# Elsevier

# Computational Statistics & Data Analysis

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### 2006, Volume 50, Issue 10

**2822-2834 Local influence in measurement error models with ridge estimate***by*Rasekh, A.R.**2835-2854 Investigating omitted variable bias in regression parameter estimation: A genetic algorithm approach***by*Sessions, David N. & Stevans, Lonnie K.**2855-2862 Optimal sn factorial designs when observations within-blocks are correlated***by*Sethuraman, Venkat S. & Raghavarao, Damaraju & Sinha, Bikas K.**2863-2877 Continuous significant linear dimensionality: Geometric interpretation and statistical characteristics***by*Shimansky, Yury P.**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.

### 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

### 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

### 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

### 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

### 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

### 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

### 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

### 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

### 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

### 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

### 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

### 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