Humboldt Universitaet Berlin

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Series handle: repec:wop:humbsf

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• 1998-101 A Review of Systems Cointegration Tests
  by K. Hubrich & H. Lütkepohl & P. Saikkonen
• 1998-100 Preemption in Capacity and Price Determination -A Study of Endogenous Timing of Decisions for Homogeneous Markets-
  by S. Güth & W. Güth
• 1998-99 Nicht- und semiparametrische Markenwahlmodelle im Marketing
  by Y. Boztug & L. Hildebrandt
• 1998-98 On Stationary Solutions of Delay Differential Equations Driven by a Levy Process
  by A. Gushchin & U. Küchler
• 1998-97 Additive and Generalized Additive Models: a Survey
  by M.G. Schimek & B.A. Turlach
• 1998-96 Volatility Estimates of the Short Term Interest Rate with an Application to German Data
  by H. Dankenbring
• 1998-95 Semiparametric additive indices for binary response and generalized additive models
  by W. Härdle & S. Huet & E. Mammen & S. Sperlich
• 1998-94 Germany' s Labor Market Problems: What to do and what not to do? A Survey Among Experts
  by S. Profit & R. Tschernig
• 1998-93 On sequential parameter estimation for some linear stochastic differential equations with time delay
  by U. Küchler & V.A. Vasiliev
• 1998-92 Spontaneous Strategies in the Repeated Prisoners' Dilemma with Imperfect Monitoring
  by A. Gantner & M. Königstein
• 1998-91 Equity Anchoring in Simple Bargaining Games With Production
  by A. Gantner & W. Güth & M. Königstein
• 1998-90 Efficiency and Evolution of Social Preferences and Prosocial Behavior
  by M. Königstein
• 1998-89 Convergence to Equitable Play in the Repeated Ultimatum Game with Advance Production
  by M. Königstein
• 1998-88 Measuring Treatment-Effects in Experimental Cross-Sectional Time Series
  by M. Königstein
• 1998-87 Profit Sharing in an Asymmetric Bargaining Game
  by M. Königstein & R. Tietz
• 1998-86 Conditional heteroskedasticity driven by hidden Markov chains
  by Christian Francq & Michel Roussignol & Jean-Michel Zakoian
• 1998-85 The Effects of Different choices of Order for Autoregressive Approximation on the Gaussian Likelihood Estimates for ARMA Models
  by M. Salau
• 1998-84 On the Numerical Evaluation of the Theoretical Variance-Covariance Matrix of Least Squares Estimators for Echelon-Form VARMA Models
  by M. Salau
• 1998-83 Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function
  by J. Horowitz
• 1998-82 Testing for the Cointegrating Rank of a VAR Process with Structural Shifts
  by P. Saikkonen & H. Lütkepohl
• 1998-81 Alternative GMM Methods for Nonlinear Panel Data Models
  by J. Breitung & M. Lechner
• 1998-80 Neuere Entwicklung auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen
  by J. Breitung
• 1998-79 An equality test across nonparametric regressions
  by P. Lavergne
• 1998-78 The Response of Long-Term Interest Rates to News about Monetary Policy Actions Empirical Evidence for the U.S. and Germany
  by D. Nautz & J. Wolters
• 1998-77 Adaptive Weights Smoothing with Applications to Image Restoration
  by J. Polzehl & V. Spokoiny
• 1998-76 Managerial Bonding and Stock Liquidity: An Analysis of Dual- Class Firms
  by E. Böhmer & G.C. Sanger & S.B. Varshney
• 1998-75 Nonparametric Significance Testing
  by P. Lavergne & Q. Vuong
• 1998-74 Employment Duration and Resistance to Wage Reductions: Experimental Evidence
  by M. Burda & W. Güth & G. Kirchsteiger & H. Uhlig
• 1998-73 Savings decisions when uncertainty is reduced -An experimental study-
  by V. Anderhub
• 1998-72 Co-evolution of preferences and information in simple games of trust
