Hrishikesh D. Vinod

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All published works

Action	Title	Year	Authors
+	A Novel Solution to Biased Data in Disaster Management: COVID-19 Example	2024	Hrishikesh D. Vinod Katherine Theiss
+ PDF Chat	New Axioms for Dependence Measurement and Powerful Tests	2024	Hrishikesh D. Vinod
+	Review of: "Decoding the Correlation Coefficient: A Window into Association, Fit, and Prediction in Linear Bivariate Relationships"	2023	Hrishikesh D. Vinod
+	practicalSigni: Practical Significance Ranking of Regressors and Exact t Density	2023	Hrishikesh D. Vinod
+	Causality Estimation in Panel Data	2023	Hrishikesh D. Vinod
+	Taraldsen’s Exact Correlation P-Values	2023	Hrishikesh D. Vinod
+ PDF Chat	Introduction to the Special Issue in Honor of Professor C. R. Rao	2022	Б. Л. С. Пракаса Рао Hrishikesh D. Vinod
+	Bootstrap Version of Rao–Blackwellization to Two-Step and Instrumental Variable Estimators	2022	Hrishikesh D. Vinod
+ PDF Chat	Kernel Regression Coefficients for Practical Significance	2022	Hrishikesh D. Vinod
+ PDF Chat	Material Facts Obscured in Hansen's Modern Gauss-Markov Theorem	2022	Hrishikesh D. Vinod
+	Material Facts Obscured in Hansen's Modern Gauss-Markov Theorem	2022	Hrishikesh D. Vinod
+	Asymmetric Dependence Measurement and Testing	2022	Hrishikesh D. Vinod
+	Generalized, Partial and Canonical Correlation Coefficients	2021	Hrishikesh D. Vinod
+	A Novel Solution to Biased Data in COVID-19 Incidence Studies	2020	Hrishikesh D. Vinod Katherine Theiss
+	Comparing Old and New Partial Derivative Estimates from Nonlinear Nonparametric Regressions	2020	Hrishikesh D. Vinod Fred Viole
+	New Pandemic Death Forecasts by State	2020	Hrishikesh D. Vinod Katherine Theiss
+	Nonlinear Granger Causal Paths, Dependence Measures and Canonical Correlations	2020	Hrishikesh D. Vinod
+	New exogeneity tests and causal paths	2019	Hrishikesh D. Vinod
+	Block Versions of R functions in 'generalCorr' for Generalized Correlations and Causal Paths	2019	Hrishikesh D. Vinod
+	Nonparametric Regression Using Clusters	2017	Hrishikesh D. Vinod Fred Viole
+	Can Low Payroll Growth Cause Low Productivity Growth?	2017	Hrishikesh D. Vinod
+	Generalized Correlations and Kernel Causality Using R Package GeneralCorr	2016	Hrishikesh D. Vinod
+	New bootstrap inference for spurious regression problems	2015	Hrishikesh D. Vinod
+	Generalized Correlations and Instantaneous Causality for Data Pairs Benchmark	2015	Hrishikesh D. Vinod
+	Matrix Algebra Topics in Statistics and Economics Using R	2014	Hrishikesh D. Vinod
+	Theil's BLUS Residuals and R Tools for Testing and Removing Autocorrelation and Heteroscedasticity	2014	Hrishikesh D. Vinod
+	Maximum Entropy Bootstrap Simulations for Variance Estimation	2013	Hrishikesh D. Vinod
+	GMM and OLS Estimation and Inference for New Keynesian Phillips Curve	2010	Hrishikesh D. Vinod
+	New Solution to Time Series Inference in Spurious Regression Problems	2010	Hrishikesh D. Vinod
+	A New Solution to Time Series Inference in Spurious Regression Problems	2010	Hrishikesh D. Vinod
+	Superior Estimation and Inference Avoiding Heteroscedasticity and Flawed Pivots: R-example of Inflation Unemployment Trade-off	2009	Hrishikesh D. Vinod
+	Maximum Entropy Bootstrap for Time Series: The<b>meboot</b><i>R</i>Package	2009	Hrishikesh D. Vinod Javier López-de-Lacalle
