We derive the probability limit of the standard Dickey-Fuller-test in the context of an exponential random walk. This result might be useful in interpreting tests for unit roots when the test is inadvertantly applied to the levels of the data when the true random walk is in the logs.

In einer Re-Analyse der Blue Mountains Eye Study von Cumming, Mitchell und Leeder (1997) wird gezeigt, daß diese Studie keinen Beitrag zur Klärung des Kataraktrisikos von inhalativen Kortikoiden leistet. Akzeptiert man die Schlußweisen der Studie, so ergibt sich ein diffuses und zugleich aber...

Die Umsetzung der Richtlinie zur Bestimmung der Anzahl von anorganischen faserförmigen Partikeln auf staubbelegten Filtern wurde in einem Ringversuch von VDI und DIN überprüft. Die Auswertung der Filter wurde zunächst in zwei Referenzlabors und danach in den teilnehmenden Prüflabors...

In many meta-analysis cases the estimator of the overall effect in independent trials or experiments leads to unjustified significant results. This paper considers trials with two arms where the summary statistic of interest is either the mean difference or the risk difference. By using...

The development of high-quality products or production processes can often be greatly improved by statistically planned and analysed experiments. Taguchi methods proved to be a milestone in this field, suggesting optimal design settings for a single measured response. However, these often fail...

In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...

We show that OLS and GLS are asymptotically equivalent in the linear regression model with AR (p) disturbances and a wide range of trending regressors_ and that OLS based statistical inference is still meaningful after proper adjustment of the test statistics.

It is shown that the null distribution of the F-test in a linear regression is rather non-robust to spatial autocorrelation among the regression disturbances. In particular, the true size of the test tends to either zero or unity when the spatial autocorrelation coefficient approaches the...

This paper illustrates the Support Vector Method for the classification problem with two and more classes. In particular, the multi-class classification Support Vector Method of Weston and Watkins (1998) is correctly formulated as a quadratic optimization problem. Then, the method is applied to...