H. D. Vinod

Available identifiers

zbMath Open vinod.hrishikesh-dMaRDI QIDQ234563

List of research outcomes

Publication	Date of Publication	Type
Hands-on Intermediate Econometrics Using R	2022-04-04	Paper
New bootstrap inference for spurious regression problems	2020-12-03	Paper
Dr C R Rao's contributions to the advancement of economic science	2020-11-17	Paper
New exogeneity tests and causal paths	2020-08-18	Paper
Generalized correlation and kernel causality with applications in development economics	2017-10-27	Paper
Distribution of a generalized \(t\) ratio	2013-10-24	Paper
Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors	2013-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q3084312	2011-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q3065692	2011-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3621887	2009-04-21	Paper
Inference for negativist theory using numerically computed rejection regions	2008-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q5308534	2007-09-28	Paper
Preparing for the Worst	2005-01-18	Paper
A looser cointegration concept using fractional integration parameters and quantification of market responsiveness	2002-06-27	Paper
Foundations of multivariate inference using modern computers	2001-02-11	Paper
Care and feeding of reproducible econometrics	2001-01-01	Paper
Estimating cointegration parameters: An application of the double bootstrap	1999-11-08	Paper
Implementing the double bootstrap	1998-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q4217905	1998-11-11	Paper
Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model	1998-10-07	Paper
Foundations of statistical inference based on numerical roots of robust pivot functions	1998-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4215573	1997-01-01	Paper
Empirically feasible solutions and explicit dynamics for rational expectation models	1996-11-06	Paper
Closed forms for asymptotic bias and variance in autoregressive models with unit roots	1995-12-12	Paper
Double bootstrap for shrinkage estimators	1995-12-07	Paper
Implementing the single bootstrap: Some computational considerations	1993-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q3664282	1983-01-01	Paper
Maximum entropy measurement error estimates of singular covariance matrices in undersized samples	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3945412	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3321267	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3928854	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4749036	1981-01-01	Paper
Improved Stein-rule estimator for regression problems	1980-01-01	Paper
A Ridge Estimator Whose MSE Dominates OLS	1978-01-01	Paper
Equivariance of ridge estimators through standardization, a note	1978-01-01	Paper
Canonical ridge and econometrics of joint production	1976-01-01	Paper
Effects of ARMA Errors on the Significance Tests for Regression Coefficients	1976-01-01	Paper
Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's	1976-01-01	Paper
Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors	1974-01-01	Paper
“Generalization of the durbin-watson statistic for higher order autoregressive processes	1973-01-01	Paper
Integer Programming and the Theory of Grouping	1969-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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