# Elsevier

# Computational Statistics & Data Analysis

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### 2009, Volume 53, Issue 12

**4143-4156 Influence diagnostics in nonlinear mixed-effects elliptical models***by*Russo, Cibele M. & Paula, Gilberto A. & Aoki, Reiko**4157-4167 A two-stage hierarchical regression model for meta-analysis of epidemiologic nonlinear dose-response data***by*Liu, Qin & Cook, Nancy R. & Bergström, Anna & Hsieh, Chung-Cheng**4168-4177 Optimal expectile smoothing***by*Schnabel, Sabine K. & Eilers, Paul H.C.**4178-4185 Estimation of a common slope in a gamma regression model with multiple strata: An empirical Bayes method***by*Minoda, Yuta & Yanagimoto, Takemi**4186-4197 Impact of unknown covariance structures in semiparametric models for longitudinal data: An application to Wisconsin diabetes data***by*Li, Jialiang & Xia, Yingcun & Palta, Mari & Shankar, Anoop**4198-4209 Bayesian binary kernel probit model for microarray based cancer classification and gene selection***by*Chakraborty, Sounak**4210-4220 Comparison of p control charts for low defective rate***by*Wang, Hsiuying**4221-4227 Bootstrapping least distance estimator in the multivariate regression model***by*Jhun, Myoungshic & Choi, Inkyung**4228-4242 Distribution-preserving statistical disclosure limitation***by*Woodcock, Simon D. & Benedetto, Gary**4243-4254 L2E estimation of mixture complexity for count data***by*Umashanger, T. & Sriram, T.N.**4255-4265 Objective parametric model selection procedures from a Bayesian nonparametric perspective***by*Gutiérrez-Peña, Eduardo & Rueda, Raúl & Contreras-Cristán, Alberto**4266-4278 Homogeneity tests for several Poisson populations***by*Chiu, Sung Nok & Wang, Ling**4279-4289 Nonparametric linear tests with multiple events***by*Pinçon, Claire & Pons, Odile**4290-4300 A permutation test for determining significance of clusters with applications to spatial and gene expression data***by*Park, P.J. & Manjourides, J. & Bonetti, M. & Pagano, M.**4301-4310 Penalized factor mixture analysis for variable selection in clustered data***by*Galimberti, Giuliano & Montanari, Angela & Viroli, Cinzia**4311-4321 A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean***by*McGrory, C.A. & Pettitt, A.N. & Faddy, M.J.**4322-4331 Statistical inference for doubly stochastic multichannel Poisson processes: A PCA approach***by*Fernández-Alcalá, R.M. & Navarro-Moreno, J. & Ruiz-Molina, J.C.**4332-4344 Cusum techniques for timeslot sequences with applications to network surveillance***by*Jeske, Daniel R. & Montes De Oca, Veronica & Bischoff, Wolfgang & Marvasti, Mazda**4345-4357 On shortest prediction intervals in log-Gaussian random fields***by*De Oliveira, Victor & Rui, Changxiang**4358-4369 Conditional confidence intervals for classification error rate***by*Chung, Hie-Choon & Han, Chien-Pai**4370-4383 Nonparametric estimation of the threshold at an operating point on the ROC curve***by*Yousef, Waleed A. & Kundu, Subrata & Wagner, Robert F.**4384-4402 Spatial multi-taper spectrum estimation for nuclear reactor modelling***by*Scarrott, C.J. & Tunnicliffe Wilson, G.**4403-4416 Diagnostics for skew-normal nonlinear regression models with AR(1) errors***by*Xie, Feng-Chang & Lin, Jin-Guan & Wei, Bo-Cheng**4417-4432 Semiparametric analysis of survival data with left truncation and right censoring***by*Shen, Pao-sheng**4433-4440 On some lifetime distributions with decreasing failure rate***by*Chahkandi, M. & Ganjali, M.**4441-4452 Birnbaum-Saunders nonlinear regression models***by*Lemonte, Artur J. & Cordeiro, Gauss M.**4453-4470 Visualizations for assessing convergence and mixing of Markov chain Monte Carlo simulations***by*Peltonen, Jaakko & Venna, Jarkko & Kaski, Samuel**4471-4481 A new class of spatial concentration measures***by*Arbia, Giuseppe & Piras, Gianfranco**4482-4489 A log-extended Weibull regression model***by*Silva, Giovana O. & Ortega, Edwin M.M. & Cordeiro, Gauss M.**4490-4499 Modified fast double sieve bootstraps for ADF tests***by*Richard, Patrick**4500-4507 A procedure for robust fitting in nonlinear regression***by*Hawkins, Douglas M. & Khan, Dost Muhammad**4508-4515 Clustering rows and/or columns of a two-way contingency table and a related distribution theory***by*Hirotsu, C.**4516-4529 Testing for independence in heavy-tailed time series using the codifference function***by*Rosadi, Dedi**4530-4545 Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output***by*Chan, Jennifer S.K. & Leung, Doris Y.P. & Boris Choy, S.T. & Wan, Wai Y.**4546-4554 Generalised Procrustes Analysis with optimal scaling: Exploring data from a power supplier***by*Wieringa, Jaap & Dijksterhuis, Garmt & Gower, John & van Perlo, Frederieke**4555-4569 On multivariate order statistics. Application to ranked set sampling***by*Arnold, Barry C. & Castillo, Enrique & María Sarabia, José**4570-4583 A Bayesian analysis of dual autoradiographic images***by*Johnson, Timothy D. & Piert, Morand**4584-4589 Economical generalized neighbor designs for use in Serology***by*Ahmed, Rashid & Akhtar, Munir & Tahir, M.H.**4590-4600 Negative binomial mixed models for analysis of stuttering rates***by*Jones, Mark & Dobson, Annette & Onslow, Mark & Carey, Brenda

