1. Oil Price Shocks and Long Run Price and Import Demand Behavior

   • Frank Kleibergen
   • Herman K. van Dijk
   • Jean-Pierre Urbain

   OriginalPaper Pages: 399 - 417

2. Joint Distributions of Runs in a Sequence of Multi-State Trials

   • Qing Han
   • Sigeo Aki

   OriginalPaper Pages: 419 - 447

3. Certain Probabilistic Aspects of Semistable Laws

   • Makoto Maejima
   • Gennady Samorodnitsky

   OriginalPaper Pages: 449 - 462

4. Some Properties and Improvements of the Saddlepoint Approximation in Nonlinear Regression

   • Andrej Pázman

   OriginalPaper Pages: 463 - 478

5. Approximation of the Posterior Distribution in a Change-Point Problem

   • Subhashis Ghosal
   • Jayanta K. Ghosh
   • Tapas Samanta

   OriginalPaper Pages: 479 - 497

6. Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation

   • Sanjib Basu

   OriginalPaper Pages: 499 - 513

7. Bootstrapping Pseudolikelihood Models for Clustered Binary Data

   • Marc Aerts
   • Gerda Claeskens

   OriginalPaper Pages: 515 - 530

8. When is an Equally-Weighted Design D-optimal?

   • Ramón Ardanuy
   • J. López-Fidalgo
   • Weng Kee Wong

   OriginalPaper Pages: 531 - 540

9. Counting Bumps

   • Ricardo Fraiman
   • Jean Meloche

   OriginalPaper Pages: 541 - 569

10. Point and Interval Estimation of P(X < Y): The Normal Case with Common Coefficient of Variation

    • Ramesh C. Gupta
    • S. Ramakrishnan
    • Xingwang Zhou

    OriginalPaper Pages: 571 - 584

11. A Method for Testing Nested Point Null Hypotheses Using Multiple Bayes Factor

    • Hea-Jung Kim

    OriginalPaper Pages: 585 - 602