Melvin J. Hinich

Affiliations: 
University of Texas at Austin, Austin, Texas, U.S.A. 
Area:
General, Statistics
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"Melvin Hinich"

Children

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Peter C Ordeshook grad student 1969 Rochester (PoliSci Tree)
Hazem Ghobarah grad student 2000 UT Austin
Claudio A. Bonilla grad student 2002 UT Austin
Leonardo A. Gatica Arreola grad student 2005 UT Austin
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Publications

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Wild P, Foster J, Hinich MJ. (2014) Testing for non-linear and time irreversible probabilistic structure in high frequency financial time series data Journal of the Royal Statistical Society. Series a: Statistics in Society. 177: 643-659
Serletis A, Malliaris AG, Hinich MJ, et al. (2012) Episodic Nonlinearity in Leading Global Currencies Open Economies Review. 23: 337-357
Sherman D, Zhang N, Garg S, et al. (2011) Detection of nonlinear interactions of EEG alpha waves in the brain by a new coherence measure and its application to epilepsy and anti-epileptic drug therapy. International Journal of Neural Systems. 21: 115-26
Chong TTL, Li Z, Chen H, et al. (2010) An investigation of duration dependence in the American stock market cycle Journal of Applied Statistics. 37: 1407-1416
Wild P, Foster J, Hinich MJ. (2010) IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING Macroeconomic Dynamics. 1-23
Romero-Meza R, Bonilla CA, Hinich MJ, et al. (2010) INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAY-OF-THE-WEEK EFFECT Macroeconomic Dynamics. 1-17
Hinich MJ, Foster J, Wild P. (2010) A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process Journal of Statistical Planning and Inference. 140: 3688-3692
Wild P, Hinich MJ, Foster J. (2010) Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity? Energy Economics. 32: 1082-1091
Lim KP, Habibullah MS, Hinich MJ. (2009) The weak-form efficiency of Chinese Stock markets: Thin trading, nonlinearity and episodic serial dependencies Journal of Emerging Market Finance. 8: 133-163
Chong TTL, Hinich MJ. (2009) An omnibus test for time series model I(d) Communications in Statistics: Simulation and Computation. 38: 140-152
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