### 2009, Volume 53, Issue 11

**3735-3745 Estimating classification error rate: Repeated cross-validation, repeated hold-out and bootstrap***by*Kim, Ji-Hyun**3746-3754 Bayesian multiscale feature detection of log-spectral densities***by*Sørbye, Sigrunn H. & Hindberg, Kristian & Olsen, Lena R. & Rue, Håvard**3755-3764 Confidence interval estimation for lognormal data with application to health economics***by*Zou, Guang Yong & Taleban, Julia & Huo, Cindy Y.**3765-3772 Bayesian model checking for multivariate outcome data***by*Crespi, Catherine M. & Boscardin, W. John**3773-3786 A Bayesian regression model for multivariate functional data***by*Rosen, Ori & Thompson, Wesley K.**3787-3794 Influence analysis with homogeneous linear restrictions***by*Vasconcellos, Klaus L.P. & Zea Fernandez, L.M.**3795-3804 Multivariate trees for mixed outcomes***by*Dine, Abdessamad & Larocque, Denis & Bellavance, François**3805-3816 Parameter estimation in a model for misclassified Markov data -- a Bayesian approach***by*Rosychuk, Rhonda J. & Shofiqul Islam**3817-3834 Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions***by*Chiu, Sung Nok & Liu, Kwong Ip**3835-3841 A bootstrap goodness of fit test for the generalized Pareto distribution***by*Villaseñor-Alva, José A. & González-Estrada, Elizabeth**3842-3854 Smoothing sample extremes: The mixed model approach***by*Laurini, Fabrizio & Pauli, Francesco**3855-3863 Principal component regression for data containing outliers and missing elements***by*Serneels, Sven & Verdonck, Tim**3864-3871 Semiparametric estimation of a nested random effects model for the analysis of multi-level clustered failure time data***by*Shih, Joanna H. & Lu, Shou-En**3872-3882 Variable selection in model-based clustering: A general variable role modeling***by*Maugis, C. & Celeux, G. & Martin-Magniette, M.-L.**3883-3891 A generalized Shapiro-Wilk W statistic for testing high-dimensional normality***by*Liang, Jiajuan & Tang, Man-Lai & Chan, Ping Shing**3892-3906 Spatial prediction of ozone concentration profiles***by*Temiyasathit, Chivalai & Kim, Seoung Bum & Park, Sun-Kyoung

