If you would like a copy of any of my papers, please email me.

Publications

2013

[85] B. D. McCullough
"A Review of Data Mining and Business Analytics with R by Johannes Ledolter,"
The American Statistician (to appear)

[84] Ronald K. Klimberg and B. D. McCullough
Fundamentals of Predictive Analytics with JMP
Cary, NC: SAS Publishing, 2013

[83] B. D. McCullough and A. Talha Yalta
"Spreadsheets in the Cloud -- Not Ready Yet"
Journal of Statistical Software 52(7), 2013

2012

[82] B. D. McCullough
"A Review of Introduction to Probability with Texas Hold'Em Examples by Frederic Paik Schoenberg,"
The American Statistician 66(3), 201-202, 2012

[81] Ronald K. Klimberg and B. D. McCullough
"Business Analytics: Today's Green?" in K. Lawrence and R. Klimberg, eds.,
Contemporary Perspectives on Data Mining ,
NC: Information Age Publishers, 2012

2011

[80] B. D. McCullough and Darrell Radson
"Analyzing Student Evaluations of Teaching: Comparing Means and Proportions"
Evaluation and Research in Education 24(3), 183-202, 2011

[79] Li Dang, Kevin F. Brown and B. D. McCullough
"Apparent Audit Failures and Value Relevance of Earnings and Book Value"
Review of Accounting and Finance 10(2), 134-154, 2011
winner of the journal's "Highly Commended Award" for 2012

[78] B. D. McCullough and Thomas P. McWilliams
"Students with the Initial 'A' Don't Get Better Grades"
Journal of Research in Personality 37(45), 340-343, 2011

2010

[77] B. D. McCullough and Thomas P. McWilliams
"Baseball Players with the Initial 'K' Don't Strike Out More Often"
Journal of Applied Statistics 37(6), 881-891, 2010

[76] Cristian Gatu and B. D. McCullough, guest-editors
"Second Special Issue on Statistical Algorithms and Software"
Computational Statistics and Data Analysis 54(3), 609-610, 2010

[75] B. D. McCullough
"Econometric Computing with R"
in Advances in Social Science Research Using R,
H. D. Vinod, ed., New York: Springer, pp. 1-22, 2010

2009

[74] B. D. McCullough
"Testing Econometric Software,"
Chapter 28 in Handbook of Econometrics, Volume 2
Mills and Patterson, eds., New York: Palgrave, pp. 1293-1320, 2009

[73] B. D. McCullough
"The Accuracy of Econometric Software,"
Chapter Two in Handbook of Computational Econometrics,
Belsley and Kontoghiorghes, eds., New York: Wiley, pp. 55-80, 2009

[72] B. D. McCullough and Ross R. McKitrick
Check the Numbers: The Case for Due Diligence in Policy Formation
The Fraser Institute, February 2009

[71] B. D. McCullough
"Open Access Economics Journals and the Market for Reproducible Economic Research"
Economic Analysis and Policy 39(1), 117-126, 2009

[70] B. D. McCullough
"The Devil is in the Detail: Hints for Practical Optimisation -- A Comment,"
Economic Analysis and Policy 39(1), 155-157, 2009

2008

[69] Richard Anderson, William H. Greene, B. D. McCullough and H. D. Vinod
"The Role of Data/Code Archives in the Future of Economic Research"
Journal of Economic Methodology 15(1), 99-119, 2008

[68] Douglas O. Cook, Robert Kieschnick and B. D. McCullough
"Regression Analysis of Proportions in Finance with Self Selection"
Journal of Empirical Finance 15(5), 860-867, 2008

[67] B. D. McCullough, Kerry Anne McGeary and Teresa D. Harrison
"Do Economics Journal Archives Promote Replicable Research?"
Canadian Journal of Economics 41(4), 1406-1420, 2008

[66] B. D. McCullough
"Special Section on Microsoft Excel 2007"
Computational Statistics and Data Analysis 52(10), 4568-4569, 2008

[65] B. D. McCullough and David A. Heiser
"On the Accuracy of Statistical Procedures in Microsoft Excel 2007"
Computational Statistics and Data Analysis 52(10), 4570-4578, 2008

