Melvin J. Hinich
(Deceased since 20100906)
Names
first:  Melvin 
middle:  J. 
last:  Hinich 
Contact
homepage:  http://en.wikipedia.org/wiki/Melvin_J._Hinich 
phone:  5128353278 
postal address:  Applied Research Laboratories 20,000 Burnet Road Austin, TX 
Research profile
author of:

Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
by Czamanski, Daniel & Dormaar, Paul & Hinich, Melvin J. & Serletis, Apostolos 
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size
by Barnett, William A. & Ronald Gallant, A. & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J. 
Ideology and the Construction of Nationality: The Canadian Elections of 1993.
by Hinich, Melvin J. & Munger, Michael C. & de Marchi, Scott 
Bicorrelations and CrossBicorrelations As Nonlinearity Tests and Tools for Exchange Rate Forecasting.
by Brooks, Chris & Hinich, Melvin J. 
Empirical Studies in Comparative Politics.
by Hinich, Melvin J. & Munger, Michael C. 
Monitoring monetary aggregates under risk aversion
by William A. Barnett & Melvin Hinich & Piyu Yue 
Evidence of Nonlinearity in Daily Stock Returns.
by Hinich, Melvin J. & Patterson, Douglas M. 
In memoriam: Otto “Toby” Davis, 1934–2006
by Melvin Hinich & Michael Munger 
The regulatory wedge between the demandside and supplyside aggregationtheoretic monetary aggregates
by Barnett, William A. & Hinich, Melvin J. & Weber, Warren E. 
Reply to Marsh's note
by Hinich, Melvin J. & Patterson, Douglas M. 
Nonvoting and the existence of equilibrium under majority rule
by Hinich, Melvin J. & Ledyard, John O. & Ordeshook, Peter C. 
Identification of the coefficients in a nonlinear : time series of the quadratic type
by Hinich, Melvin J. & Patterson, Douglas M. 
Structural change in macroeconomic time series: A complex systems perspective
by Hinich, Melvin J. & Foster, John & Wild, Phillip 
Necessary and sufficient conditions for singlepeakedness in public economic models
by Coughlin, Peter J. & Hinich, Melvin J. 
A Frequency Domain Test of Time Reversibility
by Melvin J. Hinich & Philip Rothman 
Equilibrium in spatial voting: The median voter result is an artifact
by Hinich, Melvin J. 
A Test of the Predictive Dimensions Model in Spatial Voting Theory.
by Enelow, James M. & Hinich, Melvin J. 
Equilibrium in Spatial Voting: The Median Voter Result is an Artifact.
by Hinich, M. 
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market
by K. P. Lim & M. J. Hinich & K. S. Liew 
A SingleBlind Controlled Competition among Tests for Nonlinearity and Chaos
by William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen 
The Exact Theoretical Rational Expectations Monetary Aggregate
by William A. Barnett & Melvin J. Hinich & Piyu Yue 
A Spatial Model of Leftist Ideological Shifts in Arab Politics.
by AlAdhadh, Naim H. & Hinich, M. J. 
Some comparisons of tests for a shift in the slopes of a multivariate linear time series model
by Farley, John U. & Hinich, Melvin & McGuire, Timothy W. 
Estimating linear filters with errors in variables using the Hilbert transform
by Melvin Hinich & Warren E. Weber 
Some Evidence on NonVoting Models in the Spatial Theory of Electoral Competition.
by Hinich, M. 
A method for estimating distributed lags when observations are randomly missing
by Melvin Hinich & Warren E. Weber 
Crosscorrelations and crossbicorrelations in Sterling exchange rates
by Brooks, Chris & Hinich, Melvin J. 
Social Preference Orderings and Majority Rule.
by Davis, Otto A. & DeGroot, Morris H. & Hinich, Melvin J. 
A singleblind controlled competition among tests for nonlinearity and chaos
by Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J. 
