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Content
June 2006, Volume 50, Issue 10
- 2878-2901 Response shrinkage estimators in binary regression
by Tutz, Gerhard & Leitenstorfer, Florian
- 2902-2919 Separability in the fixed part of multilevel models
by Van Landeghem, Georges & Onghena, Patrick & Van Damme, Jan
- 2920-2932 Clustering of gene locations
by Walters, Eli & Altman, Naomi S. & Elnitski, Laura
- 2933-2941 Pairwise comparisons of dependent groups based on medians
by Wilcox, Rand R.
- 2942-2951 A-minimax and D-minimax robust optimal designs for approximately linear Haar-wavelet models
by Tian, Yongge & Herzberg, Agnes M.
May 2006, Volume 50, Issue 9
- 2137-2145 Introduction to the special issue on statistical signal extraction and filtering
by Pollock, D.S.G.
- 2146-2166 Unobserved component models with asymmetric conditional variances
by Broto, Carmen & Ruiz, Esther
- 2167-2190 An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment
by Maravall, Agustin
- 2191-2205 Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm
by Mazzocchi, Mario
- 2206-2231 An iterated parametric approach to nonstationary signal extraction
by McElroy, Tucker & Sutcliffe, Andrew
- 2232-2246 Decomposition of time series models in state-space form
by Godolphin, E.J. & Triantafyllopoulos, Kostas
- 2247-2267 Bayesian analysis of the stochastic conditional duration model
by Strickland, Chris M. & Forbes, Catherine S. & Martin, Gael M.
- 2268-2292 Econometric methods of signal extraction
by Pollock, D.S.G.
- 2293-2312 Bootstrap prediction for returns and volatilities in GARCH models
by Pascual, Lorenzo & Romo, Juan & Ruiz, Esther
- 2313-2338 Repeated median and hybrid filters
by Fried, Roland & Bernholt, Thorsten & Gather, Ursula
- 2339-2360 Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
by Ombao, Hernando & Ringo Ho, Moon-ho
- 2361-2380 Unobserved heterogeneity in panel time series models
by Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron
- 2381-2398 Multivariate denoising using wavelets and principal component analysis
by Aminghafari, Mina & Cheze, Nathalie & Poggi, Jean-Michel
- 2399-2421 Wavelet-based bootstrapping of spatial patterns on a finite lattice
by Whitcher, Brandon
- 2422-2446 Dimension reduction in functional regression with applications
by Amato, U. & Antoniadis, A. & De Feis, I.
- 2447-2471 LASS: a tool for the local analysis of self-similarity
by Stoev, Stilian & Taqqu, Murad S. & Park, Cheolwoo & Michailidis, George & Marron, J.S.
- 2472-2494 A novel HMM-based clustering algorithm for the analysis of gene expression time-course data
by Zeng, Yujing & Garcia-Frias, Javier
- 2495-2507 Signal extraction for simulated games with a large number of players
by Lehtinen, Aki
April 2006, Volume 50, Issue 8
- 1877-1890 On the estimation of the stereotype regression model
by Kuss, Oliver
- 1891-1904 Calibrated FFT-based density approximations for [alpha]-stable distributions
by Menn, Christian & Rachev, Svetlozar T.
- 1905-1924 Using principal components for estimating logistic regression with high-dimensional multicollinear data
by Aguilera, Ana M. & Escabias, Manuel & Valderrama, Mariano J.
- 1925-1964 Relative density of the random r-factor proximity catch digraph for testing spatial patterns of segregation and association
by Ceyhan, Elvan & Priebe, Carey E. & Wierman, John C.
- 1965-1994 Data-driven boundary estimation in deconvolution problems
by Delaigle, A. & Gijbels, I.
- 1995-2013 Regional residual plots for assessing the fit of linear regression models
by Deschepper, E. & Thas, O. & Ottoy, J.P.
- 2014-2027 Bounding maximum likelihood estimates based on incomplete ordered data
by Fernandez, Arturo J.
