1. Change point detection in SCOMDY models

   • Okyoung Na
   • Jiyeon Lee
   • Sangyeol Lee

   Original Paper 05 October 2012 Pages: 215 - 238

2. Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices

   • Joanna Janczura
   • Rafał Weron

   Original Paper Open access 18 October 2012 Pages: 239 - 270

   

3. Performance of unit root tests in unbalanced panels: experimental evidence

   • Verena Werkmann

   Original Paper 13 December 2012 Pages: 271 - 285

   

4. Codependent VAR models and the pseudo-structural form

   • Carsten Trenkler
   • Enzo Weber

   Original Paper 21 November 2012 Pages: 287 - 295

5. Approaches for event history analysis based on complex longitudinal survey data

   • Marjo Pyy-Martikainen

   Original Paper 14 December 2012 Pages: 297 - 315