### 2009, Volume 53, Issue 10

**3533-3552 Locally adaptive Bayesian P-splines with a Normal-Exponential-Gamma prior***by*Scheipl, Fabian & Kneib, Thomas**3553-3559 Generating inverse Gaussian random variates by approximation***by*Lai, Yongzeng**3560-3570 Expected values of the number of failures for two populations under joint Type-II progressive censoring***by*Parsi, Safar & Bairamov, Ismihan**3571-3579 Fast indirect robust generalized method of moments***by*Loisel, Sébastien & Takane, Marina**3580-3592 Estimation for the three-parameter lognormal distribution based on progressively censored data***by*Basak, Prasanta & Basak, Indrani & Balakrishnan, N.**3593-3600 A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect***by*Pérez, Ana & Ruiz, Esther & Veiga, Helena**3601-3615 Multiclass classification and gene selection with a stochastic algorithm***by*Lê Cao, Kim-Anh & Bonnet, Agnès & Gadat, Sébastien**3616-3629 Spline smoothing in small area trend estimation and forecasting***by*Ugarte, M.D. & Goicoa, T. & Militino, A.F. & Durbán, M.**3630-3639 Group sequential testing of homogeneity in genetic linkage analysis***by*Cui, Yin & Fu, Yuejiao & Hussein, Abdulkadir**3640-3649 The choice of the number of bins for the M statistic***by*White, Laura Forsberg & Bonetti, Marco & Pagano, Marcello**3650-3658 A note on interval estimation of P(X***by*Wong, Augustine C.M. & Wu, Yan Yan**3659-3670 On estimation based on progressive first-failure-censored sampling***by*Wu, Shuo-Jye & Kus, Coskun**3671-3684 Local influence analysis of nonlinear structural equation models with nonignorable missing outcomes from reproductive dispersion models***by*Fu, Ying-Zi & Tang, Nian-Sheng & Chen, Xing**3685-3695 A flexible approximate likelihood ratio test for detecting differential expression in microarray data***by*Hossain, Ahmed & Beyene, Joseph & Willan, Andrew R. & Hu, Pingzhao**3696-3705 Quantile regression without the curse of unsmoothness***by*Wang, You-Gan & Shao, Quanxi & Zhu, Min**3706-3716 Robust probabilistic PCA with missing data and contribution analysis for outlier detection***by*Chen, Tao & Martin, Elaine & Montague, Gary**3717-3725 A generalized Waring regression model for count data***by*Rodríguez-Avi, J. & Conde-Sánchez, A. & Sáez-Castillo, A.J. & Olmo-Jiménez, M.J. & Martínez-Rodríguez, A.M.**3726-3733 Maximum likelihood kernel density estimation: On the potential of convolution sieves***by*Jones, M.C. & Henderson, D.A.