- 2028-2043 Data analysis using regression models with missing observations and long-memory: an application study
by Iglesias, Pilar & Jorquera, Hector & Palma, Wilfredo
- 2044-2064 Conditional log-linear structures for log-linear modelling
by Kim, Sung-Ho
- 2065-2096 Multivariate distribution models with generalized hyperbolic margins
by Schmidt, Rafael & Hrycej, Tomas & Stutzle, Eric
- 2097-2110 Self-organizing map visualizing conditional quantile functions with multidimensional covariates
by Simila, Timo
- 2111-2123 On the permutation test in canonical correlation analysis
by Yamada, Tomoya & Sugiyama, Takakazu
- 2124-2136 Discontinuities in indirect estimation: An application to EAR models
by Di Iorio, Francesca & Calzolari, Giorgio
April 2006, Volume 50, Issue 7
- 1625-1654 A mixture model for the classification of three-way proximity data
by Bocci, Laura & Vicari, Donatella & Vichi, Maurizio
- 1655-1677 MCMC algorithms for constrained variance matrices
by Browne, William J.
- 1678-1699 Comparing stochastic volatility models through Monte Carlo simulations
by Raggi, Davide & Bordignon, Silvano
- 1700-1734 A comparison of algorithms for fitting the PARAFAC model
by Tomasi, Giorgio & Bro, Rasmus
- 1735-1748 An extension of the Williams trend test to general unbalanced linear models
by Bretz, Frank
- 1749-1773 Preliminary Phi-divergence test estimator for multinomial probabilities
by Gupta, A.K. & Nguyen, T. & Pardo, L.
- 1774-1792 Performing hypothesis tests on the shape of functional data
by James, Gareth M. & Sood, Ashish
- 1793-1806 Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models
by Kim, Myung Suk & Wang, Suojin
- 1807-1817 Existence and uniqueness of relative incidence estimates in case-series analysis
by Li, Baibing & Huang, Xiangning
- 1818-1839 On fitting generalized non-linear models with varying coefficients
by Staniswalis, Joan G.
- 1840-1854 Influential data cases when the Cp criterion is used for variable selection in multiple linear regression
by Steel, S.J. & Uys, D.W.
- 1855-1876 A semiparametric hypothesis testing procedure for the ROC curve area under a density ratio model
by Zhang, Biao
March 2006, Volume 50, Issue 6
- 1391-1397 Least median of squares and regression through the origin
by Barreto, Humberto & Maharry, David
- 1398-1406 On quantile estimation by bootstrap
by Brodin, Erik
- 1407-1417 Effect of using principal coordinates and principal components on retrieval of clusters
by Chae, Seong S. & Warde, William D.
- 1418-1440 Tests of fit for the three-parameter lognormal distribution
by Chen, Colin
- 1441-1451 L1-norm projection pursuit principal component analysis
by Choulakian, V.
- 1452-1477 Fuzzy unsupervised classification of multivariate time trajectories with the Shannon entropy regularization
by Coppi, Renato & D'Urso, Pierpaolo
- 1478-1495 Stock and bond return predictability: the discrimination power of model selection criteria
by Dell'Aquila, Rosario & Ronchetti, Elvezio
- 1496-1523 A weighted fuzzy c-means clustering model for fuzzy data
by D'Urso, Pierpaolo & Giordani, Paolo
- 1524-1550 A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression
by Hafidi, B. & Mkhadri, A.
- 1551-1564 Comparing two binary diagnostic tests in the presence of verification bias
by Nofuentes, Jose Antonio Roldan & del Castillo, Juan de Dios Luna
- 1565-1582 Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model
by Orbe, Jesus & Nunez-Anton, Vicente
- 1583-1596 Nonparametric estimation of the coefficient of overlapping--theory and empirical application
by Schmid, Friedrich & Schmidt, Axel
- 1597-1614 Analysis of the risk difference of marginal and conditional probabilities in an incomplete correlated 2x2 table
by Wang, Shun-Fang & Tang, Nian-Sheng & Wang, Xue-Ren
- 1615-1624 Approximation of partial distribution in renewal function calculation
by Hu, Xiaomi
March 2006, Volume 50, Issue 5
- 1153-1163 Improving the convergence rate in conditional autoregressive models
by Abellana, Rosa M. & Carrasco, Josep L. & Jover, Lluis & Ascaso, Carlos
- 1164-1187 Techniques for generic probabilistic inversion
by Du, C. & Kurowicka, D. & Cooke, R.M.
- 1188-1205 A hybrid EM approach to spatial clustering
by Hu, Tianming & Sung, Sam Yuan
- 1206-1219 On the ratio of logistic random variables
by Nadarajah, Saralees & Gupta, Arjun K.
