Bruce McCullough

Bruce McCullough

Areas of Expertise

  • Applied Econometrics
  • Data Mining
  • Econometric Techniques
  • Reliability of Statistical and Econometric Software

Selected Works


McCullough, B D., On the Accuracy of GARCH Estimation in R Packages. Econometric Research in Finance (Forthcoming)

McCullough, B D., Mokfi, Taha, and Almaeenejad, Mahsa, On The Accuracy of Linear Regression Routines in Some Datamining Packages. WIREs Data Mining and Knowledge Discovery 9 (May 2019):

McCullough, B D., An Error in An Old Paper Illustrates the Need for Data/Code Archives. Journal of Clinical Epidemiology 107 (Mar 2019): 128-129.

McCullough, B D., Using Student Evaluations of Teaching to Support Faculty: Use Proportions Instead of Means to Analyze SETs. Journal of Higher Education Theory and Practice 18 (Sep 2018): 138-144.

McCullough, B D., Quis custodiet ipsos custodes? Despite evidence to the contrary, the American Economic Review concluded that all was well with its archive. Economics: The Open-Access, Open-Assessment E-Journal 12 (Aug 2018): 1-13.

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

McCullough, B D., Spreadsheets in the Cloud — Not Ready Yet. Journal of Statistical Software 52 (Year 2013): 1-14.

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


McCullough, B D., Fundamentals of Predictive Analytics with JMP, 2e. Cary, NC: SAS, (2016):


McCullough, B D., “The Hazards of Subgroup Analysis in Randomized Business Experiments and How to Avoid Them.” Contemporary Perspectives on Data Mining, Ed. K. Lawrence. NC: Information Age Publishers, (2017): 79-92.

McCullough, B D., “Econometric Computing with R.” Advances in Social Science Research Using R, Ed. H. D. Vinod. New York: Springer, (2010): 1-21.

McCullough, B D., “The Accuracy of Econometric Software.” Handbook of Computational Econometrics, Ed. Belsley and Kontoghiorghes. New York: Wiley, (2009):

McCullough, B D., “Testing Econometric Software.” Handbook of Econometrics, Ed. Mills and Patterson. London: Palgrave, (2009):

McCullough, B D., “Some Details of Nonlinear Estimation.” Numerical Methods in Statistical Computing for the Social Sciences, Ed. Micah Altman, Jeff Gill, and Michael McDonald. New York: Wiley, (2004):


McCullough, B D., Does Microsoft Fix Errors in Excel?, Joint Statistical Meetings Sep 2001. American Statistical Association (Sep 2002):

Editorial Board Service

Associate Editor – Journal of Economic and Social Measurement, xx (2017)
Associate Editor – Foundations and Trends in Econometrics, journal (2017)
Associate Editor – Foundations and Trends in Econometrics, ??? (2017)
Associate Editor – Journal of Economic and Social Measurement, ????? (2017)
Associate Editor – Journal of Economic and Social Measurement, IOS Press (2018)
Associate Editor – Foundations and Trends in Econometrics , Now Publishers (2018)


BA Economics - Georgetown University 1981
PhD Economics - University of Texas at Austin 1989

Media Mentions

The Case for Making Economics Research Easier to Replicate

via Wall Street Journal

Research by decision sciences professor Bruce McCullough is mentioned in an article about trying to replicate data from economics studies.