Printed from https://ideas.repec.org/s/wly/apsmbi5.html
Content
November 2009, Volume 25, Issue 6
- 665-668 ‘Understanding the shape of the mixture failure rate’ by Maxim Finkelstein: Discussion 1
by Nozer D. Singpurwalla - 669-672 ‘Understanding the shape of the mixture failure rate’ by Maxim Finkelstein: Discussion 2
by Jorge Navarro - 673-677 ‘Understanding the shape of the mixture failure rate’ Rejoinder by Maxim Finkelstein
by Maxim Finkelstein - 678-695 On a class of renewal risk model with random income
by Hu Yang & Zhimin Zhang - 696-718 The dynamics of the relationship between spot and futures markets under high and low variance regimes
by Ming‐Yuan Leon Li - 719-736 On‐line evaluation of the stability of an inspection process
by Isabel González & Ismael Sánchez - 737-768 Markovian analysis for automatic new topic identification in search engine transaction logs
by Huseyin C. Ozmutlu - 769-786 Distribution sensitivity in a highway flow model
by Andrew M. Ross - 787-805 Bayesian estimation of finite time ruin probabilities
by M. Concepcion Ausin & Michael P. Wiper & Rosa E. Lillo - 806-823 A multivariate time series approach to projected life tables
by Dorina Lazar & Michel M. Denuit
September 2009, Volume 25, Issue 5
- 509-521 Post‐financial meltdown: What do the services industries need from us now?
by Roger W. Hoerl & Ronald D. Snee - 522-526 ‘Post‐financial meltdown: What do the services industries need from us now?’ by Roger W. Hoerl and Ronald D. Snee: Discussion 1
by William C. Parr - 527-531 ‘Post‐financial meltdown: What do the services industries need from us now?’ by Roger W. Hoerl and Ronald D. Snee: Discussion 2
by Ron S. Kenett - 532-534 ‘Post‐financial meltdown: What do the services industries need from us now?’ by Roger W. Hoerl and Ronald D. Snee: Rejoinder
by Roger W. Hoerl & Ronald D. Snee - 535-550 On multiple‐class prediction of issuer credit ratings
by Ruey‐Ching Hwang & K. F. Cheng & Cheng‐Few Lee - 551-564 Controlling jumps in correlated processes of Poisson counts
by Christian H. Weiß - 565-582 First passage time for multivariate jump‐diffusion processes in finance and other areas of applications
by Di Zhang & Roderick V. N. Melnik - 583-600 Optimal designs for parameter estimation of the Ornstein–Uhlenbeck process
by Maroussa Zagoraiou & Alessandro Baldi Antognini - 601-611 Misclassification rates, critical values and size of the design in measurement systems capability studies
by D. Zappa & L. Deldossi - 612-631 Optimal corrective maintenance contract planning for aging multi‐state system
by Yi Ding & Anatoly Lisnianski & Ilia Frenkel & Lev Khvatskin - 632-642 Some new results involving general standby systems
by Xiaohu Li & Zhengcheng Zhang & Yudan Wu
July 2009, Volume 25, Issue 4
- 421-424 Special issue on the 6th International Symposium on Business and Industrial Statistics (ISBIS‐6)
by Vincenzo Esposito Vinzi - 425-444 Performance of nonlinear smoothers in signal recovery
by W. J. Conradie & T. de Wet & M. D. Jankowitz - 445-459 Maximum likelihood estimators of clock offset and skew under exponential delays
by Jun Li & Daniel R. Jeske - 460-467 A patent analysis of cluster analysis
by Jon R. Kettenring - 468-477 An adaptive hierarchical Bayes quality measurement plan
by Partha Lahiri & Huilin Li - 478-505 Implementation of Design of Experiments projects in industry
by Martín Tanco & Elisabeth Viles & Laura Ilzarbe & María Jesus Alvarez - 506-507 Maximum likelihood estimators of clock offset and skew under exponential delays
by Jun Li & Daniel R. Jeske
May 2009, Volume 25, Issue 3
- 207-235 Model selection for generalized linear models with factor‐augmented predictors
by Tomohiro Ando & Ruey S. Tsay - 237-239 ‘Model selection for generalized linear models with factor‐augmented predictors’
by W. K. Li & Guodong Li - 241-242 ‘Model selection for generalized linear models with factor‐augmented predictors’
by Hansheng Wang & Chih‐Ling Tsai - 243-246 ‘Model selection for generalized linear models with factor‐augmented predictors’
by T. Ando & R. S. Tsay - 247-262 Dividend payments in the classical risk model under absolute ruin with debit interest
by Chunwei Wang & Chuancun Yin - 263-274 A scenario‐based stochastic programming model for the control or dummy wafers downgrading problem