### 2009, Volume 53, Issue 9

**3259-3270 Escaping RGBland: Selecting colors for statistical graphics***by*Zeileis, Achim & Hornik, Kurt & Murrell, Paul**3271-3280 Inference on exponential families with mixture of prior distributions***by*Rufo, M.J. & Martín, J. & Pérez, C.J.**3281-3290 Exact computation of the null distribution of a test for multiple outliers in an exponential sample***by*Lin, Chien-Tai & Balakrishnan, N.**3291-3304 The geometry of time-varying cross-correlation random fields***by*Carbonell, F. & Worsley, K.J. & Trujillo-Barreto, N.J. & Vega-Hernandez, M.**3305-3313 Testing the homogeneity of the means of several groups of count data in the presence of unequal dispersions***by*Saha, Krishna K. & Bilisoly, Roger**3314-3323 Non-iterative sampling-based Bayesian methods for identifying changepoints in the sequence of cases of Haemolytic uraemic syndrome***by*Tian, Guo-Liang & Ng, Kai Wang & Li, Kai-Can & Tan, Ming**3324-3333 Confidence intervals for quantiles using generalized lambda distributions***by*Su, Steve**3334-3343 Effects of ignoring baseline on modeling transitions from intact cognition to dementia***by*Yu, Lei & Tyas, Suzanne L. & Snowdon, David A. & Kryscio, Richard J.**3344-3357 Non-parametric k-sample tests: Density functions vs distribution functions***by*Martínez-Camblor, Pablo & de Uña-Álvarez, Jacobo**3358-3371 Mapping malaria risk in West Africa using a Bayesian nonparametric non-stationary model***by*Gosoniu, L. & Vounatsou, P. & Sogoba, N. & Maire, N. & Smith, T.**3372-3385 Surveillance of the covariance matrix based on the properties of the singular Wishart distribution***by*Bodnar, Olha & Bodnar, Taras & Okhrin, Yarema**3386-3396 A non-parametric iterative smoothing method for benchmarking and temporal distribution***by*Quenneville, B. & Fortier, S. & Gagné, C.**3397-3411 The distribution of Pearson residuals in generalized linear models***by*Cordeiro, Gauss M. & Simas, Alexandre B.**3412-3425 Statistical computation and analyses for attribute events***by*Liu, Yafen & He, Zhen & Shu, Lianjie & Wu, Zhang**3426-3438 Integral distribution-free statistics of Lp-type and their asymptotic comparison***by*Henze, Norbert & Nikitin, Yakov & Ebner, Bruno**3439-3451 Estimation and hypothesis testing in BIB design and robustness***by*Tiku, Moti L. & Senoglu, Birdal**3452-3465 Structural components in functional data***by*Park, Juhyun & Gasser, Theo & Rousson, Valentin**3466-3477 Empirical likelihood based diagnostics for heteroscedasticity in partial linear models***by*Wong, Heung & Liu, Feng & Chen, Min & Ip, Wai Cheung**3478-3489 Score tests for zero-inflated generalized Poisson mixed regression models***by*Xie, Feng-Chang & Wei, Bo-Cheng & Lin, Jin-Guan**3490-3501 Additive models in censored regression***by*de Uña Álvarez, Jacobo & Roca Pardiñas, Javier**3502-3515 Executives' perceived environmental uncertainty shortly after 9/11***by*Soofi, E.S. & Nystrom, P.C. & Yasai-Ardekani, M.**3516-3531 A neuro-computational intelligence analysis of the ecological footprint of nations***by*Mostafa, Mohamed M. & Nataraajan, Rajan