Detecting intraday periodicities with application to high frequency exchange rates
by Chris Brooks & Melvin J. Hinich 
Episodic Nonlinear Event Detection in the Canadian Exchange Rate
by Hinich, Melvin J. & Serletis, Apostolos 
Intraday Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange
by Chris Brooks & Melvin. J. Hinich & Douglas M. Patterson 
A New Tool for Detecting Intraday Periodicities with Application to High Frequency Exchange Rates
by Chris Brooks & Melvin J. Hinich 
GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America
by Claudio Bonilla & Rafael RomeroMeza & Melvin Hinich 
Nonlinear event detection in the Chilean stock market
by Rafael RomeroMeza & Claudio Bonilla & Melvin Hinich 
Time series test of nonlinear convergence and transitional dynamics
by Chong, Terence TaiLeung & Hinich, Melvin J. & Liew, Venus KhimSen & Lim, KianPing 
Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of ‘Gibbs’ Effect
by Melvin J. Hinich & John Foster & Philip Wild 
Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
by Hinich Melvin J. & Mendes Eduardo M. & Stone Lewi 
The Use of Trimming to Improve the Performance of Tests for Nonlinear Serial Dependence with Application to the Australian National Electricity Market
by Phillip Wild & Melvin J. Hinich & John Foster 
An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles
by Melvin J. Hinich & John Foster & Philip Wild 
Are Daily and Weekly Load and Spot Price Dynamics in Australia’s National Electricity Market Governed by Episodic Nonlinearity?
by Phillip Wild & Melvin J. Hinich & John Foster 
A Class Test for Fractional Integration
by Hinich Melvin J. & Chong Terence T. L. 
Randomly Modulated Periodic Signals in Alberta's Electricity Market
by Hinich Melvin J. & Serletis Apostolos 
Randomly Modulated Periodic Signals in Australias National Electricity Market
by John Foster & Melvin J. Hinich & Phillip Wild 
The Nonlinear Dynamics of Foreign Reserves and Currency Crises
by Chong Terence T. L. & He Qing & Hinich Melvin J. 
The evolving role and definition of the federal funds rate in the conduct of U.S. monetary policy
by Belongia, Michael & Hinich, Melvin 
DISCRETE FOURIER TRANSFORM FILTERS: CYCLE EXTRACTION AND GIBBS EFFECT CONSIDERATIONS
by Hinich, Melvin J. & Foster, John & Wild, Phillip 
Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns
by Hinich, Melvin J. & Roll, Richard 
Nonlinear serial dependence and the weakform efficiency of Asian emerging stock markets
by Lim, KianPing & Brooks, Robert D. & Hinich, Melvin J. 
INTRODUCTION TO THE SPECIAL ISSUE ON NONLINEAR TIME SERIES
by Hinich, Melvin 
IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGHFREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING
by Wild, Phillip & Foster, John & Hinich, Melvin J. 
INTRADAY PATTERNS IN EXCHANGE RATE OF RETURN OF THE CHILEAN PESO: NEW EVIDENCE FOR DAYOFTHEWEEK EFFECT
by RomeroMeza, Rafael & Bonilla, Claudio A. & Hinich, Melvin J. & Bórquez, Ricardo 
Episodic Nonlinearity in Leading Global Currencies
by Serletis, Apostolos & Malliaris, Anastasios & Hinich, Melvin & Gogas, Periklis 
Testing for the Existence of a Generalized Wiener Process the Case of Stock Prices
by Melvin. J. Hinich & Phillip Wild & John Foster 
An investigation of duration dependence in the American stock market cycle
by Terence TaiLeung Chong & Zimu Li & Haiqiang Chen & Melvin Hinich 
FREQUENCYDOMAIN TEST OF TIME REVERSIBILITY
by Hinich , Melvin J. & Rothman, Philip 
The Exact Theoretical Rational Expectations Monetary Aggregate
by William Barnett & Melvin J. Hinich & Piyu Yue 
Episodic nonlinearity in Latin American stock market indices
by Claudio Bonilla & Rafael RomeroMeza & Melvin Hinich 
A general probabilistic spatial theory of elections
by James Enelow & Melvin Hinich 
Episodic nonstationarity in exchange rates
by Christopher Brooks & Melvin Hinich 
RISK WHEN SOME STATES ARE LOWPROBABILITY EVENTS
by HINICH, MELVIN J. 
Detecting and modeling nonlinearity in the gas furnace data
by Houston Stokes & Melvin Hinich 
Theory and Application of an Estimation Model for Time Series with Nonstationary Means
by Melvin Hinich & John U. Farley 
SAMPLING DYNAMICAL SYSTEMS
by Hinich, Melvin J. 
