1. Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models

   • Mariusz Grządziel

   Regular Article 22 September 2006 Pages: 399 - 419

2. On a generalization to Marshall–Olkin scheme and its application to Burr type XII distribution

   • K. Jayakumar
   • Thomas Mathew

   Regular Article 28 September 2006 Pages: 421 - 439

3. 2 ^m 4 ⁿ designs with resolution III or IV containing clear two-factor interaction components

   • S. Zhao
   • R. Zhang

   Regular Article 22 September 2006 Pages: 441 - 454

4. On estimation in conditional heteroskedastic time series models under non-normal distributions

   • Shuangzhe Liu
   • Chris C. Heyde

   Regular Article 03 November 2006 Pages: 455 - 469

5. A note on GMM estimation of probit models with endogenous regressors

   • Joachim Wilde

   Regular Article 24 November 2006 Pages: 471 - 484

6. A non-stationary integer-valued autoregressive model

   • Hee-Young Kim
   • Yousung Park

   Regular Article 17 November 2006 Pages: 485 - 502

7. Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion

   • M. Revan Özkale
   • Selahattin Kaçıranlar

   Regular Article 16 November 2006 Pages: 503 - 512

8. A family of shrinkage estimators for Weibull shape parameter in censored sampling

   • Housila Prasad Singh
   • Sharad Saxena
   • Harshada Joshi

   Regular Article 24 November 2006 Pages: 513 - 529

9. Modelling count data with overdispersion and spatial effects

   • Susanne Gschlößl
   • Claudia Czado

   Regular Article 17 November 2006 Pages: 531 - 552

10. On the natural restrictions in the singular Gauss–Markov model

    • Yongge Tian
    • M. Beisiegel
    • C. Haines

    Regular Article 24 November 2006 Pages: 553 - 564

11. The accuracy of normal approximation in a heterogeneous panel data unit root test

    • Kristian Jönsson

    Regular Article 24 November 2006 Pages: 565 - 579

12. A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity

    • Paulo M. M. Rodrigues
    • Antonio Rubia

    Regular Article 30 November 2006 Pages: 581 - 593

13. Scherer B and Martin RD: Introduction to modern portfolio optimization with NUOPT and SPLUS and S+Bayes

    • Matthias Fischer

    Book Review 23 January 2008 Pages: 595 - 596

14. Thomas P. Ryan: Modern Experimental Design

    • Oliver Sailer

    Book Review 31 August 2007 Pages: 597 - 598

15. Problem section

    Problem Section 23 January 2008 Pages: 599 - 601