### 2009, Volume 53, Issue 8

**2781-2785 Spatial statistics: Methods, models & computation***by*LeSage, James & Banerjee, Sudipto & Fischer, Manfred M. & Congdon, Peter**2786-2808 Overall and pairwise segregation tests based on nearest neighbor contingency tables***by*Ceyhan, Elvan**2809-2816 Summary statistics for measuring the relationship among three types of points in multivariate point patterns***by*Wu, Liu-Cang & Li, Hui-Qiong**2817-2830 Surveillance to detect emerging space-time clusters***by*Assuno, Renato & Correa, Thais**2831-2842 Approximate methods in Bayesian point process spatial models***by*Hossain, Md. Monir & Lawson, Andrew B.**2843-2850 A flexible spatial scan test for case event data***by*Cucala, Lionel**2851-2858 Spatial scan statistics in loglinear models***by*Zhang, Tonglin & Lin, Ge**2859-2872 Power calculations for global and local Moran's***by*Bivand, Roger & Müller, Werner G. & Reder, Markus**2873-2884 Improving the performance of predictive process modeling for large datasets***by*Finley, Andrew O. & Sang, Huiyan & Banerjee, Sudipto & Gelfand, Alan E.**2885-2896 Fast estimation of spatially dependent temporal vegetation trends using Gaussian Markov random fields***by*Bolin, David & Lindström, Johan & Eklundh, Lars & Lindgren, Finn**2897-2922 Testing for heteroskedasticity and spatial correlation in a random effects panel data model***by*Baltagi, Badi H. & Song, Seuck Heun & Kwon, Jae Hyeok**2923-2937 Modelling small area counts in the presence of overdispersion and spatial autocorrelation***by*Haining, Robert & Law, Jane & Griffith, Daniel**2938-2949 Empirical Bayes and Fully Bayes procedures to detect high-risk areas in disease mapping***by*Ugarte, M.D. & Goicoa, T. & Militino, A.F.**2950-2967 On empirical Bayes penalized quasi-likelihood inference in GLMMs and in Bayesian disease mapping and ecological modeling***by*MacNab, Ying C. & Lin, Yi**2968-2979 Smooth-CAR mixed models for spatial count data***by*Lee, Dae-Jin & Durbán, María**2980-2988 An O(N) parallel method of computing the Log-Jacobian of the variable transformation for models with spatial interaction on a lattice***by*Smirnov, Oleg A. & Anselin, Luc E.**2989-3000 Spatial-temporal association between fine particulate matter and daily mortality***by*Choi, Jungsoon & Fuentes, Montserrat & Reich, Brian J.**3001-3015 Spatiotemporal and spatial threshold models for relating UV exposures and skin cancer in the central United States***by*Hatfield, Laura A. & Hoffbeck, Richard W. & Alexander, Bruce H. & Carlin, Bradley P.**3016-3032 Statistical analysis of small-area data based on independence, spatial, non-hierarchical, and hierarchical models***by*Kang, Emily L. & Liu, Desheng & Cressie, Noel**3033-3046 A stochastic neighborhood conditional autoregressive model for spatial data***by*White, Gentry & Ghosh, Sujit K.**3047-3056 Modelling the impact of socioeconomic structure on spatial health outcomes***by*Congdon, Peter**3057-3069 Spatial latent class analysis model for spatially distributed multivariate binary data***by*Wall, Melanie M. & Liu, Xuan**3070-3081 Spatial point process models for location-allocation problems***by*Bonneu, Florent & Thomas-Agnan, Christine**3082-3093 CART algorithm for spatial data: Application to environmental and ecological data***by*Bel, L. & Allard, D. & Laurent, J.M. & Cheddadi, R. & Bar-Hen, A.**3094-3102 Identification of differentially expressed spatial clusters using humoral response microarray data***by*Wu, Jincao & Patwa, Tasneem H. & Lubman, David M. & Ghosh, Debashis**3103-3106 Special issue on correspondence analysis and related methods***by*Blasius, J. & Greenacre, M. & Groenen, P.J.F. & van de Velden, M.**3107-3116 Power transformations in correspondence analysis***by*Greenacre, Michael**3117-3128 Two types of single-peaked data: Correspondence analysis as an alternative to principal component analysis***by*Polak, Marike & Heiser, Willem J. & de Rooij, Mark**3129-3138 Seriation by constrained correspondence analysis: A simulation study***by*van de Velden, Michel & Groenen, Patrick J.F. & Poblome, Jeroen**3139-3144 Diagnostics for regression dependence in tables re-ordered by the dominant correspondence analysis solution***by*Warrens, Matthijs J. & Heiser, Willem J.**3145-3158 Better biplots***by*Blasius, Jörg & Eilers, Paul H.C. & Gower, John**3159-3170 Regularized nonsymmetric correspondence analysis***by*Takane, Yoshio & Jung, Sunho**3171-3182 Simultaneous analysis and multiple factor analysis for contingency tables: Two methods for the joint study of contingency tables***by*Zárraga, A. & Goitisolo, B.**3183-3193 Approximating a similarity matrix by a latent class model: A reappraisal of additive fuzzy clustering***by*ter Braak, Cajo J.F. & Kourmpetis, Yiannis & Kiers, Henk A.L. & Bink, Marco C.A.M.**3194-3208 Clustering and disjoint principal component analysis***by*Vichi, Maurizio & Saporta, Gilbert**3209-3216 Trend vector models for the analysis of change in continuous time for multiple groups***by*de Rooij, Mark**3217-3230 A three-way clusterwise multidimensional unfolding procedure for the spatial representation of context dependent preferences***by*DeSarbo, Wayne S. & Selin Atalay, A. & Blanchard, Simon J.**3231-3244 A dual latent class unfolding model for two-way two-mode preference rating data***by*Vera, J. Fernando & Macas, Rodrigo & Heiser, Willem J.**3245-3246 Book review***by*Caussinus, Henri**3247-3248 Book review***by*Reed, Ken**3249-3251 Book review***by*le Roux, Nil J.**3252-3255 Book review***by*de Falguerolles, Antoine**3256-3257 Book review***by*Lebart, Ludovic