  by W. Güth & H. Kliemt & B. Peleg
• 1998-71 Semiparametric three Step Estimation Methods in Labor Supply Models
  by A.I. Fernandez & J.M. Rodriguez - Poo & S. Sperlich
• 1998-70 Nonparametric Factor Analysis of Time Series
  by J.M. Rodriguez - Poo & O. Linton
• 1998-69 Design and Evaluation of an Economic Experiment via the Internet
  by V. Anderhub & R. Müller & C. Schmidt
• 1998-68 Evolutionary Dynamics on Infinite Strategy Spaces
  by J. Oechssler & F. Riedel
• 1998-67 Species Survival and Evolutionary Stability in Sustainable Habitats -The Concept of Ecological Stability-
  by R. Aumann & S. Güth
• 1998-66 A Framework for Micropayment Evaluation
  by C. Schmidt & R. Müller
• 1998-65 Rank tests for nonlinear cointegration relationships
  by J. Breitung
• 1998-64 Business group, bank control, and large shareholders: An Analysis of German takeovers
  by E. Böhmer
• 1998-63 A Sealed-Bid Auction that Matches the English Auction
  by M. Perry & E. Wolfstetter & S. Zamir
• 1998-62 Scale Economies and Dynamics of Recurring Auctions
  by T. Jeitschko & E. Wolfstetter
• 1998-61 Canonical decomposition of linear transformations of two independent Brownian motions
  by H. Föllmer & C. Wu & M. Yor
• 1998-60 Germany's Labor Market Problems: An Empirical Assessment August 26-29, 1998 Berlin
  by W. Härdle
• 1998-59 Simulation based methods of moments in empirical finance
  by R. Liesenfeld & J. Breitung
• 1998-58 A Nonparametric Test for the Stationary Density
  by M. Neumann & E. Paparoditis
• 1998-57 A psychological approach to individual differences in intertemporal consumption patterns
  by H. Brandstätter & S. Güth
• 1998-56 Presents or Investment? An Experimental Analysis
  by U. Gneezy & W. Güth & F. Verboven
• 1998-55 Modeling the Deutsche Telekom IPO Using a New ACD Specification - An Application of the Burr-ACD Model Using High Frequency Ibis Data
  by J. Grammig & R. Hujer & S. Kokot & K. Maurer
• 1998-54 Properties of the Nonparametric Autoregressive Bootstrap
  by J. Franke & J.-P. Kreiss & E. Mammen & M. Neumann
• 1998-53 Constructive Asymptotic Equivalence of Density Estimation and Gaussian White Noise
  by M. Nussbaum & J. Klemelä
• 1998-52 Computer-assisted Statistics Teaching in Network Environments
  by M. Müller
• 1998-51 Testing for the Cointegrating Rank of a VAR Process with an Intercept
  by P. Saikkonen & H. Lütkepohl
• 1998-50 Nonparametric Estimation in Null Recurrent Time Series
  by H. Karlsen & D. Tjostheim
• 1998-49 Finance, Investment, and Firm Value in Germany and the US - A Comparative Analysis
  by E. Nowak
• 1998-48 Semiparametric Estimation and Prediction for Time Series Cross Sectional Data
  by O. Bunke
• 1998-47 Delay Estimation for some Stationary Diffusion-type processes
  by U. Küchler & Y. Kutoyants
• 1998-46 Efficient Computation of Zero of the Moving Average Operator with Real Matricial Coefficients
  by M. Salau
• 1998-45 A Note on Limit Theorems for Multivariate Martingales
  by U. Küchler & M. Sorensen
• 1998-44 A Consistent Nonparametric Test of the Convexity of Regression Based on Least Squares Splines
  by C. Diack
• 1998-43 A Nonparametric Test of the Non-Convexity of Regression
  by C. Diack & C. Thomas- Agnan
• 1998-42 Modeling Panels of Intercorrelated Autoregressive Time Series
  by V. Hjellvik & D. Tjostheim
• 1998-41 Structural Analysis of Portfolio Risk Using Beta Impulse Response Functions
  by H. Herwartz
• 1998-40 Do Banks Crowd in or out Business Ethics? - An Indirect Evolutionary Analysis -
  by W. Güth
• 1998-39 From GISystems to GIServices: Spatial Computing on the Internet Marketplace
