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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)

- By B. D. MCCULLOUGH, Hrishikesh D. Vinod
- 2004

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 paper explains why Godambe-Durbin \estimating functions" (EFs) from 1960 are worthy of attention in econometrics. Godambe and Kale (1991) show the failures of Gauss-Markov and least squares and prove the small-sample superiority of EFs. There are many areas of Econometrics including unit root estimation, generalized method of moments (GMM), panel data… (More)

- Hrishikesh D. Vinod, Javier López-de-Lacalle
- 2009

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 www.wolfram.com. 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)

We begin by noting how India is highly overpopulated and that this creates negative externalities for world environment. Next, we note that females in child-bearing ages alone determine the birth rate, compounding the population growth anywhere. Third, forcing families to have unwanted daughters can increase discrimination against women. Fourth, most… (More)

- Hrishikesh D. Vinod
- Communications in Statistics - Simulation and…
- 2017

The constant relative risk aversion (CRRA) type utility functions are used in consumption-based capital asset pricing models (C-CAPM) and are estimated by the generalized method of moments (GMM). More realistic hyperbolic absolute risk aversion (HARA) utility functions are analytically inconvenient. We show how to estimate HARA-based CCAPM models by… (More)