| Quasi-minimax estimation, prior information and money demand in Germany
|
1998 |
Mittag, Hans-Joachim |
| How important are real shocks for the real exchange rate?
|
1998 |
Carstensen, Kai |
| Locally weighted autoregression
|
1998 |
Feng, Yuanhua |
| The indeterminacy latent variable models
|
1998 |
Bartholomew, David J. |
| Consistent estimation of the number of cointegration relations in a vector autoregressive model
|
1998 |
Lütkepohl, Helmut |
| Errors in variables in econometrics
|
1998 |
Cheng, Chi-lun |
| Analysing Ellsberg's paradox by means of interval-probability
|
1998 |
Weichselberger, Kurt |
| An econometric model for the transition process of China's economy
|
1998 |
Chen, Pu |
| Estimation of the stochastic volatility by Markov Chain Monte Carlo
|
1998 |
Boscher, Hans |
| Trading strategies of a financially strong investor in futures and stocks : is profitable manipulation possible?
|
1998 |
Bamberg, Günter |
| The analysis of growth and learning curves with mean- and covariance structure models
|
1998 |
Arminger, Gerhard |
| Using first differences as a device against multicollinearity
|
1998 |
Toutenburg, Helge |
| Locally weighted least squares in categorical varying-coefficient models
|
1998 |
Tutz, Gerhard |
| Different nonlinear regression models with incorrectly observed covariates
|
1998 |
Thamerus, Markus |
| Nonparameteric regression splines for generalized linear measurement error models
|
1998 |
Carroll, Raymond J. |
| Estimation for the nonlinear errors-in-variables model
|
1998 |
Fuller, Wayne A. |
| A sequential test for the comparison of the precision of two measurement methods
|
1998 |
Wilrich, Peter-Th |
| Some robust and adaptive tests versus F-test for several samples
|
1998 |
Büning, Herbert |
| Information value as a metacriterion for decision rules under strict uncertainty
|
1998 |
Ferschl, Franz |
| Regression approaches to rental guides
|
1998 |
Fahrmeir, Ludwig |
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