chapter 1 Bayesian Inference Using Conditionally Speci?ed Priors -- chapter 2 Approximate Confidence Regions for Minimax�Linear Estimators / chapter 3 On Efficiently Estimable Parametric Functionals in the General Linear Model with Nuisance Parameters / chapter 4 Estimation under LINEX Loss Function / chapter 5 Design of Sample Surveys across Time / chapter 6 Kernel Estimation in a Continuous Randomized Response Model / chapter 7 Index-Free, Density-Based Multinomial Choice / chapter 8 Censored Additive Regression Models / chapter 9 Improved Combined Parametric and Nonparametric Regressions: Estimation and Hypothesis Testing / chapter 10 Neyman's Smooth Test and Its Applications in Econometrics / chapter 11 Computing the Distribution of a Quadratic Form in Normal Variables / chapter 12 Improvements to the Wald Test / chapter 13 On the Sensitivity of the t-Statistic / chapter 14 Preliminary-Test and Bayes Estimation of a Location Parameter under Re?ected Normal Loss / chapter 15 MSE Performance of the Double k-Class Estimator of Each Individual Regression Coefficient under Multivariate t-Errors / chapter 16 Effects of a Trended Regressor on the Efficiency Properties of the Least-Squares and Stein-Rule Estimation of Regression Coefficients / chapter 17 Endogeneity and Biased Estimation under Squared Error Loss / chapter 18 Testing for Two-Step Granger Noncausality in Trivariate VAR Models / chapter 19 Measurement of the Quality of Autoregressive Approximation, with Econometric Applications / chapter 20 Bayesian Inference of a Dynamic Linear Model with Edgeworth Series Disturbances / chapter 21 Determining an Optimal Window Size for Modeling Volatility / chapter 22 SUR Models with Integrated Regressors / chapter 23 Estimating Systems of Stochastic Coefficients Regressions When Some of the Observations Are Missing / chapter 24 Efficiency Considerations in the Negative Exponential Failure Time Model / chapter 25 On Specifying Double-Hurdle Models / chapter 26 Econometric Applications of Generalized Estimating Equations for Panel Data and Extensions to Inference / chapter 27 Sample Size Requirements for Estimation in SUR Models / chapter 28 Semiparametric Panel Data Estimation: An Application to Immigrants Homelink Effect on U.S. Producer Trade Flows / chapter 29 Weighting Socioeconomic Indicators of Human Development: A Latent Variable Approach / chapter 30 A Survey of Recent Work on Identification, Estimation, and Testing of Structural Auction Models / chapter 31 Asymmetry of Business Cycles: The Markov-Switching Approach