1. Multivariate L-estimation

   • Ricardo Fraiman
   • Jean Meloche
   • Jean Meloche

   OriginalPaper Pages: 255 - 317

2. On the concepts of admissibility and coherence

   • Cesáreo Villegas
   • Camilo J. Martínez

   OriginalPaper Pages: 319 - 338

3. Bayesian analysis of nonlinear regression with equicorrelated elliptical errors

   • Jacek Osiewalski

   OriginalPaper Pages: 339 - 344

4. Bootstrapping forecast intervals in ARCH models

   • Jesús A. Miguel
   • Pilar Olave

   OriginalPaper Pages: 345 - 364

5. Nonparametric tests for model selection with time series data

   • Javier Hidalgo

   OriginalPaper Pages: 365 - 398

6. Discrete uniform mixtures via posterior means

   • Arjun K. Gupta
   • Jacek Wesoŀowski

   OriginalPaper Pages: 399 - 409

7. Mixed regression estimator under inclusion of some superfluous variables

   • Madhulika Dube

   OriginalPaper Pages: 411 - 417

8. Integration and backfitting methods in additive models-finite sample properties and comparison

   • Stefan Sperlich
   • Oliver B. Linton
   • Wolfgang Härdle

   OriginalPaper Pages: 419 - 458

9. Temporal and contemporaneous disaggregation of multiple economic time series

   • Víctor M. Guerrero
   • Fabio H. Nieto

   OriginalPaper Pages: 459 - 489