This thesis covers the further development of smooth transition regression models and their applications in finance. Smooth transition regression models are used to model nonlinearity of regime-switching type in empirical applications. Usually, smooth transition regression models are used with...

The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their...

Diesem Band liegt eine Weiterbildungsveranstaltung der Deutschen Statistischen Gesellschaft zugrunde, die von der Projektgruppe "Das Sozio-oekonomische Panel" (SOEP) (DIW Berlin) und dem Institut für Statistik und Mathematik der Universität Frankfurt am Main geplant und durchgeführt wurde....