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

Submitted

"Quis custodiet ipsos custodes? Despite evidence to the contrary, the American Economic Review concluded that all was well with its archive."

"On The Accuracy of Linear Regression Routines in Some Open-source Datamining Packages" with Taha Mokfi and Mahsa Almaeenejad

In Progress

"On The Accuracy of Statistical Procedures in Some SQL Packages" with Taha Mokfi and Mahsa Almaeenejad

"The Effect of Poker Promotions on the Number of Players at the Tables" with Michael Paz, Mikhail Sher and SF Wang

"On the Accuracy of GARCH Estimation in R Packages" with Chelsey Hill-Elser

Publications

forthcoming

[88] B. D. McCullough
"The Hazards of Subgroup Analysis in Randomized Business Experiments and How to Avoid Them"
in K. Lawrence and R. Klimberg, eds.,
Contemporary Perspectives on Data Mining vol. 3 ,
NC: Information Age Publishers, (to appear)

2017

[87] H.-J. Sun, Kaoru Fukuda and B. D. McCullough
"Inaccurate Regression Coefficients in Microsoft Excel 2003: An Investigation of Volpi's Zero Bug"
Computational Statistics 32(4), 1411-1421, 2017

2016

[86] Ronald K. Klimberg and B. D. McCullough
Fundamentals of Predictive Analytics with JMP, second edition
Cary, NC: SAS Publishing, 2016

2013

[85] B. D. McCullough
"A Review of Data Mining and Business Analytics with R by Johannes Ledolter,"
The American Statistician 67(4), 262-263, 2013

[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

[82] Ronald K. Klimberg and B. D. McCullough
"Business Analytics: Today's Green?" in K. Lawrence and R. Klimberg, eds.,
Contemporary Perspectives on Data Mining vol. 1,
NC: Information Age Publishers, 47-59, 2013

2012

[81] 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

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