+	Verifying the Solution from a Nonlinear Solver: A Case Study: Reply	2004	B. D. McCullough Hrishikesh D. Vinod
+ PDF Chat	Review of mathStatica (v.1): an add‐on to Mathematica	2003	Hrishikesh D. Vinod
+	Verifying the Solution from a Nonlinear Solver: A Case Study	2003	B. D. McCullough Hrishikesh D. Vinod
+	Inference for negativist theory using numerically computed rejection regions	2003	Derrick P. Reagle Hrishikesh D. Vinod
+	Sample Size Requirements for Estimation in SUR Models	2002	Gordon Fisher Marcel-Christian Voia John Knight Stephen Satchell Murray Smith Hrishikesh D. Vinod William E. Griffiths Christopher L. Skeels Duangkamon Chotikapanich
+	Foundations of multivariate inference using modern computers	2000	Hrishikesh D. Vinod
+	The Numerical Reliability of Econometric Software	1999	B. D. McCullough Hrishikesh D. Vinod
+	FELLOW’S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions	1998	Hrishikesh D. Vinod
+ PDF Chat	Using Godambe-Durbin Estimating Functions in Econometrics	1997	Hrishikesh D. Vinod
+	Exact Moments for Autor1egressive and Random walk Models for a Zero or Stationary Initial Value	1996	Hrishikesh D. Vinod L. R. Shenton
+	Double bootstrap for shrinkage estimators	1995	Hrishikesh D. Vinod
+	Closed forms for asymptotic bias and variance in autoregressive models with unit roots	1995	L. R. Shenton Hrishikesh D. Vinod
+	Large sample asymptotic properties of the double k-class estimators in linear regression models	1995	Hrishikesh D. Vinod V. K. Srivastava
+	Implementing the single bootstrap: Some computational considerations	1993	B. D. McCullough Hrishikesh D. Vinod
+	4 General nonparametric regression estimation and testing in econometrics	1993	Aman Ullah Hrishikesh D. Vinod
+	23 Bootstrap methods: Applications in econometrics	1993	Hrishikesh D. Vinod
+	General Nonparametric Regression Estimation and Testing in Econometrics	1992	Aman Ullah Hrishikesh D. Vinod
+	General Nonparametric Regression Estimation and Testing in Econometrics	1992	Aman Ullah Hrishikesh D. Vinod
+	Reestimating the Cost of Production in a Fuzzy Technological Environment	1990	Hrishikesh D. Vinod Parantap Basu
+	Estimation of the Shape of the Demand Curve by Nonparametric Kernel Methods	1989	John McMillan Aman Ullah Hrishikesh D. Vinod
+	Nonparametric kernel estimation of econometric parameters	1987	Aman Ullah Hrishikesh D. Vinod
+	Maximum Likelihood Fuzzy Range for Errors in Variables Model	1987	Hrishikesh D. Vinod
+	Confidence Intervals for Ridge Regression Parameters	1987	Hrishikesh D. Vinod
+	Reply	1985	Hrishikesh D. Vinod
+	Exact maximum likelihood regression estimation with ARMA (n, n − 1) errors	1985	Hrishikesh D. Vinod
+	Recent Advances in Regression Methods.	1984	R. Carter Hill Hrishikesh D. Vinod Aman Ullah
+	Improvement ranges for shrinkage estimators with stochastic target	1984	Aman Ullah Hrishikesh D. Vinod
+	Fordham symposium on ridge regression:introduction	1984	Hrishikesh D. Vinod
+	Distribution of a generalized t ratio for biased estimators	1984	Hrishikesh D. Vinod
+	Recent Advances in Regression Methods.	1983	J. B. Copas Hrishikesh D. Vinod Aman Ullah
+	Recent Advances in Regression Methods	1983	J. T. Webster Hrishikesh D. Vinod Aman Ullah
+	Recent Advances in Regression Methods.	1983	P. Sprent Hrishikesh D. Vinod Aman Ullah
