Current Index to Statistics
AStA Advances in Statistical Analysis
Multiple imputation in practice—a case study using a complex German establishment survey
Multivariate process capability using principal component analysis in the presence of measurement errors
A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
Da Silva, Wilton Bernardino
Specific-to-general predictor selection in approximate autoregressions -- Monte Carlo evidence and a large scale performance assessment with real data
Specific-to-general predictor selection in approximate autoregressions—Monte Carlo evidence and a large scale performance assessment with real data
Absolute continuous bivariate generalized exponential distribution
Gupta, Rameshwar D.
Asymptotic normal tests for integration in panels with cross-dependence units
Tarcolea, Adina I.
Asymptotic normal tests for integration in panels with cross-dependent units
Tarcolea, Adina I.
A weighted least-squares approach to clusterwise regression
The exponentiated exponential distribution: a survey
How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
Veraart, Almut E. D.
The effect of infrequent trading on detecting price jumps
Schulz, Frowin C.
Testing lumpability for marginal discrete hidden Markov models
Introduction to the special issue: interdisciplinary aspects of panel data analysis
Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary
Baltagi, Badi H.
Efficient ways to impute incomplete panel data
Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
Growth mixture models in longitudinal research
Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity
Longitudinal dynamic analyses of cognition in the health and retirement study panel
McArdle, John J.
Level and change of group-focused enmity in Germany: unconditional and conditional latent growth curve models with four panel waves
A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
Useful models for time series of counts or simply wrong ones?
Tremayne, A. R.
Jung, Robert C.
Inferences for the ratio: Fieller’s interval, log ratio, and large sample based confidence intervals