- 1220-1247 Differential evolution and particle swarm optimisation in partitional clustering
by Paterlini, Sandra & Krink, Thiemo
- 1248-1271 Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials
by Seidel, Wilfried & Sever, Krunoslav & Sevcikova, Hana
- 1272-1286 Hierarchical models for repeated binary data using the IBF sampler
by Tan, Ming & Tian, Guo-Liang & Wang Ng, Kai
- 1287-1312 Linear grouping using orthogonal regression
by Van Aelst, Stefan & (Steven) Wang, Xiaogang & Zamar, Ruben H. & Zhu, Rong
- 1313-1337 On some predictors of times to failure of censored items in progressively censored samples
by Basak, Indrani & Basak, Prasanta & Balakrishnan, N.
- 1338-1355 Responder identification in clinical trials with censored data
by Kehl, Victoria & Ulm, Kurt
- 1356-1377 Assessing local influence for nonlinear structural equation models with ignorable missing data
by Lee, Sik-Yum & Lu, Bin & Song, Xin-Yuan
- 1378-1390 Semi-parametric single-index two-part regression models
by Zhou, Xiao-Hua & Liang, Hua
February 2006, Volume 50, Issue 4
- 891-910 Asymptotic expansion of the sample correlation coefficient under nonnormality
by Ogasawara, Haruhiko
- 911-925 A [beta]-expectation tolerance interval for general balanced mixed linear models
by Lin, Tsai-Yu & Liao, Chen-Tuo
- 926-949 Nearest neighbours in least-squares data imputation algorithms with different missing patterns
by Wasito, Ito & Mirkin, Boris
- 950-966 Information matrices for Laplace and Pareto mixtures
by Nadarajah, Saralees
- 967-991 Generalized structured additive regression based on Bayesian P-splines
by Brezger, Andreas & Lang, Stefan
- 992-1015 Loevinger's measures of rule quality for assessing cluster stability
by Bertrand, P. & Bel Mufti, G.
- 1016-1032 Clustering of spatial point patterns
by Ayala, G. & Epifanio, I. & Simo, A. & Zapater, V.
- 1033-1051 Modified censored moment estimation for the two-parameter Birnbaum-Saunders distribution
by Wang, Zhihui & Desmond, A.F. & Lu, Xuewen
- 1052-1071 Online EM algorithm for mixture with application to internet traffic modeling
by Liu, Z. & Almhana, J. & Choulakian, V. & McGorman, R.
- 1072-1089 On the combination of transmission/disequilibrium test and mean test for linkage detection using affected sib pairs
by Tai, John Jen & Hou, Chia-Ding
- 1090-1104 Evaluating latent class analysis models in qualitative phenotype identification
by Yang, Chih-Chien
- 1105-1112 Nonparametric iterated combined tests for genetic differentiation
by Salmaso, Luigi & Solari, Aldo
- 1113-1130 Mining the customer credit using classification and regression tree and multivariate adaptive regression splines
by Lee, Tian-Shyug & Chiu, Chih-Chou & Chou, Yu-Chao & Lu, Chi-Jie
- 1131-1151 Estimating the functional form of a continuous covariate's effect on survival time
by Hollander, Norbert & Schumacher, Martin
February 2006, Volume 50, Issue 3
- 585-603 Separation index and partial membership for clustering
by Qiu, Weiliang & Joe, Harry
- 604-610 A recursive algorithm for computing the distribution of the number of successes in higher-order Markovian trials
by Martin, Donald E.K.
- 611-641 A divide-and-conquer approach in applying EM for large recursive models with incomplete categorical data
by Kim, Seong-Ho & Kim, Sung-Ho
- 642-658 An even faster algorithm for ridge regression of reduced rank data
by Turlach, Berwin A.
- 659-674 An improved collapsed Gibbs sampler for Dirichlet process mixing models
by Kuo, Lynn & Yang, Tae Young
- 675-687 Estimation in partially linear models and numerical comparisons
by Liang, Hua
- 688-709 Bayesian curve estimation by model averaging
by Pena, Daniel & Redondas, Dolores
- 710-719 Maximum a posteriori pruning on decision trees and its application to bootstrap BUMPing
by Kim, Jinseog & Kim, Yongdai
- 720-732 Multivariate distributions with correlation matrices for nonlinear repeated measurements
by Lindsey, J.K. & Lindsey, P.J.
- 733-759 Robust measures of tail weight
by Brys, Guy & Hubert, Mia & Struyf, Anja
- 760-774 Nonparametric density estimation and clustering in astronomical sky surveys
by Jang, Woncheol
- 775-782 Approximate confidence interval for standard deviation of nonnormal distributions
by Bonett, Douglas G.