+	Maximum entropy measurement error estimates of singular covariance matrices in undersized samples	1982	Hrishikesh D. Vinod
+	A FAMILY OF IMPROVED SHRINKAGE FACTORS FOR THE ORDINARY RIDGE ESTIMATOR	1981	Aman Ullah Hrishikesh D. Vinod R. K. Kadiyala
+	A Critique of Some Ridge Regression Methods: Comment	1980	Hrishikesh D. Vinod
+	Comment	1980	Hrishikesh D. Vinod
+	Improved stein-rule estimator for regression problems	1980	Hrishikesh D. Vinod
+	The Editor Technometrics	1979	Hrishikesh D. Vinod
+	A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares	1978	Hrishikesh D. Vinod
+	Equivariance of ridge estimators through standardization, a note	1978	Hrishikesh D. Vinod
+	Evaluation of the Mean Squared Error of Certain Generalized Ridge Estimators	1978	Hrishikesh D. Vinod Aman Ullah K. Rao Kadiyala
+	A Family Of Improved Ordinary Ridge Estimators	1978	Aman Ullah Hrishikesh D. Vinod R. K. Kadiyala
+	Effects of ARMA Errors on the Significance Tests for Regression Coefficients	1976	Hrishikesh D. Vinod
+	Application of New Ridge Regression Methods to a Study of Bell System Scale Economies	1976	Hrishikesh D. Vinod
+	Effects of ARMA Errors on the Significance Tests for Regression Coefficients	1976	Hrishikesh D. Vinod
+	Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's	1976	Hrishikesh D. Vinod
+	Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors	1974	S. T. Sathe Hrishikesh D. Vinod

Common Coauthors

Coauthor	Papers Together
Aman Ullah	9
B. D. McCullough	4
Katherine Theiss	3
Aman Ullah	3
L. R. Shenton	2
Fred Viole	2
R. K. Kadiyala	2
V. K. Srivastava	1
John Knight	1
Murray Smith	1
Duangkamon Chotikapanich	1
J. B. Copas	1
R. Carter Hill	1
Б. Л. С. Пракаса Рао	1
Marcel-Christian Voia	1
P. Sprent	1
William E. Griffiths	1
K. Rao Kadiyala	1
Aman Ullah	1
Gordon Fisher	1
Parantap Basu	1
John McMillan	1
Stephen Satchell	1
Christopher L. Skeels	1
S. T. Sathe	1
Derrick P. Reagle	1
Javier López-de-Lacalle	1
J. T. Webster	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Maximum Entropy Bootstrap for Time Series: The<b>meboot</b><i>R</i>Package	2009	Hrishikesh D. Vinod Javier López-de-Lacalle	10
+	Recent Advances in Regression Methods.	1983	P. Sprent Hrishikesh D. Vinod Aman Ullah	9
+	The Advanced Theory of Statistics.	1978	G. M. Clarke M. G. Kendall A. Stuart	9
+	Nonparametric Econometrics: The<b>np</b>Package	2008	Tristen Hayfield Jeffrey S. Racine	7
+	Application of New Ridge Regression Methods to a Study of Bell System Scale Economies	1976	Hrishikesh D. Vinod	7
+	Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond	2012	Shurong Zheng Ningzhong Shi Zhengjun Zhang	6
+	The foundations of finite sample estimation in stochastic processes	1985	V. P. Godambe	6
+	23 Bootstrap methods: Applications in econometrics	1993	Hrishikesh D. Vinod	5
+	Superior Estimation and Inference Avoiding Heteroscedasticity and Flawed Pivots: R-example of Inflation Unemployment Trade-off	2009	Hrishikesh D. Vinod	5
+	Recent Advances in Regression Methods.	1983	J. B. Copas Hrishikesh D. Vinod Aman Ullah	5
+	A Survey of Ridge Regression and Related Techniques for Improvements over Ordinary Least Squares	1978	Hrishikesh D. Vinod	5
+	Ridge Regression: Applications to Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	5
+	Matrix Algebra Topics in Statistics and Economics Using R	2014	Hrishikesh D. Vinod	5