THE EXACT THEORETICAL RATIONAL EXPECTATIONS MONETARY AGGREGATE
by Barnett, William A. & Hinich, Melvin J. & Yue, Piyu 
Detecting "Small" Mean Shifts in Time Series
by John U. Farley & Melvin J. Hinich 
Episodic Nonlinearity in Leading Global Currencies
by Apostolos Serletis & Anastasios Malliaris & Melvin Hinich & Periklis Gogas 
An alternative approach to investigating leadlag relationships between stock and stock index futures markets
by Chris Brooks & Ian Garrett & Melvin Hinich 
TESTING TIMESERIES STATIONARITY AGAINST AN ALTERNATIVE WHOSE MEAN IS PERIODIC
by Hinich, Melvin A. & Wild, Phillip 
A SINGLEBLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS*
by William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen 
Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?
by Wild, Phillip & Hinich, Melvin J. & Foster, John 
Identification and Estimation of StructuralChange Models with Misclassification
by Terence TaiLeung Chong & KwanTo Wong & Melvin Hinich 
Nonlinear Market Behavior: Events Detection in the Malaysian Stock Market
by KianPing Lim & Melvin J. Hinich 
Crosstemporal universality of nonlinear dependencies in Asian stock markets
by KianPing Lim & Melvin J. Hinich 
Beyond the leftâ€“right cleavage: Exploring American political choice space
by Melvin Hinich & Xinsheng Liu & Arnold Vedlitz & Charles Lindsey 
Randomly Modulated Periodic Signals in Australias National Electricity Market
by John Foster & Melvin Hinich & Phillip Wild 
Some aspects of the political economy of election campaign contribution laws
by Peter Aranson & Melvin Hinich 
On the power and importance of the mean preference in a mathematical model of democratic choice
by Otto Davis & Melvin Hinich 
Some evidence on nonvoting models in the spatial theory of electoral competition
by Melvin Hinich 
Discussion of "The positive theory of legislative institutions"
by Melvin Hinich 
Abstentions and equilibrium in the electoral process
by Melvin Hinich & Peter Ordeshook 
Social welfare and electoral competition in democratic societies
by Melvin Hinich & Peter Ordeshook 
Voting as an act of contribution
by Melvin Hinich 
A Spatial Theory of Ideology
by Melvin J. Hinich & Michael C. Munger 
The Weakform Efficiency of Chinese Stock Markets
by KianPing Lim & Muzafar Shah Habibullah & Melvin J. Hinich 
Statistical Inadequacy of GARCH Models for Asian Stock Markets
by KianPing Lim & Melvin J. Hinich & Venus KhimSen Liew 
Testing for nonlinear and time irreversible probabilistic structure in high frequency financial time series data
by Phillip Wild & John Foster & Melvin. J. Hinich 
The Exact Theoretical Rational Expectations Monetary Aggregate
by William A. Barnett & Melvin J. Hinich & Piyu Yue
edited by 
Randomly Modulated Periodic Signals in Alberta's Electricity Market
by Melvin Hinich & Apostolos Serletis
edited by 
ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?
by TERENCE TAILEUNG CHONG & TAUHING LAM & MELVIN J. HINICH 
Ideology, Issues, and the Spatial Theory of Elections
by Enelow, James M. & Hinich, Melvin J. 
Making Votes Count: Strategic Coordination in the World's Electoral Systems. By Cox Gary. Cambridge: Cambridge University Press, 1997. 340p. $59.95 cloth, $18.95 paper.
by Hinich, Melvin J. 
Plurality Maximization vs Vote Maximization: A Spatial Analysis with Variable Participation
by Hinich, Melvin J. & Ordeshook, Peter C. 
Voting One Issue at a Time: The Question of Voter Forecasts
by Enelow, James M. & Hinich, Melvin J. 
Election Goals and Strategies: Equivalent and Nonequivalent Candidate Objectives
by Aranson, Peter H. & Hinich, Melvin J. & Ordeshook, Peter C. 
An Expository Development of a Mathematical Model of the Electoral Process
by Davis, Otto A. & Hinich, Melvin J. & Ordeshook, Peter C. 
A Second Order Cumulant Spectrum Based Test for Strict Stationarity
by Douglas Patterson & Melvin Hinich & Denisa Roberts 
A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION
by Melvin J. Hinich & Douglas M. Patterson 
A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
by Richard A. Ashley & Douglas M. Patterson & Melvin J. Hinich 
Probability bounds on downtimes
by Patrick L. Brockett & Melvin Hinich 
Predicting information flows in network traffic
by Melvin J. Hinich & Robert E. Molyneux 
TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
by Melvin J. Hinich
editor of:

Political Economy: Institutions, Competition and Representation
edited by Barnett, William A. & Schofield, Norman & Hinich, Melvin 
Political Economy: Institutions, Competition and Representation
edited by Barnett, William A. & Schofield, Norman & Hinich, Melvin