[64] B. D. McCullough
"Microsoft Excel's 'Not the Wichmann-Hill' Random Number Generators"
Computational Statistics and Data Analysis 52(10), 4587-4593, 2008

[63] B. D. McCullough and Bret Myers
"Replicating Lastrapes' 2006 JMCB Article"
Indian Journal of Economics and Business 7(1), 179-180, 2008

[62] B. D. McCullough and Xiangrong Liu
"Replicating Meier and Mueller's 2006 JMCB Article"
Indian Journal of Economics and Business 7(1), 180-181, 2008

[61] B. D. McCullough
"Ian Ayres's Super Crunchers Is Not about Super Crunching"
SIGKDD Explorations 28(10), 50-52, 2008

2007

[60] B. D. McCullough
"Got Replicability? The Journal of Money, Credit and Banking Archive,"
Econ Journal Watch 4(3), 326-337, 2007

[59] B. D. McCullough and Bret Myers
"Successful Replication of the Article: Buffer Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions"
Indian Journal of Economics and Business , 6(2), 311, 2007

[58] B. D. McCullough
"Section Editor's Introduction"
Journal of Economic and Social Measurement 32(1), 39-40, 2007

[57] B. D. McCullough
"Peer-review Report on 'The Impact of the FCC's TV Duopoly Rule Relaxation on Minority and Women Owned Broadcast Stations 1999-2006' by Hammond, et al."
Federal Communications Commission, Media Bureau (2007)
http://www.fcc.gov/mb/peer_review/prstudy8.pdf

[56] B. D. McCullough
"Peer-review Report on 'Minority and Female Ownership in Media Enterprises' by Beresteanu and Ellickson"
Federal Communications Commission, Media Bureau (2007)
http://www.fcc.gov/mb/peer_review/prstudy7.pdf

2006

[55] B. D. McCullough, Charles G. Renfro and Houston H. Stokes
"Re-examining 50 year-old OLS Estimates of the Klein-Goldberger Model,"
Statistica Neerlandica 60(2), 181-193, 2006

[54] Murat Testik, B. D. McCullough and Connie Borror
"The Effect of Estimated Parameters on Poisson EWMA Control Charts,"
Quality Technology & Quantitative Management 3(4), 513-527, 2006

[53] B. D. McCullough, Kerry Anne McGeary and Teresa Harrison
"Lessons from the JMCB Archive,"
Journal of Money, Credit and Banking 38(4), 1093-1107, 2006

[52] Ulrich K├╝sters, B. D. McCullough and Michael Bell
"Forecasting Software: Past, Present and Future,"
International Journal of Forecasting 22(3), 559-615, 2006

[51] B. D. McCullough
"The Unreliability of Excel's Statistical Procedures,"
Foresight: The International Journal of Applied Forecasting 3 , 44-45, 2006

[50] B. D. McCullough
"Section Editor's Introduction"
Journal of Economic and Social Measurement 31(1-2), 103-105, 2006

[49] B. D. McCullough
"A Review of TESTU01,"
Journal of Applied Econometrics, 21(5), 677-682, 2006

[48] B. D. McCullough
"A Review of The Handbook of Data Mining edited by Nong Ye"
International Journal of Forecasting 22(1), 195-196, 2006

2005

[47] B. D. McCullough and Berry Wilson
"On the Accuracy of Statistical Procedures in Microsoft Excel 2003,"
Computational Statistics and Data Analysis 49(4), 1244-1252, 2005
winner of the journal's "Top Cited Article 2005-2010" award

[46] B. D. McCullough
"A Review of Diagnostic Checks in Time Series by Wai Keung Li"
Technometrics 47(1), 100, 2005

[45] B. D. McCullough
"A Review of Statistical Analysis of Stochastic Processes in Time by J. K. Lindsey"
Technometrics 47(3), 373-374, 2005

[44] B. D. McCullough
"A Review of Measurement theory and practice: the world through quantification by D. J. Hand"
Journal of the American Statistical Association 100(472), 1462-1463, 2005

2004

[43] B. D. McCullough
"Wilkinson's Tests and Econometric Software,"
Journal of Economic and Social Measurement 29(1-3), 261-270, 2004;
reprinted as a chapter in Computational Econometrics:
Its Impact on the Development of Quantitative Economics
,
Charles Renfro, ed., The Netherlands: IOS Press, 2004