### 2009, Volume 53, Issue 7

**2439-2445 Importance partitioning in micro-aggregation***by*Kokolakis, G. & Fouskakis, D.**2446-2452 How accurate are the extremely small P-values used in genomic research: An evaluation of numerical libraries***by*Santosh Bangalore, Sai & Wang, Jelai & Allison, David B.**2453-2464 Boosting nonlinear additive autoregressive time series***by*Shafik, Nivien & Tutz, Gerhard**2465-2470 An algorithm for constructing mixed-level k-circulant supersaturated designs***by*Liu, Min-Qian & Zhang, Li**2471-2484 Sharp quadratic majorization in one dimension***by*de Leeuw, Jan & Lange, Kenneth**2485-2499 Maintenance of fast updated frequent pattern trees for record deletion***by*Hong, Tzung-Pei & Lin, Chun-Wei & Wu, Yu-Lung**2500-2510 Computing zonoid trimmed regions of dimension d>2***by*Mosler, Karl & Lange, Tatjana & Bazovkin, Pavel**2511-2523 Constant-partially accelerated life tests for Burr type-XII distribution with progressive type-II censoring***by*Abdel-Hamid, Alaa H.**2524-2536 A smoothed bootstrap test for independence based on mutual information***by*Wu, Edmond H.C. & Yu, Philip L.H. & Li, W.K.**2537-2549 Shrinkage estimation in general linear models***by*An, Lihua & Nkurunziza, Sévérien & Fung, Karen Y. & Krewski, Daniel & Luginaah, Isaac**2550-2562 Generalized profiling estimation for global and adaptive penalized spline smoothing***by*Cao, Jiguo & Ramsay, James O.**2563-2572 Mixture modeling with applications in schizophrenia research***by*Wu, Qiang & Sampson, Allan R.**2573-2582 Improved testing inference in mixed linear models***by*Melo, Tatiane F.N. & Ferrari, Silvia L.P. & Cribari-Neto, Francisco**2583-2595 An improved approximation to the precision of fixed effects from restricted maximum likelihood***by*Kenward, Michael G. & Roger, James H.**2596-2604 Variance estimation of survey estimates calibrated on estimated control totals--An application to the extended regression estimator and the regression composite estimator***by*Berger, Yves G. & Muñoz, Juan F. & Rancourt, Eric**2605-2616 Comparing measures of model selection for penalized splines in Cox models***by*Malloy, Elizabeth J. & Spiegelman, Donna & Eisen, Ellen A.**2617-2627 Bayesian estimation and variable selection for single index models***by*Wang, Hai-Bin**2628-2639 Tests for zero-inflation and overdispersion: A new approach based on the stochastic convex order***by*Baíllo, A. & Berrendero, J.R. & Cárcamo, J.**2640-2652 Parametric sensitivity: A case study comparison***by*Sulieman, H. & Kucuk, I. & McLellan, P.J.**2653-2664 An EWMA chart for monitoring the process standard deviation when parameters are estimated***by*Maravelakis, Petros E. & Castagliola, Philippe**2665-2672 Exploiting predictor domain information in sufficient dimension reduction***by*Li, Lexin**2673-2692 Semiparametric analysis of randomized response data with missing covariates in logistic regression***by*Hsieh, S.H. & Lee, S.M. & Shen, P.S.**2693-2701 Adaptive CUSUM control chart with variable sampling intervals***by*Luo, Yunzhao & Li, Zhonghua & Wang, Zhaojun**2702-2709 Testing for the validity of the assumptions in the exponential step-stress accelerated life-testing model***by*Wang, Bing Xing**2710-2723 Covariate selection in mixture models with the censored response variable***by*Lu, Zeng-Hua**2724-2732 Bayesian analysis of two dependent 22 contingency tables***by*Eleftheraki, Anastasia G. & Kateri, Maria & Ntzoufras, Ioannis**2733-2739 A comparison of some confidence intervals for the mean quality-adjusted lifetime with censored data***by*Wang, Hongkun & Zhao, Yichuan**2740-2746 A latent variable regression model for capture-recapture data***by*Thandrayen, Joanne & Wang, Yan**2747-2753 A simple method for screening variables before clustering microarray data***by*Krzanowski, Wojtek J. & Hand, David J.**2754-2766 Interval estimation of odds ratio in a stratified randomized clinical trial with noncompliance***by*Lui, Kung-Jong & Chang, Kuang-Chao**2767-2779 Estimating crude cumulative incidences through multinomial logit regression on discrete cause-specific hazards***by*Ambrogi, Federico & Biganzoli, Elia & Boracchi, Patrizia

