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Melvin J. Hinich

Affiliations: 
University of Texas at Austin, Austin, Texas, U.S.A. 
Area:
General, Statistics
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Parents

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Herman Chernoff grad student 1963 Stanford

Children

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Peter C Ordeshook grad student 1969 Rochester (PoliSci Tree)
James W. Endersby grad student 1990 University of Texas (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
Hinich M, Liu X, Vedlitz A, et al. (2013) Beyond the left-right cleavage: Exploring American political choice space Journal of Theoretical Politics. 25: 75-104
Serletis A, Malliaris AG, Hinich MJ, et al. (2012) Episodic Nonlinearity in Leading Global Currencies Open Economies Review. 23: 337-357
Stokes HH, Hinich M. (2011) Detecting and modeling nonlinearity in the gas furnace data Computational Statistics. 26: 77-93
Hinich MJ, Shaw DR, Huang T. (2010) Insiders, Outsiders, and Voters in the 2008 U.S. Presidential Election Presidential Studies Quarterly. 40: 264-285
Hinich M. (2010) Introduction To The Special Issue On Nonlinear Time Series Macroeconomic Dynamics. 14: 1-2
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
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
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