[42] B. D. McCullough and H. D. Vinod
"Verifying the Solution from a Nonlinear Solver: Reply,"
American Economic Review 94(1), 391-396, 2004 [reply to Shachar and Nalebuff]

[41] B. D. McCullough and H. D. Vinod
"Verifying the Solution from a Nonlinear Solver: Reply,"
American Economic Review 94(1), 400-403, 2004 [reply to Drukker and Wiggins]

[40] B. D. McCullough
"Some Details of Nonlinear Estimation," Chapter Eight in
Numerical Methods in Statistical Computing for the Social Sciences,
Micah Altman, Jeff Gill and Michael P. McDonald, editors
New York: Wiley, 2004

[39] B. D. McCullough
"A Review of Random Number Generation and Monte Carlo Methods, 2e by James E. Gentle"
Technometrics 46(2), 252-253, 2004

[38] B. D. McCullough
"Fixing Statistical Errors in Spreadsheet Software: The Cases of Gnumeric and Excel"
CSDA Statistical Software Newsletter (2004)
www.csdassn.org/software_reports.cfm

[37] B. D. McCullough and Florenz Plassmann
"A Partial Critique of Hout, Mangels, Carlson and Best's 'The Effect of Electronic Voting Machines on Change in Support for Bush in the 2004 Florida Elections', "
National Research Commission on Elections and Voting, A Social Science Research Council Project (2004)
http://election04.ssrc.org/research/critique-of-hmcb.pdf

2003

[36] B. D. McCullough and H. D. Vinod
"Verifying the Solution from a Nonlinear Solver: A Case Study,"
American Economic Review 93(3), 873-892, 2003
with comments and replies at American Economic Review 94(1), 2004

[35] B. D. McCullough and Robert Kieschnick
"Regression Analysis of Variates Observed on (0,1): Percentages, Proportions, and Fractions,"
Statistical Modeling 3(3), 193-213, 2003

[34] B. D. McCullough
"Partially Successful Replication of Brunner's 2000 JMCB Article,"
Indian Journal of Economics and Business 2(2), 289-290, 2003

[33] B. D. McCullough and H. D. Vinod
"Comment: Econometrics and Software,"
Journal of Economic Perspectives 17(1), 223-224, 2003

[32] B. D. McCullough
"A Review of Predictions in Time Series Using Regression Models by Frantisek Stulajter,"
Technometrics 45(1), 102, 2003

2002

[31] B. D. McCullough and Berry Wilson
"On the Accuracy of Statistical Procedures in Microsoft Excel 2000 and Excel XP,"
Computational Statistics and Data Analysis 40(4), 713-721, 2002

[30] B. D. McCullough
"A Review of Probability Theory and Statistical Inference: Econometric Modeling with Observational Data by Aris Spanos,"
Journal of Applied Econometrics 17 (4), 415-418, 2002

[30] B. D. McCullough
"A Review of Mathematical Statistics with Mathematica by Colin Rose and Murray Smith,"
Journal of the American Statistical Association 97(460), 1202-1203, 2002

[29] B. D. McCullough
"Does Microsoft Fix Errors in Excel?"
in Proceedings of the 2001 Joint Statistical Meetings, [CD-ROM]
Alexandria, VA: American Statistical Association

2001

[28] David Letson and B. D. McCullough
"ENSO and Soy Prices: Correlation Does Not Imply Causality,"
Journal of Agricultural and Applied Economics 33(3), 513-521, 2001

[27] B. D. McCullough
"Random Number Generators" in Encyclopedia of Environmetrics, vol. 3,
A. El-Shaarawi and W. Piegorsch, eds., New York: J. Wiley and Sons, 1678-1681, 2001

2000

[26] B. D. McCullough
"Is it Safe to Assume that Software is Accurate?"
International Journal of Forecasting 16(3), 349-357, 2000
winner of the journal's award for "Best Paper Published in 2000-2001"

[25] B. D. McCullough
"The Accuracy of Mathematica 4 as a Statistical Package, "
Computational Statistics 15(2), 279-299, 2000

[24] B. D. McCullough and Charles G. Renfro
"Some Numerical Aspects of Nonlinear Estimation,"
Journal of Economic and Social Measurement, 26(1), 63-77, 2000