- 783-802 Identification of interaction patterns and classification with applications to microarray data
by Boulesteix, Anne-Laure & Tutz, Gerhard
- 803-812 Robust edge detection in noisy images
by Lim, Dong Hoon
- 813-829 GACV for quantile smoothing splines
by Yuan, Ming
- 830-858 The nature of sensitivity in monotone missing not at random models
by Jansen, Ivy & Hens, Niel & Molenberghs, Geert & Aerts, Marc & Verbeke, Geert & Kenward, Michael G.
- 859-877 Heterogeneous demand responses to discrete price changes: an application to the purchase of lottery tickets
by Hartley, Roger & Lanot, Gauthier
- 878-890 Efficiency evaluation of MEV spatial sampling strategies: a scenario analysis
by Lafratta, Giovanni
January 2006, Volume 50, Issue 2
- 267-284 Improved predictions penalizing both slope and curvature in additive models
by Aldrin, Magne
- 285-300 A recursive approach to detect multivariable conditional variance components and conditional random effects
by Wu, Jixiang & Wu, Dongfeng & Jenkins, Johnie N. & McCarty, Jack Jr.
- 301-310 Statistical functions and procedures in IDL 5.6 and 6.0
by Bustos, Oscar H. & Frery, Alejandro C.
- 311-331 The asymptotic convexity of the negative likelihood function of GARCH models
by Ip, W.C. & Wong, Heung & Pan, J.Z. & Li, D.F.
- 332-345 Permutation procedures with censored data
by Lim, Johan
- 346-357 Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
by Congdon, Peter
- 358-378 INDSCAL model: geometrical interpretation and methodology
by Husson, F. & Pages, J.
- 379-401 An extension of the Gauss-Newton algorithm for estimation under asymmetric loss
by Demetrescu, Matei
- 402-421 Comparisons of improved risk estimators of the multivariate mean vector
by Khan, B.U. & Ahmed, S.E.
- 422-445 A model for non-parametric spatially varying regression effects
by Congdon, Peter
- 446-462 Local minima in categorical multiple regression
by van der Kooij, Anita J. & Meulman, Jacqueline J. & Heiser, Willem J.
- 463-474 Estimation of shared Gamma frailty models by a modified EM algorithm
by Yu, Binbing
- 475-498 A semiparametric model selection criterion with applications to the marginal structural model
by Brookhart, M. Alan & van der Laan, Mark J.
- 499-517 Efficient design and analysis of two colour factorial microarray experiments
by Landgrebe, Jobst & Bretz, Frank & Brunner, Edgar
- 518-532 Identifying differentially expressed genes in unreplicated multiple-treatment microarray timecourse experiments
by DeCook, Rhonda & Nettleton, Dan & Foster, Carol & Wurtele, Eve S.
- 533-550 Boosting and instability for regression trees
by Gey, Servane & Poggi, Jean-Michel
- 551-567 Segmenting magnetic resonance images via hierarchical mixture modelling
by Priebe, Carey E. & Miller, Michael I. & Tilak Ratnanather, J.
- 568-582 Estimation of seasonal fractionally integrated processes
by Reisen, Valderio Anselmo & Rodrigues, Alexandre L. & Palma, Wilfredo
- 583-582 Erratum to "Inverse boosting for monotone regression functions" [Comput. Statist. Data Anal. 49 (2005) 757-770]
by Kim, Yuwon & Koo, Ja-Yong
- 584-582 Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": [Computational Statistics and Data Analysis 49/4 (2005) 1192-1204]
by Jung Park, Soo & Wan Shin, Dong & Uk Park, Byeong & Chul Kim, Woo & Oh, Man-Suk
January 2006, Volume 50, Issue 1
- 1-4 2nd Special issue on matrix computations and statistics
by Barlow, Jesse L. & Park, Haesun & Groenen, Patrick J.F. & Zha, Hongyuan
- 5-20 Computation of Huber's M-estimates for a block-angular regression problem
by Chang, Xiao-Wen
- 21-39 Principal component analysis of binary data by iterated singular value decomposition
by de Leeuw, Jan
- 40-60 The l1 solution of linear inequalities
by Dax, Achiya
- 61-76 Fast and compact smoothing on large multidimensional grids
by Eilers, Paul H.C. & Currie, Iain D. & Durban, Maria
- 77-88 A comparison between the Grobner bases approach and hidden projection properties in factorial designs
by Evangelaras, H. & Koukouvinos, C.
- 89-106 An application of the modified Leverrier-Faddeev algorithm to the spectral decomposition of symmetric block-circulant matrices
by Gower, John C.