  by O. Günther & R. Müller
• 1998-38 Image Denoising: Pointwise Adaptive Approach
  by J. Polzehl & V. Spokoiny
• 1998-37 Internet Based Econometric Computing
  by W. Härdle & J. Horowitz
• 1998-36 Truncated Maximum Likelihood, Goodness of Fit Tests and Tail Analysis
  by C. Gouriéroux & J. Jasiak
• 1998-35 Corporate Restructuring, Downsizing and Managerial Composation
  by U. Graßhoff & J. Schwalbach
• 1998-34 Flexible Stochastic Volatility Structures for High Frequency Financial Data
  by D. Feldmann & W. Härdle & C. Hafner & A. Hoffmann
• 1998-33 Teaching Statistics with XploRe
  by M. Müller
• 1998-32 Multivariate Volatility Analysis of VW Stock Prices
  by H. Herwartz & H. Lütkepohl
• 1998-31 Auktionen und Ausschreibungen: Bedeutung und Grenzen des "linkage"- Prinzips
  by E. Wolfstetter
• 1998-30 Banks' Supply of Loans When Future Monetary Policy is Uncertain
  by K. Mitusch & D. Nautz
• 1998-29 Execution Planning in Internet Marketplaces
  by V. Gaede
• 1998-28 A Central Limit Theorem for Local Polynomial Backfitting Estimators
  by M.P. Wand
• 1998-27 Temporal Aggregation and Causility in Multiple Series Models
  by J. Breitung & N. Swanson
• 1998-26 The Beveridge-Nelson Decomposition: a Different Perspective With New Results
  by V. Gomez & J. Breitung
• 1998-25 Additional Logarithmic Utility of an Insider
  by N. Swanson & P. Imkeller & M. Schweizer
• 1998-24 Wages and Worker Displacement in Germany
  by M. Burda & A. Mertens
• 1998-23 A Note on Stochastic Volatility, GARCH models, and Hyperbolic Distributions
  by S. Jaschke
• 1998-22 Employment Shocks, Wages and Mobility Some Selected Comparisons between Western Germany and the United States
  by A. Mertens
• 1998-21 Asymptotic Minimax Risk in the Uniform Norm for the White Noise Model on the Sphere
  by J. Klemelä
• 1998-20 Regression and contrast estimates based on adaptive regressograms depending on qualitative explanatory variables
  by O. Bunke & E. Castell
• 1998-19 Externalities in the Matching of Workers and Firms in Britain
  by S. Burgess & S. Profit
• 1998-18 Local Risk-Minimization under Transaction Costs
  by D. Lamberton & H. Pham & M. Schweizer
• 1998-17 Projection Pursuit Regression and Neural Network
  by S. Klinke & J. Grassmann
• 1998-16 Exploration of Satellite Images in the Dynamically Linked ArcView/XGobi/XploRe Environment
  by J. Symanzik & D. Cook & S. Klinke & N. Lewin
• 1998-15 Non-Uniformity of Job-Matching in a Transition Economy - A Nonparametric Analysis for the Czech Republic
  by S. Profit & S. Sperlich
• 1998-14 Nonparametric Estimation and Testing of Interaction in Additive Models
  by S. Sperlich & D. Tjostheim & L. Yang
• 1998-13 Quantile Hedging
  by H. Föllmer & P. Leukert
• 1998-12 On model based seasonal adjustment procedures
  by J. Breitung
• 1998-11 Tax Clientele Effects in the German Bond Market
  by R. Stehle & S. Jaschke & S. Wernicke
• 1998-10 Functional coefficient autoregressive models: estimation and tests of hypotheses
  by R. Chen
• 1998-9 On Estimation of Monotone and Concave Frontier Function
  by I. Gijbels & E. Mammen & B. Park & L. Simar
• 1998-8 Why the rich are nastier than the poor - A note on optimal punishment
  by S. Huck & W. Müller
• 1998-7 The relevance of equal splits - On behavioral discontinuity in ultimatum games
  by W. Güth & S. Huck & W. Müller
• 1998-6 The Monetary Model of the Exchange Rate: A Structural Interpretation
  by M. Moersch & D. Nautz
• 1998-5 Sequential versus independent commitment -An indirect evolutionary analysis of bargaining rules-
  by W. Güth
• 1998-4 Smooth discrimination analysis
  by B. Tsybakov
