Forms of Distribution of Savings Account Deposits Analyses of savings account deposits have hitherto been limited essentially to investigations of average values. Predications as to the form of distribution, i.e. as to the distribution function and its parameters, could not be derived from those...

This paper addresses the combination of incomplete prior and sample information. In difference to the mixed estimation approach developed by H. Theil and A.S. Goldberger, dealing with prior knowledge of regression coefficients, we consider prior information on future observations of the...

This paper presents a comprehensive approach to estimation and hypothesis testing under a set of full restrictions, some of these arising from adding-up conditions on the endogenous variable. In contrast to the existing statistical literature, this paper uses an argumentation style familiar from...

This article presents a categorical model of fertility based on the statistical theory of the Generalised Linear Model (GLM). Focussing on the individual probability of giving birth to a child, we derive distributions which can be embedded in a GLM framework. A major advance of that methodology...

Dhrymes (1994, Econometric Theory, 10, 254-285) demonstrates the arising identification and estimation problems in singular equation systems when the error vector obeys an autoregressive scheme, as an extension of restricted least squares. Unfortunately, his main theorem concerning the...

Berechnung einer statistisch validen Studienabbruchquote für die Wirtschaftswissenschaftliche Fakultät der Universität Regensburg für das Hochschuljahr 1999 / 2000. Calculation of a statistically valid quota of students that didn't finish their studies for the faculty of business and...

For both deterministic or stochastic regressors, as well as parametric nonlinear or linear regression functions, we prove the weak consistency of the coefficient estimators for the Type I censored quantile regression model under different censoring mechanisms with censoring points depending on...

Dhrymes (1994, Econometric Theory, 10, 254-285) demonstrates the arising identification and estimation problems in singular equation systems when the error vector obeys an autoregressive scheme, as an extension of restricted least squares. Unfortunately, his main theorem concerning the...

The topic of this paper is the problem of a singular disturbance covariance matrix in (seemingly unrelated) systems of linear regression equations. This singularity is considered as being caused by exact linear restrictions on the endogenous variables, adding-up to a predetermined aggregate. It...