1. On composite marginal likelihoods

   • Cristiano Varin

   Original Paper 08 February 2008 Pages: 1 - 28

2. On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio

   • Wolfgang Schmid
   • Taras Zabolotskyy

   Original Paper 06 February 2008 Pages: 29 - 34

3. Examining heterogeneity in implied equity risk premium using penalized splines

   • Michael Wegener
   • Göran Kauermann

   Original Paper 29 January 2008 Pages: 35 - 56

4. A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU

   • Hajo Holzmann
   • Sebastian Vollmer

   Original Paper 07 February 2008 Pages: 57 - 69

5. Measuring serial dependence in categorical time series

   • Christian H. Weiß
   • Rainer Göb

   Original Paper 06 February 2008 Pages: 71 - 89

6. Bias correction for the regression-based LM fractional integration test

   • Matei Demetrescu
   • Adina I. Tarcolea

   Original Paper 08 February 2008 Pages: 91 - 99

7. A Markov chain Monte Carlo algorithm for multiple imputation in large surveys

   • Daniel Schunk

   Original Paper 29 January 2008 Pages: 101 - 114

8. Forrest W. Young, Pedro M. Valero-Mora and Michael Friendly: Visual statistics: seeing data with dynamic interactive graphics

   • Rainer Schlittgen

   Book Rewiew 06 February 2008 Pages: 115 - 115