Zusammenfassung Zur empirischen Validierung des Capital-Asset-Pricing-Models (CAPM) wurden insbesondere nach der Roll-Kritik (1977) in zunehmendem Maße „multivariate“ Tests entwickelt und eingesetzt. Dabei sollen die gravierenden Probleme der traditionellen zweistufigen Vorgehensweise...

This article deals with some problems of event history analysis that arise in special types of sampling plans where spells in progress at time t0, the start date of the observation period, are sampled. Then, the available data are random samples of interrupted spells, or else may be spells that...

This article shows how Cox models can be used to study multiepisode-multistate processes as well as which computer programs can be used to estimate semiparametric models with multispell data. The application of a multiepisode Cox model is demonstrated using data on career trajectories of German...