.: SCIENPRESS LTD :.

Volume 2, Issue 3
Simple Approximations for the Distribution of the Range of a Brownian Motion Erhard Reschenhofer
A New Estimation Procedure for Generalized Linear Regression Designs with Near Dependencies Mbe Egom Nja
An L-Moment Based Characterization of the Family of Dagum Distributions Mohan D. Pant and Todd C. Headrick
The Two Pricing Comparisons of Mortgage Common Insurance Chen Li-ping
Omitted Variables Bias in Regime-Switching Models with Slope-Constrained Estimators: Evidence from Monte Carlo Simulations Ermanno Affuso, Steven B. Caudill and Franklin G. Mixon, Jr.
EGARCH, GJR-GARCH, TGARCH, AVGARCH, NGARCH, IGARCH and APARCH Models for Pathogens at Marine Recreational Sites Ghulam Ali
Empirical Investigation of MGarch Models Barkan Baybogan
Single Factor Interest Rate Models in Inflation Targeting Economies of Emerging Asia Suresh Ramanathan and Kian Teng
Evaluating Process Capability Indices for some Quality Characteristics of a Manufacturing Process Kayode S. Adekeye and Joshua O. Ogundele
Aggregate Investment and Macroeconomic Policy Evaluation in Nigeria: Econometric Analysis of the Evidence David Umoru and Amhed Ede Uwubanmwe
Inference in the log-linear Birnbaum-Saunders Model under type I Censoring A. F. Desmond, Carlos L. Cintora and Radhey S. Singh
The Superiorities of Minimum Bayes Risk Linear Unbiased Estimator in Two Seemingly Unrelated Regressions Radhey S. Singh, Lichun Wang and Huiming Song
Bootstrap of Kernel Smoothing in Quantile Autoregression Process Peter N. Mwita and Jurgen Franke

Journal of Statistical and Econometric Methods