It's not right to pick only what you like, but to take all of the evidence... -- Richard P. Feynman
Standard Errors Using Moment Ratio Estimates of the Autoregressive/Unit Root
May 5, 2009.
"Median-Unbiased Estimation of
Higher Order Autoregressive/Unit Root Processes
and Autocorrelation Consistent Covariance Estimation in a Money Demand Model"
Paper for Econometric Society 2008 North American Summer Meetings
Pittsburgh, June 19-22, 2008
and 14th Annual Conference on Computing in Economics and Finance
Paris, June 26-28, 2008
"Signal Extraction Can Generate Volatility Clusters from IID Shocks"
with Prasad V. Bidarkota
Paper for 9th International Conference on Computing in Economics and Finance
Seattle, July 11-12, 2003
"Generating Serially Uncorrelated Forecasts of Inflation by
Estimating the Order of Integration Directly"
with Jeffrey A. Stec
(formerly "Proxying Inflation Forecasts with Fuller/Roy-Type Median Unbiased Near Unit Root Coefficient Estimates")
Paper for 6th International Conference on Computing in Economics and Finance
Barcelona, July 6-8, 2000
Bidarkota-McCulloch Inflation Forecast Data (48 KB)
"A Further Equity Premium Puzzle"
Paper for January 2000 Econometric Society Meetings, Boston
Asset Pricing I session, Jan. 9, 8:00 AM
"An Improved Balanced Budget Amendment"
The Independent Review 17 (Fall 2012): 219-25.
"Let's Not Save Social Security"
Column in the Toledo Blade, 3/12/99, revised with 2000 figures.
Letter to Wall St. Journal, 3/18/99.
Some Archaeological Outliers
"Banish the Dread Ohiomander!"
Newly rewritten in response to the 2012 Voters First Ohio proposal
Selected Letters to Editors
"A Statistical Model of Smallpox Vaccine Dilution"
by J. Huston McCulloch and James R. Meginniss
Boulder High School 1963 45th Reunion
Dept. of Finance, OSU Fisher School of Business
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