### 2009, Volume 53, Issue 6

**1923-1924 The fourth special issue on Computational Econometrics***by*Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K.**1925-1939 Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria***by*Ando, Tomohiro**1940-1953 Using the bootstrap for finite sample confidence intervals of the log periodogram regression***by*Arteche, Josu & Orbe, Jesus**1954-1973 Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure***by*Bauer, Dietmar & Wagner, Martin**1974-1992 Efficient importance sampling for ML estimation of SCD models***by*Bauwens, L. & Galli, F.**1993-2007 Bayesian causal effects in quantiles: Accounting for heteroscedasticity***by*Chen, Cathy W.S. & Gerlach, Richard & Wei, D.C.M.**2008-2021 Finite sample multivariate tests of asset pricing models with coskewness***by*Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda**2022-2039 Implied volatility in oil markets***by*Borovkova, Svetlana & Permana, Ferry J.**2040-2054 Semiparametric multivariate density estimation for positive data using copulas***by*Bouezmarni, T. & Rombouts, J.V.K.**2055-2060 Solving models with inequalities using standard econometric software***by*ten Cate, Arie**2061-2074 Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity***by*Chen, Baoline & Zadrozny, Peter A.**2075-2088 The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach***by*Chiarella, Carl & Hung, Hing & T, Thuy-Duong**2089-2106 Type I and type II fractional Brownian motions: A reconsideration***by*Davidson, James & Hashimzade, Nigar**2107-2118 Functional modelling of volatility in the Swedish limit order book***by*Elezovic, Suad**2119-2128 New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank***by*Godolphin, J.D.**2129-2154 Asymmetric multivariate normal mixture GARCH***by*Haas, Markus & Mittnik, Stefan & Paolella, Marc S.**2155-2167 A new approach to bootstrap inference in functional coefficient models***by*Herwartz, H. & Xu, F.**2168-2188 The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study***by*Fantazzini, Dean**2189-2200 Flexible estimation of wage distributions in the presence of covariates***by*Febrer, Antonia & Mora, Juan**2201-2218 Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model***by*Fig-Talamanca, Gianna**2219-2235 Calibration of a path-dependent volatility model: Empirical tests***by*Foschi, Paolo & Pascucci, Andrea**2236-2250 A genetic algorithm estimation of the term structure of interest rates***by*Gimeno, Ricardo & Nave, Juan M.**2251-2263 A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity***by*Grossi, Luigi & Laurini, Fabrizio**2264-2274 Robust PCA for skewed data and its outlier map***by*Hubert, Mia & Rousseeuw, Peter & Verdonck, Tim**2275-2283 Optimal tests against the alternative hypothesis of panel unit roots***by*Lee, Yonghee & Shin, Dong Wan**2284-2297 Efficient estimation of copula-GARCH models***by*Liu, Yan & Luger, Richard**2298-2308 Indirect estimation of [alpha]-stable stochastic volatility models***by*Lombardi, Marco J. & Calzolari, Giorgio**2309-2324 Indirect estimation of elliptical stable distributions***by*Lombardi, Marco J. & Veredas, David**2325-2334 Bootstrapping long memory tests: Some Monte Carlo results***by*Murphy, A. & Izzeldin, M.**2335-2353 Leverage, heavy-tails and correlated jumps in stochastic volatility models***by*Nakajima, Jouchi & Omori, Yasuhiro**2354-2362 Online analysis of time series by the Qn estimator***by*Nunkesser, Robin & Fried, Roland & Schettlinger, Karen & Gather, Ursula