1. Multivariate process capability using principal component analysis in the presence of measurement errors

   • Michele Scagliarini

   Original Paper 04 March 2011 Pages: 113 - 128

2. A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model

   • Francisco Cribari-Neto
   • Wilton Bernardino da Silva

   Original Paper 04 November 2010 Pages: 129 - 146

3. Specific-to-general predictor selection in approximate autoregressions—Monte Carlo evidence and a large scale performance assessment with real data

   • Helmut Herwartz

   Original Paper 18 February 2011 Pages: 147 - 168

4. Absolute continuous bivariate generalized exponential distribution

   • Debasis Kundu
   • Rameshwar D. Gupta

   Original Paper 14 January 2011 Pages: 169 - 185

5. Asymptotic normal tests for integration in panels with cross-dependent units

   • Uwe Hassler
   • Matei Demetrescu
   • Adina I. Tarcolea

   Original Paper 11 February 2011 Pages: 187 - 204

6. A weighted least-squares approach to clusterwise regression

   • Rainer Schlittgen

   Original Paper 01 March 2011 Pages: 205 - 217