• 1998-3 Semiparametric Analysis of German East-West Migration Intentions: Facts and Theory
  by M. Burda & W. Härdle & M. Müller & A. Werwatz
• 1998-2 Maximization of Empirical Shannon Information in Testing Significant Variables of Linear Model
  by M. Malyutov & H. Sadaka
• 1998-1 Estimation of a Function with Discontinuities via Local Polynomial Fit with an Adaptive Window Choice
  by V. Spokoiny
• 1997-104 Specific Institutional Aspects of International Cooperation -A GAME Theoretic Account-
  by W. Güth
• 1997-103 Quantile Regression Estimates for a Class of Linear and Partially Linear Errors-in-Variables Models
  by X. He & H. Liang
• 1997-102 Bootstrap Approximations in a Partially Linear Regression Model
  by W. Härdle & H. Liang & V. Sommerfeld
• 1997-101 Large Sample Theory of the Estimation of the Error Distribution for a Semiparametric Model
  by H. Liang & W. Härdle
• 1997-100 On adaptive estimation in partial linear models
  by G. Golubev & W. Härdle
• 1997-99 Multivariate Plug-in Bandwidth for Local Linear Regression
  by L. Yang & R. Tschernig
• 1997-98 On Competing Rewards Standards -An Experimental Study of Ultimatum Bargaining-
  by U. Gneezy & W. Güth
• 1997-97 Negotiation rules and bargaining behavior -What is known and what needs to be further explored?-
  by W. Güth
• 1997-96 Integrated Scientific Computing in Global Network
  by L. Perrochon & R. Müller
• 1997-95 Semiparametric Modelling of the Cross-Selection of Expected Returns in the German Stock Market
  by R. Stehle & O. Bunke & V. Sommerfeld
• 1997-94 A Nonparametric Analysis of Regional Unemployment Dynamics in Britain
  by M. Bianchi & G. Zoega
• 1997-93 Order Selection in Testing for the Cointegration Rank of a VAR Process
  by H. Lütkepohl & P. Saikkonen
• 1997-92 A Money Demand System for M3 in the Unified Germany
  by H. Lütkepohl & J. Wolters
• 1997-91 Transparency of Ownership and Control in Germany
  by M. Becht & E. Böhmer
• 1997-90 Möglichkeiten und Ansätze der Analyse dreimodaler Daten für die Marktforschung
  by L. Hildebrandt & D. Klapper
• 1997-89 Wachsende Dispersion und Engel-Kurven
  by J. Guerrier & W. Härdle
• 1997-88 On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis
  by M. Neumann
• 1997-87 The ArcView/XGobi/XploRe Environment: Technical Details and Applications for Spatial Data Analysis
  by J. Symanzik & S. Klinke & S. Schmelzer & D. Cook
• 1997-86 Strong Approximation of Density Estimators from Weakly Dependent Observations by Density Estimators from Independent Observations
  by M. Neumann
• 1997-85 Problems Related to Bootstrapping Impulse Responses of Autoregressive Processes
  by A. Benkwitz & H. Lütkepohl & M. Neumann
• 1997-84 Trend Adjustment Prior to Testing for the Cointegrating Rank of a VAR Process
  by P. Saikkonen & H. Lütkepohl
• 1997-83 On Feedback Effects from Hedging Derivatives
  by E. Platen & M. Schweizer
• 1997-82 SEE XploRe AT USE
  by G. Beier
• 1997-81 Nonparametric Specification Procedures for Time Series
  by D. Tjostheim
• 1997-80 On the reliability of reprocal fairness -An experimental study-
  by W. Güth & N. Marchand & J.-L. Rulliere
• 1997-79 Testing for the Cointegrating Rank of a VAR Process with a Time Trend
  by H. Lütkepohl & P. Saikkonen
• 1997-78 The Term Structure of Interest Rates when the Growth Rate is Unobservable
  by F. Riedel
• 1997-77 Getting Behind The East-West Wage Differential: Theory and Evidence
  by M. Burda & C. Schmidt
• 1997-76 Wild Bootstrap Versus Moment-Oriented Bootstrap
  by V. Sommerfeld
• 1997-75 Mobility after Apprenticeship- How effective is the German apprenticeship system?
