Hrishikesh D. Vinod

Professor of Economics
Director, Institute for Ethics and Economic Policy (IEEP)
Email: [email protected]

Rose Hill Campus: Dealy E-526
Phone: 718-817-4065

  • Ph.D., Harvard University

  • Econometrics

  • Dr. Hrishikesh (Rick) D. Vinod is a professor of Economics and director of the Institute for Ethics and Economic Policy at Fordham University in New York. Rick won the IBM fellowship at Harvard University, where he earned his Ph.D. Among his many awards, he is a Fellow of the Journal of Econometrics.

    Rick has received the Bene Merenti Award for 40 years of service at Fordham University with exceptional scholarship. He has published more than 160 research papers in journals such as Econometrica, the Journal of Econometrics, the Journal of the American Statistical Association, The Review of Economics and Statistics, and the American Economic Review, among many others. He has co-edited several volumes of the Handbook of Statistics and authored several textbooks. 

    Rick has accumulated approximately 6,000 citations, with an outstanding h-index of 38 (January 2022). He was the first to solve the optimal clustering problems with integer programming and use inventory theoretic demand analysis. Rick’s early work on ridge regression was recognized in Significance magazine (published by the American Statistical Association and the Royal Statistical Society of the UK in 2020) for its impact on data science. More recently, he has pioneered a maximum entropy bootstrap method for time series, and new tools for causality assessment.

  • Journal Articles
    Maximum Entropy Bootstrap for Time Series: The meboot R-package, with Javier Lopez-de-Lacalle. American Statistical Association's Journal of Statistical Software, January 2009, Vol. 29 (5), pp. 1-15.

    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, with B. D. McCullough, American Economic Review, 93(3), (June 2003) pp. 873-892.

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

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

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

    Advances in Social Science Research Using R,Ê (2010) Springer, New York (Editor: H. D. Vinod).

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

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

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