[23] B. D. McCullough
"Optimal Prediction with a General Loss Function,"
Journal of Combinatorics, Information & System Sciences 25(1/2), 207-222, 2000

[22] B. D. McCullough
"Reply," Journal of Applied Econometrics, 15(1), 111, 2000

[21] B. D. McCullough
"Experience with the StRD: Application and Interpretation,"
Computing Science and Statistics 31 , 16-21, 2000 (invited, proceedings of the Interface Conference)

1999

[20] B. D. McCullough
"Assessing the Reliability of Statistical Software: Part II,"
The American Statistician 53(2), 149-159, 1999
[republished as chapter 81 in Data Analysis vol. 4, Sotirios Sarantakos, ed., London: Sage Publications, 2007]

[19] B. D. McCullough and H. D. Vinod
"The Numerical Reliability of Econometric Software,"
Journal of Economic Literature 37(2), 633-665, 1999

[18] B. D. McCullough and Berry Wilson
"On the Accuracy of Statistical Procedures in Microsoft EXCEL 97,"
Computational Statistics and Data Analysis 31(1), 27-37, 1999

[17] B. D. McCullough and Charles G. Renfro
"Benchmarks and Software Standards: A Case Study of GARCH Procedures,"
Journal of Economic and Social Measurement, 25(2), 59-71, 1999

[16] B. D. McCullough
"Econometric Software Reliability: E-Views, LIMDEP, SHAZAM, and TSP,"
Journal of Applied Econometrics, 14(2), 191-202, 1999
with comment and reply at Journal of Applied Econometrics, 15(1), 107-111, 2000

[15] B. D. McCullough
"A Review of Mathematical Statistics for Economics and Business by Ron C. Mittelhammer,"
Journal of Applied Econometrics, 14(1), 89-93, 1999

1998

[14] B. D. McCullough and Tracy Waldon
"The Substitutability between Network and National Spot Television Advertising,"
Quarterly Journal of Business and Economics 37(2), 3-15, 1998

[13] B. D. McCullough and H. D. Vinod
"Implementing the Double Bootstrap,"
Computational Economics 12(1), 79-95, 1998

[12] David Letson and B. D. McCullough
"Better Confidence Intervals: The Double Bootstrap with No Pivot,"
American Journal of Agricultural Economics 80(3), 552-559, 1998

[11] B. D. McCullough
"Algorithm Choice for (Partial) Autocorrelation Functions,"
Journal of Economic and Social Measurement 24(3/4), 265-278, 1998

[10] B. D. McCullough
"Assessing the Reliability of Statistical Software: Part I,"
The American Statistician 52(4), 358-366, 1998

1997

[9] B. D. McCullough
"An Analysis of Stock Market Transactions Data,"
Quarterly Review of Economics and Finance 37(4), 887-903, 1997

[8] B. D. McCullough
"A Review of RATS v4.2: Benchmarking Numerical Accuracy,"
Journal of Applied Econometrics 12(2), 181-190, 1997

1996

[7] B. D. McCullough
"Consistent Forecast Intervals when the Forecast-Period Exogenous Variable is Stochastic,"
Journal of Forecasting 15(4), 293-304, 1996

1995

[6] H. D. Vinod and B. D. McCullough
"Estimating Cointegrating Parameters: An Application of the Double Bootstrap,"
Journal of Statistical Planning and Inference 43(1/2), 147-156, 1995

[5] B. D. McCullough
"A Spectral Analysis of Transactions Stock Market Data,"
Financial Review 30(4), 823-842, 1995

[4] H. D. Vinod and B. D. McCullough
"On the Rate of Convergence when the Root is Greater than Unity,"
Journal of Quantitative Economics 11(1), 251-256, 1995

1994

[3] B. D. McCullough
"Bootstrapping Forecast Intervals: An Application to AR(p) Models,"
Journal of Forecasting 13(1), 51-66, 1994

[2] H. D. Vinod and B. D. McCullough
"Bootstrapping Demand and Supply Elasticities,"
Journal of Asian Economics 5(3), 367-379, 1994

1993

[1] B. D. McCullough and H. D. Vinod
"Implementing the Single Bootstrap: Some Computational Considerations,"
Computational Economics 6 (1), 1-15, 1993