AStA Advances in Statistical Analysis

2005 - 2025

Current editor(s): Göran Kauermann and Yarema Okhrin

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Springer
German Statistical Society
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Volume 95, issue 4, 2011

Introduction to the special issue: interdisciplinary aspects of panel data analysis pp. 325-327

Harry Haupt and Cheng Hsiao

Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary pp. 329-350

Badi Baltagi, Chihwa Kao and Sanggon Na

Efficient ways to impute incomplete panel data pp. 351-373

Kristian Kleinke, Mark Stemmler, Jost Reinecke and Friedrich Lösel

Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms pp. 375-413

Hermann Singer

Growth mixture models in longitudinal research pp. 415-434

Jost Reinecke and Daniel Seddig

Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity pp. 435-452

Georges Bresson, Cheng Hsiao and Alain Pirotte

Longitudinal dynamic analyses of cognition in the health and retirement study panel pp. 453-480

John McArdle

Level and change of group-focused enmity in Germany: unconditional and conditional latent growth curve models with four panel waves pp. 481-500

Eldad Davidov, Stefan Thörner, Peter Schmidt, Stefanie Gosen and Carina Wolf

A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris pp. 501-529

Georges Bresson and Cheng Hsiao

Volume 95, issue 3, 2011

The exponentiated exponential distribution: a survey pp. 219-251

Saralees Nadarajah

How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? pp. 253-291

Almut Veraart

Testing lumpability for marginal discrete hidden Markov models pp. 293-311

Roberto Colombi and Sabrina Giordano

Inferences for the ratio: Fieller’s interval, log ratio, and large sample based confidence intervals pp. 313-323

Michael Sherman, Arnab Maity and Suojin Wang

Volume 95, issue 2, 2011

Multivariate process capability using principal component analysis in the presence of measurement errors pp. 113-128

Michele Scagliarini

A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model pp. 129-146

Francisco Cribari-Neto and Wilton Silva

Specific-to-general predictor selection in approximate autoregressions—Monte Carlo evidence and a large scale performance assessment with real data pp. 147-168

Helmut Herwartz

Absolute continuous bivariate generalized exponential distribution pp. 169-185

Debasis Kundu and Rameshwar Gupta

Asymptotic normal tests for integration in panels with cross-dependent units pp. 187-204

Uwe Hassler, Matei Demetrescu and Adina Tarcolea

A weighted least-squares approach to clusterwise regression pp. 205-217

Rainer Schlittgen

Volume 95, issue 1, 2011

Multiple imputation in practice—a case study using a complex German establishment survey pp. 1-26

Joerg Drechsler

The effect of infrequent trading on detecting price jumps pp. 27-58

Frowin Schulz and Karl Mosler

Useful models for time series of counts or simply wrong ones? pp. 59-91

Robert Jung and Andrew Tremayne

A robust test for non-nested hypotheses pp. 93-111

Hsin-Yi Lin

Volume 94, issue 4, 2010

Design and analysis of computer experiments pp. 307-309

Sonja Kuhnt and David Steinberg

Computer experiments: a review pp. 311-324

Sigal Levy and David Steinberg

Latin hypercube sampling with inequality constraints pp. 325-339

Matthieu Petelet, Bertrand Iooss, Olivier Asserin and Alexandre Loredo

Optimal Latin hypercube designs for the Kullback–Leibler criterion pp. 341-351

A. Jourdan and J. Franco

Comparing and generating Latin Hypercube designs in Kriging models pp. 353-366

Giovanni Pistone and Grazia Vicario

Using recursive algorithms for the efficient identification of smoothing spline ANOVA models pp. 367-388

Marco Ratto and Andrea Pagano

Modelling of a thermomechanically coupled forming process based on functional outputs from a finite element analysis and from experimental measurements pp. 389-404

Tobias Wagner, Christoph Bröcker, Nicolas Saba, Dirk Biermann, Anton Matzenmiller and Kurt Steinhoff

Metamodeling of aircraft infrared signature dispersion pp. 405-422

Sidonie Lefebvre, Antoine Roblin, Suzanne Varet and Gérard Durand

Volume 94, issue 3, 2010

True integer value time series pp. 217-229

R. Freeland

Distribution properties and estimation of the ratio of independent Weibull random variables pp. 231-246

Saralees Nadarajah

Symmetric and asymmetric rounding: a review and some new results pp. 247-271

H. Schneeweiss, John Komlos and A. Ahmad

Cointegration analysis with state space models pp. 273-305

Martin Wagner

Volume 94, issue 2, 2010

Advances in structural equation modeling—the 2009 meeting of the working group SEM pp. 113-116

Jörg Betzin and Dirk Temme

Using restricted factor analysis with latent moderated structures to detect uniform and nonuniform measurement bias; a simulation study pp. 117-127

M. Barendse, F. Oort and G. Garst

Measurement bias and multidimensionality; an illustration of bias detection in multidimensional measurement models pp. 129-137

Suzanne Jak, Frans Oort and Conor Dolan

Using structural equation modelling to detect measurement bias and response shift in longitudinal data pp. 139-156

B. King-Kallimanis, F. Oort and G. Garst

Introduction of a new measure for detecting poor fit due to omitted nonlinear terms in SEM pp. 157-166

Andreas Klein and Karin Schermelleh-Engel

Nonlinear structural equation modeling: is partial least squares an alternative? pp. 167-184

Karin Schermelleh-Engel, Christina Werner, Andreas Klein and Helfried Moosbrugger

Multitrait-multimethod change modelling pp. 185-201

Christian Geiser, Michael Eid, Fridtjof Nussbeck, Delphine Courvoisier and David Cole

Second-order stochastic differential equation model as an alternative for the ALT and CALT models pp. 203-215

J. Oud

Volume 94, issue 1, 2010

De copulis non est disputandum pp. 1-31

Wolfgang Härdle and Ostap Okhrin

Estimating German overqualification with stochastic earnings frontiers pp. 33-51

Uwe Jensen, Hermann Gartner and Susanne Rässler

Median split, k-group split, and optimality in continuous populations pp. 53-74

Lothar Knüppel and Oliver Hermsen

A modified signed likelihood ratio test in elliptical structural models pp. 75-87

Tatiane Melo and Silvia Ferrari

Asymptotic properties for LS estimators in EV regression model with dependent errors pp. 89-103

Guo-Liang Fan, Han-Ying Liang, Jiang-Feng Wang and Hong-Xia Xu

A management consulting view on the statistical consulting process pp. 105-109

Dietmar Fink and Oded Löwenbein

Obituary Oded Löwenbein (1953–2009) pp. 111-111

Dietmar Fink and Marc Ant