve,” (Feb. 27, 2010) SSRN e Library  http://ssrn.com/abstract=1560622

“Monetized Government Spending Instead of Elimination of Toxic Assets Can Solve Current Economic Problems,” (March 12, 2009). SSRN e Library  http://ssrn.com/paper=1357089

“Preventing Madoff-Style Ponzi Enabled by Jewish Reputation, Incompetent Regulators and Auditors,” SSRN e Library  http://ssrn.com/abstract=1320069  (Dec. 26, 2008) among top 10 downloads at Harvard Business School Working Paper Series in Jan 2009.

“Updating United Nations To Maintain Upward Trajectory Of American Power And Influence,” May 9, 2003 http://ssrn.com/abstract=412821

Divest Investment Banking from Financial Institutions,” SSRN e Library (Aug. 23, 2002) http://ssrn.com/paper=323280

Winners and Losers in Multiple Failures at Enron and Some Policy Changes,” SSRN e Library (April 9, 2002)  One of top 10, http://ssrn.com/abstract=300542

“Review of GAUSS for Windows Including its Numerical Accuracy,” in Journal of Applied Econometrics, Vol.  15, 2000, 211-220.  Download related GAUSS software

“Cluster Analysis - A Survey,” by B.S. Duran and P.L. Odell, Journal of the American Statistical Association, Vol. 71, March 1976, pp. 244-245.

Lynn, Robert, Pricing Policies and Marketing Management, American Economic Review, Vol. 58, March 1968, pp. 281-282.

“SORITEC (Version 6.4),” Statistical Computing Section, American Statistician, Vol. 43 (4), Nov. 1989, pp. 266-269.

 

EXPERT TESTIMONY

Testified as an expert witness in MCI vs. AT&T and U.S. vs. AT&T on economics of scale and related issues concerning the U.S. telecommunications industry. Testimony was based on several internal AT&T research studies conducted by the author for antitrust litigation and for the FCC Docket No. 20003.

UNPUBLISHED ESSAYS AND DISCUSSION PAPERS

Review of a Marathi musical called Begum Barve about the plight of B-list actors during the British Raj in India. Updating Maharashtra Poem in Light of Recent Statistics.

“Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series” (September 17, 2008). Fordham University Department of Economics Discussion Paper No. 2008-15, available at: http://papers.ssrn.com/abstract=1269722

“Consumer Debt is 130% of Income: Avoiding Budget Constraint Orthodoxy,” (August 17, 2008). Fordham University Department of Economics Discussion Paper No. 2008-13, available at:http://papers.ssrn.com/abstract=1269730

“Maximum Entropy Ensembles for Time Series in Econometrics and Finance,”  Presented: at a conference in honor of Arnold Zellner, Recent Developments in the Theory, Method, and Application of Information and Entropy Econometrics (IEE), American University, Washington, DC., September 19-21, 2003.

Olympics, A Khalifa Story And Globalization, a pdf file download

Open Economy And Financial Burden Of Corruption: Theory And Application To Asia” presented at the  Ninth Annual Conference on Pacific Basin Finance, Sept. 2001.

Corruption: Measuring the Burden, Model Selection and the Internet” Economics Department, Fordham University, Feb. 23, 1999. Download a pdf file. TO quick search


VEGETARIANISM, HINDUISM AND FOOD HABITS OF CHILDREN, a version published in India Tribune, Nov. 22, 1998.  Download a pdf file. TO quick search


“Economics of Individualized Discomfort Punishment Alternatives,” Economics Department, Fordham University, 1994.

“Exact Moment for Autoregressive and Random Walk Models for a Constant or Stationary Initial Value,” with L. R. Shenton, Economics Department, Fordham University, 1993.

“Regression Bootstrap Without Residuals for Studying Time Series Data,” Economics Department, Fordham University, 1992.

“Consumer Behavior and a Target Seeking Supply Side Model for Income Determination,” Economics Department, Fordham University, 1992.

“Semiparametric Compromise Kernel Regression for Application in Econometrics,” with A. Ullah, Economics Department, Fordham University, 1991.

“State Space Rational Expectation Model for Energy Prices and Consumption in the US,” Fordham University, November 1990.

“Resampling Fuzzy Data and Latin Squares: Application to Regression,” Discussion Paper ES187, Department of Econometrics, University of Manchester, Manchester, UK, M13-9PL, July 1987.

“Simple New Densities with Zero Low Order Moments,” Discussion Paper ES188, Department of Econometrics, University of Manchester, Manchester, UK, M13-9PL, July 1987.

“Bell System Productivity Study, 1947-1970,” Economic Analysis Section, AT&T, Chapter 10, 1971.

“Econometric Estimation and Forecasting of Freight Demand,” Parts I and II, Chapters 2 and 3 of Studies on the Demand for Freight Transportation, Vol. I, Mathematica, 1968.

 

OTHER SCHOLARLY ACTIVITIES

Discussant, chairman and “invited speaker” at various academic meetings in the U.S., Europe and Asia. Served as an external examiner for Ph.D. candidates in various universities, including City University of New York, University of Western Ontario, Australian National University, etc.

 

Links to Classroom Material for Graduate Students, Material for Undergraduates

 

For proper reading of the mathematical formulas in very few of my downloadable (.pdf) files it is necessary to download this zip file:  special EXP software Fonts  Simply Unzip to C:\windows\fonts   [Hint: For example, click on “My Computer”, go to C:\WINDOWS\FONTS Directory and copy the unzipped file in that directory].

Free Software Tools by Vinod in GAUSS language and some math-typing tricks in MS-Word.

No guarantees!

 

FORDHAM


Authors: Hrishikesh (Rick) D. Vinod, PhD. E-mail: vinod@fordham.edu
and Craig W. Pilant. Site last modified: March 28, 2014.
©1998 Fordham University. All rights reserved.

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