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Time Series Analysis by State Space Methods

- M. Hinich
- Mathematics, Computer Science
- Technometrics
- 1 August 2005

TLDR

Testing for Gaussianity and Linearity of a Stationary Time Series.

- M. Hinich
- Mathematics
- 1 May 1982

Abstract. Stable autoregressive (AR) and autoregressive moving average (ARMA) processes belong to the class of stationary linear time series. A linear time series {} is Gaussian if the distribution… Expand

The Spatial Theory of Voting: An Introduction

- James M. Enelow, M. Hinich
- Political Science
- 27 April 1984

Preface 1. Spatial voting models: the behavioural assumptions 2. The unidimensional spatial voting model 3. A two-dimensional spatial model 4. A general spatial model of candidate competition 5. The… Expand

A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos

- W. Barnett, A. Gallant, M. Hinich, J. Jungeilges, D. Kaplan, Mark J. Jensen
- Mathematics
- 1996

This is the FINAL draft of this paper reporting the results of a long ongoing competition. The paper now is forthcoming in the Journal of Econometrics. This final version replaces the earlier draft… Expand

Testing for dependence in the input to a linear time series model

- M. Hinich
- Mathematics
- 1996

This paper presents a simple test for dependence in the residuals of a linear parametric time series model fitted to non gaussian data. The test statistic is a third order extension of the standard… Expand

Ideology and the theory of political choice

There is no unified theory that can explain both voter choice and where choices come from. Hinich and Munger fill that gap with their model of political communication based on ideology.Rather than… Expand

The Spatial Theory Of Voting

- James M. Enelow, M. Hinich
- Political Science
- 1984

This book provides an introduction to an important approach to the study of voting and elections: the spatial theory of voting. In contrast to the social-psychological approach to studying voting… Expand

Equilibrium in spatial voting: The median voter result is an artifact

- M. Hinich
- Economics
- 1 December 1977

Evidence of Nonlinearity in Daily Stock Returns

- M. Hinich, Douglas M. Patterson
- Economics
- 1985

This article applies a newly developed statistical technique to time series of daily rates of return of 15 common stocks. The technique involves estimating the bispectrum of the observed time series.… Expand

Time series test of nonlinear convergence and transitional dynamics

- T. Chong, M. Hinich, V. K. Liew, K. Lim
- Economics
- 1 September 2008

This paper revisits the income convergence hypothesis by using the nonlinear unit root test of Kapetanios et al. [Kapetanios, G., Shin, Y. and A. Snell, 2003. Testing for a unit root in the nonlinear… Expand

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