- 107-134 A synthesis of canonical variate analysis, generalised canonical correlation and Procrustes analysis
by Gardner, Sugnet & Gower, John C. & le Roux, N.J.
- 135-153 Sensitivity analysis of the strain criterion for multidimensional scaling
by Lewis, R.M. & Trosset, M.W.
- 154-162 Sign eigenanalysis and its applications to optimization problems and robust statistics
by Li, Baibing
- 163-180 Two-way Poisson mixture models for simultaneous document classification and word clustering
by Li, Jia & Zha, Hongyuan
- 181-209 The element-wise weighted total least-squares problem
by Markovsky, Ivan & Luisa Rastello, Maria & Premoli, Amedeo & Kukush, Alexander & Van Huffel, Sabine
- 210-220 Kruskal's condition for uniqueness in Candecomp/Parafac when ranks and k-ranks coincide
by Stegeman, Alwin & Ten Berge, Jos M.F.
- 221-241 An improved method for generalized constrained canonical correlation analysis
by Takane, Yoshio & Yanai, Haruo & Hwang, Heungsun
- 242-253 Projected gradient approach to the numerical solution of the SCoTLASS
by Trendafilov, Nickolay T. & Jolliffe, Ian T.
- 254-265 A general construction method for mixed-level supersaturated design
by Yamada, Shu & Matsui, Michiyo & Matsui, Tomomi & Lin, Dennis K.J. & Takahashi, Takenori
June 2005, Volume 49, Issue 4
- 969-973 Optimising k-means clustering results with standard software packages
by Hand, David J. & Krzanowski, Wojtek J.
- 974-997 How many principal components? stopping rules for determining the number of non-trivial axes revisited
by Peres-Neto, Pedro R. & Jackson, Donald A. & Somers, Keith M.
- 998-1019 Confidence intervals for probabilistic network classifiers
by Egmont-Petersen, M. & Feelders, A. & Baesens, B.
- 1020-1038 Maximum likelihood estimation in nonlinear mixed effects models
by Kuhn, E. & Lavielle, M.
- 1039-1052 Efficient MCMC estimation of discrete distributions
by Liang, Faming & Liu, Chuanhai
- 1053-1067 Approximating the distribution function of risk
by Christophi, Costas A. & Modarres, Reza
- 1068-1078 Bundling classifiers by bagging trees
by Hothorn, Torsten & Lausen, Berthold
- 1079-1104 Most mean powerful test of a composite null against a composite alternative
by Begum, Nelufa & King, Maxwell L.
- 1105-1119 On generalized multivariate decision tree by using GEE
by Keon Lee, Seong
- 1120-1131 Bayesian analysis of correlated misclassified binary data
by Paulino, Carlos Daniel & Silva, Giovani & Alberto Achcar, Jorge
- 1132-1147 Estimation in the three-parameter inverse Gaussian distribution
by Koutrouvelis, Ioannis A. & Canavos, George C. & Meintanis, Simos G.
- 1148-1172 Response modeling methodology (RMM)--maximum likelihood estimation procedures
by Shore, Haim
- 1173-1191 Pairwise likelihood inference in spatial generalized linear mixed models
by Varin, Cristiano & Host, Gudmund & Skare, Oivind
- 1192-1204 Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data
by Park, Soo Jung & Wan Shin, Dong & Uk Park, Byeong & Chul Kim, Woo & Oh, Man-Suk
- 1205-1227 Relevance measures for subset variable selection in regression problems based on k-additive mutual information
by Kojadinovic, Ivan
- 1228-1243 Applications of unbiased perturbations towards quantifying robustness with pragmatic geometric methods
by Varma, Vishal & Halverson, Don R.
- 1244-1252 On the accuracy of statistical procedures in Microsoft Excel 2003
by McCullough, B.D. & Wilson, Berry
June 2005, Volume 49, Issue 3
- 631-641 Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
by Zhao, Yanli & Grambsch, Patricia M. & Neaton, James D.
- 643-662 Choosing the best Rukhin goodness-of-fit statistics
by Marhuenda, Y. & Morales, D. & Pardo, J.A. & Pardo, M.C.
- 663-688 Hidden hybrid Markov/semi-Markov chains
by Guedon, Yann
- 689-708 Restricted methods in symmetrical linear regression models
by Cysneiros, Francisco Jose A. & Paula, Gilberto A.