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	2000	Arthur E. Hoerl Robert W. Kennard	4
+	The Numerical Reliability of Econometric Software	1999	B. D. McCullough Hrishikesh D. Vinod	4
+	Recent Advances in Regression Methods	1983	J. T. Webster Hrishikesh D. Vinod Aman Ullah	4
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	4
+ PDF Chat	On the Asymptotic Accuracy of Efron's Bootstrap	1981	Kesar Singh	4
+ PDF Chat	Inference Based on Estimating Functions in the Presence of Nuisance Parameters	1995	Kung‐Yee Liang Scott L. Zeger	4
+	FELLOW’S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions	1998	Hrishikesh D. Vinod	4
+	Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models	1997	Jean–Marie Dufour	4
+	Double bootstrap for shrinkage estimators	1995	Hrishikesh D. Vinod	4
+	Estimation and Inference in Econometrics.	1994	Andrew Levin Russell Davidson James G. MacKinnon	4
+	Bootstrapping improved estimators for linear regression models	1990	David Brownstone	3
+	Refining Bootstrap Simultaneous Confidence Sets	1990	Rudolf Beran	3
+	Regression for Longitudinal Data: A Bridge from Least Squares Regression	1994	Dorothy D. Dunlop	3
+	Ridge Regression: Applications to Nonorthogonal Problems	1970	Arthur E. Hoerl Robert W. Kennard	3
+	The Minimum Mean Square Error Linear Estimator and Ridge Regression	1975	R. W. Farebrother	3
+	Better Bootstrap Confidence Intervals	1987	Bradley Efron	3
+	The Jackknife, the Bootstrap and Other Resampling Plans	1982	Bradley Efron	3
+	A simulation study of ridge and other regression estimators	1976	Jerald F. Lawless P Wang	3
+	Qualms about Bootstrap Confidence Intervals	1985	Nathaniel Schenker	3
+ PDF Chat	A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution	1970	Alvin Baranchik	3
+	Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements	1988	Rudolf Beran	3
+	Bayes Estimates for the Linear Model	1972	D. V. Lindley A. F. M. Smith	3
+	Prepivoting to reduce level error of confidence sets	1987	Rudolf Beran	3
+ PDF Chat	Using Godambe-Durbin Estimating Functions in Econometrics	1997	Hrishikesh D. Vinod	3
+	On the use of the Inverse of the Correlation Matrix in Multivariate Data Analysis	1985	Adi Raveh	3
+	Regression for Longitudinal Data: A Bridge from Least Squares Regression	1994	Dorothy D. Dunlop	3
+ PDF Chat	Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy	1986	B. Efron R. Tibshirani	3
+	The Acceptability of Regression Solutions: Another Look at Computational Accuracy	1976	Albert E. Beaton Donald B. Rubin John L. Barone	2
+	Bootstrapping a Regression Equation: Some Empirical Results	1984	David A. Freedman Stephen C. Peters	2
+	Nonparametric Functional Estimation	1983	Prakasa Rao	2
+ PDF Chat	Estimation of the Mean of a Multivariate Normal Distribution	1981	Charles Stein	2
+	Numerical Methods for Unconstrained Optimization	1975	G. Giftson Samuel Walter Murray	2
+	Mathematical Statistics with Mathematica®	2002	Colin Rose Murray Smith	2
+	Instability of Regression Coefficients Illustrated	1974	Benee F. Swindel	2
+	Econometric software reliability: EViews, LIMDEP, SHAZAM and TSP	1999	B. D. McCullough	2
+ PDF Chat	Theoretical Comparison of Bootstrap Confidence Intervals	1988	Peter Hall	2
+	Ridge Analysis Following a Preliminary Test of the Shrunken Hypothesis	1975	Robert L. Obenchain	2