We consider multivariate regression where new dependent variables are consecutively added during the experiment (or in time).So, viewed at the end of the experiment, the number of observations decreases with each added variable. The explanatory variables are observed throughout.In a previous...

The binary-choice regression models such as probit and logit are typically estimated by the maximum likelihood method.To improve its robustness, various M-estimation based procedures were proposed, which however require bias corrections to achieve consistency and their resistance to outliers is...

The paper discusses the problem of a fallible auditor who assesses the values of sampled records, but may make mistakes.To detect these mistakes, a subsample of the checked elements is checked again, now by an infallible expert. We propose a model for this kind of double check, which takes into...

Multivariate regression is discussed, where the observations of the dependent variables are (monotone) missing completely at random; the explanatory variables are assumed to be completely observed.We discuss OLS-, GLS- and a certain form of E(stimated) GLS-estimation.It turns out that...

This paper proposes a conceptual framework to investigate the effects of central bank independence, of the degree of centralization of wage bargaining and of the interaction between those institutional variables, on real wages, unemployment and inflation, in a framework in which unions are...

We analyze answers to household survey questions on whether the respondents' household income has changed in the past twelve months, and on whether the respondents expect their household income to change in the next twelve months. Both questions are answered on a discrete five points scale.The...