- 709-721 Likelihood-ratio tests for normality
by Zhang, Jin & Wu, Yuehua
- 723-739 Testing general hypotheses under binomial sampling: the two sample case--asymptotic theory and exact procedures
by Munk, A. & Skipka, G. & Stratmann, B.
- 741-756 A large deviation approach to normality testing
by Sigut, J. & Pineiro, J. & Moreno, L. & Estevez, J. & Aguilar, R. & Marichal, R.
- 757-770 Inverse boosting for monotone regression functions
by Kim, Yuwon & Koo, Ja-Yong
- 771-783 Asymptotic robustness of the asymptotic biases in structural equation modeling
by Ogasawara, Haruhiko
- 785-808 An extended redundancy analysis and its applications to two practical examples
by Takane, Yoshio & Hwang, Heungsun
- 809-819 Two simple resistant regression estimators
by Olive, David J.
- 821-836 Bayesian modeling of missing data in clinical research
by Austin, Peter C. & Escobar, Michael D.
- 837-848 Stochastic programming methods in the response surface methodology
by Diaz-Garcia, Jose A. & Ramos-Quiroga, Rogelio & Cabrera-Vicencio, Enrique
- 849-861 Generalised indirect classifiers
by Peters, A. & Hothorn, T. & Lausen, B.
- 863-874 A robust testing procedure for the equality of covariance matrices
by Aslam, Shagufta & Rocke, David M.
- 875-891 Robust regression diagnostics with data transformations
by Cheng, Tsung-Chi
- 893-915 Regression trees for analysis of count data with extra Poisson variation
by Choi, Yunhee & Ahn, Hongshik & Chen, James J.
- 917-934 A mixture model for preferences data analysis
by D'Elia, Angela & Piccolo, Domenico
- 935-934 Addendum to "Confidence intervals based on estimators with unknown rates of convergence" [Comp. Stat. and Data 46/1 (2003) 123-139]
by Sherman, Michael & Carlstein, Edward
- 937-953 Multiple imputation of missing values in a cancer mortality analysis with estimated exposure dose
by Sartori, Nicola & Salvan, Alberto & Thomaseth, Karl
- 955-968 Statistical analysis of neuromuscular blockade response: contributions to an automatic controller calibration
by Eduarda Silva, M. & Mendonca, Teresa & Silva, Isabel & Magalhaes, Hugo
April 2005, Volume 49, Issue 2
- 283-285 Second Special issue on Computational Econometrics
by Belsley, David A. & John Kontoghiorghes, Erricos
- 287-310 An option pricing formula for the GARCH diffusion model
by Barone-Adesi, Giovanni & Rasmussen, Henrik & Ravanelli, Claudia
- 311-331 Optimal aggregation of linear time series models
by Chipman, J. & Winker, P.
- 333-348 Small-sample improvements in the statistical analysis of seasonally cointegrated systems
by Cubadda, Gianluca & Omtzigt, Pieter
- 349-360 Estimating confidence regions over bounded domains
by Eklund, Bruno
- 361-376 Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
by Flachaire, Emmanuel
- 377-395 The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
by Godfrey, L.G. & Tremayne, A.R.
- 397-416 Computing estimates of continuous time macroeconometric models on the basis of discrete data
by Jewitt, Giles & Roderick McCrorie, J.
- 417-444 Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
by Joseph, Agnes S. & Kiviet, Jan F.
- 445-460 Exact tests of the stability of the Phillips curve: the Canadian case
by Khalaf, Lynda & Kichian, Maral
- 461-475 Computational algorithms for double bootstrap confidence intervals
by Nankervis, John C.
- 477-498 New algorithms for dating the business cycle
by Proietti, Tommaso
- 499-525 Third-order inference for the Weibull distribution
by Rekkas, M. & Wong, A.
- 527-554 Simulation-based Bayesian estimation of an affine term structure model
by Sanford, Andrew D. & Martin, Gael M.
- 555-573 A comparison of semiparametric estimators for the ordered response model
by Stewart, Mark B.
- 575-590 How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US
by Swamy, P.A.V.B. & Tavlas, George S. & Chang, I-Lok
- 591-609 An adaptive algorithm for least squares piecewise monotonic data fitting
by Vassiliou, E. & Demetriou, I.C.
- 611-629 Evaluating volatility forecasts in option pricing in the context of a simulated options market
by Xekalaki, Evdokia & Degiannakis, Stavros
April 2005, Volume 49, Issue 1
Printed from https://ideas.repec.org/s/eee/csdana23.html