  by A. Werwatz
• 1997-74 A Consistent Test for Misspecification in Polychotomous Response Models
  by A. Werwatz
• 1997-73 Kursrelevante Ereignisse bei Unternehmensübernahmen: Eine empirische Analyse des deutschen Kapitalmarktes
  by E. Böhmer & Y. Löffler
• 1997-72 The Term Structure of Interest Rates and the Uncovered Interest Rate Parity: Empirical Results for Germany and the U.S
  by H. Dankenbring
• 1997-71 When will the fittest survive? -An indirect evolutionary analysis-
  by W. Güth & B. Peleg
• 1997-70 The Efficiency of Bias-Corrected Estimators for Nonparametric Kernel Estimation Based on Local Estimating Equations
  by G. Kauermann & M. Müller & R.J. Carroll
• 1997-69 On Local Polynomial Smoothers and Their Competitors
  by P. Hall & B.A. Turlach
• 1997-68 Achieving Interoperability between the Distributed Model-Management-System MMM and Progress
  by P. Becker & R. Müller
• 1997-67 A Compiler for Composition: CHAIMS
  by L. Perrochon & G. Wiederhold & R. Burback
• 1997-66 A Simulation Comparison between Integration and Backfitting Methods of Estimating Separable Nonparametric Regression Models
  by S. Sperlich & O. Linton & W. Härdle
• 1997-65 Pricing and Hedging of Forwards, Futures and Swaps by Change of Numeraire
  by P. Bank
• 1997-64 Risikomessung mit VaR für Portfolios: Diskussionen und empirischer Vergleich verschiedener Berechnungsmethoden
  by E. Böhmer & S. Sperlich
• 1997-63 Twin Peaks in Regional Unemployment and Returns to Scale in Job-Matching in the Czech Republic
  by S. Profit
• 1997-62 Industrielle und berufliche Mobilität Eine Untersuchung auf Basis der IAB-Beschäftigtenstichprobe
  by A. Mertens
• 1997-61 Animal Spirits, Technology Shocks and the Business Cycle
  by M. Weder
• 1997-60 Interminacy, Business Cycles, and Modest Increasing Returns to Scale
  by M. Weder
• 1997-59 Nonparametric Lag Selection for Time Series
  by R. Tschernig & L. Yang
• 1997-58 Local Power of Likelihood Ratio Tests for the Cointegrating Rank of a VAR Process
  by P. Saikkonen & H. Lütkepohl
• 1997-57 Ill-posed inverse problems and their optimal regularization
  by H. Läuter & H. Liero
• 1997-56 Discrete Time Option Pricing with Flexible Volatility Estimation
  by W. Härdle & C. Hafner
• 1997-55 Asymptotic Properties of the Nonparametric Part in Partial Linear Heteroscedastic Regression Models
  by H. Liang & W. Härdle & A. Werwatz
• 1997-54 Optional Decomposition and Lagrange Multipliers
  by H. Föllmer & Y. Kabanov
• 1997-53 Using Private Job Agencies: Optimal Screening or Cream Skimming?
  by D. Kübler
• 1997-52 Component Analysis for Additive Models
  by W. Härdle & S. Sperlich & V. Spokoiny
• 1997-51 SMART: Towards Spatial Internet Marketplaces
  by D.J. Abel & V. Gaede & K.L. Taylor & Y. Zhou
• 1997-50 Benchmarking Spatial Joins A La Carte
  by O. Günther & V. Oria & J.-M. Saglio & M. Scholl
• 1997-49 Spatial Data Analysis in the Dynamically Linked ArcView/XGobi/XploRe Environment
  by J. Symanzik & T. Kötter & S. Schmelzer & S. Klinke
• 1997-48 Computer-assisted Generalized Partial Linear Models
  by M. Müller
• 1997-47 A Note on the E-mail Game Bounded Rationality and Induction
  by U. Dulleck
• 1997-46 Asymptotic Normality of Parametric Part in Partially Linear Models with Measurement Error in the Nonparametric Part
  by H. Liang
• 1997-45 Ultimatum Proposals How Do Decisions Emerge?
  by W. Güth
• 1997-44 Trust in the shadow of the courts if judges are not better
  by G. Brennan & W. Güth & H. Kliemt
• 1997-43 Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay
  by A. Gushchin & U. Küchler
• 1997-42 Financial calculations on the net
  by W. Härdle & S. Sperlich
• 1997-41 Decentralized versus collective bargaining -A theoretical and experimental analysis-
  by S. Berninghaus & W. Güth & R. Lechler & H. Ramser
• 1997-40 Wie brauchbar sind Multiplikatorprognosen für die Geldmengensteuerung der Bundesbank?
