Size and power of some cointegration tests under structural breaks and heteroskedastic noise Rune HöglundRalf Östermark Articles Pages: 1 - 22
On influence diagnostic in univariate elliptical linear regression models Manuel GaleaGilberto A. PaulaMiguel Uribe-Opazo Articles Pages: 23 - 45
Maximum likelihood estimators in regression models with infinite variance innovations Vygantas PaulaauskasSvetlozar T. Rachev Articles Pages: 47 - 65
A new class of discrete distributions with complex parameters José Rodríguez-AviAntonio Conde-SánchezAntonio José Sáez-Castillo Articles Pages: 67 - 88
The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models M. O. Salau Articles Pages: 89 - 105
Relative squared error prediction in the generalized linear regression model Bernhard F. ArnoldPeter Stahlecker Notes Pages: 107 - 115
On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated Akio Namba Notes Pages: 117 - 124
A generalized Pearson system useful in reliability analysis P. G. SankaranN. Unnikrishnan NairT. K. Sindhu Notes Pages: 125 - 130
