Director: Institute for Ethics and Economic Policy
Professor of Economics, Department of Economics,
Fordham University, Bronx, NY 10458

92 Hillside Ave
Tenafly, NJ 07670

Phone: 718-817-4065

Fax: 718-817-3518

Copyright H. D. Vinod.

Link to Curriculum Vitae for Prof. Vinod describing his education (Harvard Ph. D.), honors (Fellow Journal of Econometrics), 100 publications and downloadable research documents.

Daughter Rita's Photo


Course Outline Spring 2017 Econometrics II has details about diary


Listing of Diary Assignments



Regression of pie sales on price and advertising

expenses Using R

Detailed Notes on Using FREE SOFTWARE CALLED R

Easy reference card for R language

Some R programs for regression, ridge regression, etc.

Survey of Program Names in R

List of Functions for Regression in R


R programs for GLS


Comprehensive Class Notes on Matrix Algebra-part1

Comprehensive Class Notes on Matrix Algebra-part2


Term-paper example

Regression Algebra and Restricted Least Sq

 Hypothesis Testing and Greene’s Gasoline example

 Maximum Lkhd Estimation Theory and Fair’s Application


Parametric and nonparametric bootstrap example in R


  SimpleBootstrap Example,    Double-Sharpe-Ratio 

     Data for the Bootstrap Example, Excel file for Double Sharpe Ratio

Table of properties of basic distributions 


Course Outline Spring 2009 Econometrics II


Listing of Diary Assignments for Econometrics II


Simultaneous Equation Models powerpoint

 R-language Klein I model software and discussion

Quiz Hints Klein model Simult. eq. models

Class Notes Time Series Analysis  or its Exp Software Version
Financial Econ. And Martingale

Cointegration Notes Download Cointegration Overheads Download (Coint.files Need special fonts).

Information and  Data Sources on the Web



Davidson-McKinnon book chapter 2 notes


SingualarValue Decomposition and Ridge Regression Notes


 Davidson-McKinnon book chapter 3 notes


 Davidson-McKinnon book chapter 4 notes



 Davidson-McKinnon book chapter 5 notes


Alan G Isaac has useful site for all

economics related software including Gauss at


Unit Root papers by Vinod Download summary. 
Download Logit Probit etc. notes


 Download Limited Dep.notes. 


 Download LIMDEP computer package installation etc. notes. 


 Autoregressive and Distributed Lag Models


 Student Term Paper Topics Spring 2005


Checklist for Replicators


Simple two equation macro economic model as a simultaneous equation model to illustrate structure and reduced form in matrix notation.


Two stage least squares viewed as GLS


Two stage least squares as special case of k-class estimator


Simultaneous equations IV estimation, indirect least squares and formal identification condition.


three stage least squares as GLS



R software for Klein I model by John. Fox

Gauss Software for Klein I model by Mr.Uldis

Writing Klein I model as simult. eq. model in matrix notation


Unit Root and Cointegration tests in R examples

Chicken-Eggs cointegration example in R


Logit Notes

Maximum Entropy Boot Notes


Free word processing including WinShell interface is given in

LATEX help  Presentation Software called BEAMER

A dissertation template zip file useful for any Fordham Dissertation by A. Talha Yalta

also has a very good template.  page size needs to be changed in pdftex.cfg

configuration file

For proper reading of the mathematical formulas in very few of my downloadable (.pdf) files it is necessary to download this zip file:  special EXP software Fonts  Simply Unzip to C:\windows\fonts   [Hint: For example, click on “My Computer”, go to C:\WINDOWS\FONTS Directory and copy the unzipped file in that directory].  Exp “VIEWER” is available for free download at website 

Free Software Tools by Vinod in GAUSS and R language and some math-typing tricks in MS-Word.

Site last modified: Wednesday, February 01, 2017.
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