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1. Unobserved heterogeneity in event history models


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2. Unobserved heterogeneity in hazard rate models: a test and an illustration from a study of career mobility


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3. A combined GEE/Buckley-James method for estimating an Accelerated Failure Time Model of multivariate failure times

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4. Semiparametric EM-estimation of censored linear regressionmodels for durations

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5. Estimation of multivariate probit models: A mixed generalized estimating/pseudo-score equations approach and some finite sample results

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6. On the properties of GEE estimators in the presence of invariant covariates

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7. Regression models with correlated binary response variables: A comparison of different methods in finite samples

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8. Misspecified Copulas in Credit Risk Models:

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9. Credit risk factor . . .

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10. Probit models: Regression parameter estimation using the ML principle despite misspecification of the correlation structure

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