  by D. Nautz
• 1997-39 Loss of Commitment? An Evolutionary Analysis of Bagwell's Example
  by J. Oechssler & K.H. Schlag
• 1997-38 Learning to Like What You Have -Explaining the Endowment Effect-
  by S. Huck & G. Kirchsteiger & J. Oechssler
• 1997-37 Efficient Estimation in Single-Index Regression
  by M. Delecroix & W. Härdle & M. Hristache
• 1997-36 Automatic Forecasting via Exponential Smoothing Asymptotic Properties
  by I. Gijbels & A. Pope & M.P. Wand
• 1997-35 Berechnung des REXP für alternative Steuersätze
  by J. Maier & R. Stehle
• 1997-34 Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes
  by R. Dahlhaus & M. Neumann & R. von Sachs
• 1997-33 Asymptotic Normality of Parametric Part in Partial Linear Heteroscedastic Regression Models
  by H. Liang & W. Härdle
• 1997-32 On Saving, Updating and Dynamic Programming -An Experimental Analysis-
  by V. Anderhub & W. Güth & W. Härdle & W. Müller
• 1997-31 Optional decompositions under constraints
  by H. Föllmer & D. Kramkov
• 1997-30 Estimation of Derivates for Additive Separable Models
  by E. Severance-Lossin & S. Sperlich
• 1997-29 Boundedly Rational Decision Emergence -A General Perspective and Some Selective Illustrations-
  by W. Güth
• 1997-28 Indirect Evolution Versus Strategic Delegation: A Comparison of Two Approaches to Explaining Economic Institutions
  by M. Dufwenberg & W. Güth
• 1997-27 Large Sample Theory in a Semiparametric Partially Linear Errors-in-Variables Models
  by H. Liang & W. Härdle & R.J. Carroll
• 1997-26 Multivariate and Semiparametric Kernel Regression
  by W. Härdle & M. Müller
• 1997-25 On L-Projections on a Space of Stochastic Integrals
  by T. Rheinländer & M. Schweizer
• 1997-24 Mean- Variance Hedging for Continuous Processes: New Proofs and Examples
  by H. Pham & T. Rheinländer & M. Schweizer
• 1997-23 Money Growth Volatility and the Demand for Money in Germany: Friedman's Volatility Hypothesis Revisited
  by I. Brüggemann & D. Nautz
• 1997-22 Construction of Automatic Confidence Intervals in Nonparametric Heteroscedastic Regression by a Moment-Oriented Bootstrap
  by V. Sommerfeld
• 1997-21 How to Improve Accuracy of Estimation
  by O. Lepski
• 1997-20 Bootstrap of kernel smoothing in nonlinear time series
  by J. Franke & J.-P. Kreiss & E. Mammen
• 1997-19 A class of Health-Jarrow-Morton models in which the unbiased expectations hypothesis holds
  by F. Riedel
• 1997-18 Estimating High Frequency Foreign Exchange Rate Volatility with Nonparametric ARCH Models
  by C. Hafner
• 1997-17 Nonparametric Estimation Via Local Estimating Equations, with Applications to Nutrition Calibration
  by R.J. Carroll & D. Ruppert & A.H. Welsh
• 1997-16 Local Linear Regression for Generalized Linear Models with Missing Data
  by C.Y. Wang & S. Wang & R.J. Carroll & R.G. Gutierrez
• 1997-15 Analyzing Bivariate Continuous Data That Have Been Grouped Into Categories Defined by Sample Quantiles of the Marginal Distribution
  by C.B. Borkowf & M.H. Gail & R.J. Carroll & R.D. Gill
• 1997-14 Estimating Covariance Matrices Using Estimating Functions in Nonparametric and Semiparametric Regression
  by R.J. Carroll & S.J. Iturria & R.G. Gutierrez
• 1997-13 Plug - In Semiparametric Estimating Equations
  by R.G. Gutierrez & R.J. Carroll
• 1997-12 Design Aspects of Calibration Studies in Nutrition, with Analysis of Missing Data in Linear Measurement Error Models
  by R.J. Carroll & L. Freedman & D. Pee
• 1997-11 Nonparametric Kernel and Regression Spline Estimation in the Presence of Measurement Error
  by J.D. Maca & R.J. Carroll & D. Ruppert
• 1997-10 Polynomial Regression and Estimation Function in the Presence of Multiplication Measurement Error, with Application to Nutrition
  by S.J. Iturria & R.J. Carroll & D. Firth
• 1997-9 Measurement Error, Biases, and the Validation of Complex Models
  by R.J. Carroll & C.D. Galindo
• 1997-8 Transformations of Additivity in Measurement Error Models
  by R.S. Eckert & R.J. Carroll & N. Wang
• 1997-7 Nonparametric Function Estimation of the Relationship between two Repeatedly Measured Variables
  by A. Ruckstuhl & A.H. Welsh & R.J. Carroll
• 1997-6 Iterated Transformation-Kernel Density Estimation
  by L. Yang & S. Marron

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