Hrishikesh D. Vinod

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Fisher’s pivot functions (PFs) continue to dominate statistical inference and bootstrap literature, despite Efron and Hinkley and Royall’s attempts to inject robustness. Vinod uses Godambe’s pivot functions (GPFs) based on Godambe—Durbin estimating functions (EFs) to develop numerically computed GPF roots. Such GPF roots can fill a long-standing need in the(More)
We are pleased to confirm that any doubt our article (McCullough and Vinod, 2003; hereafter “MV03”) may have cast on Ron Shachar and Barry Nalebuff (1999; hereafter “SN99”) must be removed. We are especially pleased because we thought it quite unfair that other researchers were able to exempt themselves from such detailed scrutiny. It appears that such(More)
The single bootstrap already is popular in economics, though the double bootstrap has better convergence properties. We discuss the theory and implementation of the double bootstrap, both with and without the pivotal transformation, and give detailed examples of each. One example is a nonlinear double bootstrap of a Cobb-Douglas production function, and(More)
This introduction to the R package meboot is a (slightly) modified version of Vinod and López-de-Lacalle (2009), published in the Journal of Statistical Software. The maximum entropy bootstrap is an algorithm that creates an ensemble for time series inference. Stationarity is not required and the ensemble satisfies the ergodic theorem and the central limit(More)
Money demand equation continues to attract attention of econometricians with a new wrinkle provided by cointegration. We use projection pursuit (PP) regressions pioneered by Friedman and Stuetzle (1981) to suggest new estimates of partials of conditional expectations of the regressands with respect to the regressors and prove their consistency. Since the(More)
mathStatica is an add-on package for Mathematica. I used Version 1.0 in conjunction with Version 4.2 of Mathematica for Windows. The latter sells for $1880, (academic $895, student $135) at mathStatica comes with a nicely produced book, Rose and Smith (2002), which sells for about $80 and includes two CDs inside the back cover. The first(More)