Statistical parametric mapping (SPM), relying on the general linear model and classical hypothesis testing, is a benchmark tool for assessing human brain activity using data from fMRI experiments. Friston et al. (2002a) discuss some limitations of this frequentist approach and point out...

The finite sample performance of a number of linear regression estimators is investigated in a variety of parametric settings involving outliers. A Bayesian approach is shown to have good overall comparative performance. It is then shown how the same Bayesian methodology can be easily extended...

Almost all existing nonlinear multivariate time series models remain linear, conditional on a point in time or latent regime. Here, an alternative is proposed, where nonlinear serial and cross-sectional dependence is captured by a copula model. The copula defines a multivariate time series on...

Most existing reduced-form macroeconomic multivariate time series models employ elliptical disturbances, so that the forecast densities produced are symmetric. In this paper, we use a copula model with asymmetric margins to produce forecast densities with the scope for severe departures from...

Wholesale electricity markets are increasingly integrated via high voltage interconnectors, and inter-regional trade in electricity is growing. To model this, we consider a spatial equilibrium model of price formation, where constraints on inter-regional flows result in three distinct equilibria...

In this study we propose a multivariate stochastic model for website visit duration, page views, purchase incidence and the sale amount for online retailers. The model is constructed by composition from carefully selected distributions, and involves copula components. It allows for the strong...

The paper investigates maternity leave behavior in West Germany for females being employed between 1995 and 2006 using data from the German Socio Economic Panel. The observational study focuses on the investigation of individual and family-related covariate effects on the duration of maternity...

Der Beitrag stellt zunächst die grundlegenden Ideen der mit dem Corona-Sonderpreis des Statistischen Bundesamtes ausgezeichneten Arbeiten vor, die sich mit der Schätzung der Übersterblichkeit in den Jahren 2020 und 2021 befassen. Dabei wurde eine altersadjustierte Schätzung der jährlichen...