by Shu‐Hsing Chung & Yi‐Shu Yang - 275-308 Assessment and propagation of input uncertainty in tree‐based option pricing models
by Henryk Gzyl & German Molina & Enrique ter Horst - 309-321 Asymptotic behaviour of the finite‐time ruin probability in renewal risk models
by Remigijus Leipus & Jonas Šiaulys - 323-337 Generalized mixtures in reliability modelling: Applications to the construction of bathtub shaped hazard models and the study of systems
by Jorge Navarro & Antonio Guillamón & María del Carmen Ruiz - 339-358 A multivariate IFR notion based on the multivariate dispersive ordering
by José Pablo Arias‐Nicolás & Félix Belzunce & Olga Núñez‐Barrera & Alfonso Suárez‐Llorens - 359-383 Temporal aggregation of Markov‐switching financial return models
by Wai‐Sum Chan & Li‐Xin Zhang & Siu Hung Cheung - 385-405 Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain
by R. Gutiérrez & R. Gutiérrez‐Sánchez & A. Nafidi - 407-420 Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility
by Jinzhu Li & Rong Wu
March 2009, Volume 25, Issue 2
- 95-98 Editorial
by Ennio Davide Isaia & Grazia Vicario - 99-113 Assessment of uncertainty in computer experiments from Universal to Bayesian Kriging
by C. Helbert & D. Dupuy & L. Carraro - 115-131 A note on the choice and the estimation of Kriging models for the analysis of deterministic computer experiments
by David Ginsbourger & Delphine Dupuy & Anca Badea & Laurent Carraro & Olivier Roustant - 133-149 Kriging‐based sequential inspection plans for coordinate measuring machines
by P. Pedone & G. Vicario & D. Romano - 151-162 A computer experiment application to the design and optimization of a capacitive accelerometer
by M. J. Alvarez & N. Gil‐Negrete & L. Ilzarbe & M. Tanco & E. Viles & A. Asensio - 163-177 Issues in the optimal design of computer simulation experiments
by Werner Müller & Milan Stehlík - 179-193 Robust designs for misspecified exponential regression models
by Xiaojian Xu - 195-205 Sequential design in quality control and validation of land cover databases
by Elisabetta Carfagna & Johnny Marzialetti
January 2009, Volume 25, Issue 1
- 1-28 Quality management and quality practice: Perspectives on their history and their future
by N. I. Fisher & V. N. Nair - 29-32 Discussion: Fisher–Nair paper
by Gerald J. Hahn & Necip Doganaksoy - 33-44 Ruin theory for classical risk process that is perturbed by diffusion with risky investments
by Xiang Lin - 45-55 An optimal investment and consumption model with stochastic returns
by Xikui Wang & Yanqing Yi - 57-71 Optimal predictive densities and fractional moments
by Emanuele Taufer & Sudip Bose & Aldo Tagliani - 73-93 The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
by Kam C. Yuen & Yuhua Lu & Rong Wu
November 2008, Volume 24, Issue 6
- 507-524 Bayesian parameter inference for models of the Black and Scholes type
by Henryk Gzyl & Enrique ter Horst & Samuel W. Malone - 525-539 On a generalization of the expected discounted penalty function in a discrete‐time insurance risk model
by David Landriault - 541-549 Some stochastic comparisons of conditional coherent systems
by Xiaohu Li & Zhengcheng Zhang - 551-567 PLS: A versatile tool for industrial process improvement and optimization
by Alberto Ferrer & Daniel Aguado & Santiago Vidal‐Puig & José Manuel Prats & Manuel Zarzo - 569-589 Gaussian copula under multiscale volatility
by Yongqing Xu & Liping Song - 591-600 Total duration of negative surplus for the dual model
by Min Song & Rong Wu & Xin Zhang
September 2008, Volume 24, Issue 5
- 369-371 Statistical methods in performance analysis
by Maria Rosaria D'Esposito & Michel Tenenhaus - 373-389 Advancing public sector performance analysis
by Carolyn J. Heinrich - 391-395 Comment: Advancing public sector performance analysis by Professor C. J. Heinrich
by V. T. Farewell - 397-399 Comment on ‘Advancing public sector performance analysis’ by Carolyn J. Heinrich
by Beryl A. Radin - 401-418 Quantile regression for binary performance indicators
by Paul Hewson & Keming Yu - 419-437 On the use of archetypes as benchmarks
by Giovanni C. Porzio & Giancarlo Ragozini & Domenico Vistocco - 439-458 REBUS‐PLS: A response‐based procedure for detecting unit segments in PLS path modelling
by V. Esposito Vinzi & L. Trinchera & S. Squillacciotti & M. Tenenhaus - 459-470 Using the Rasch model to assess a university service on the basis of student opinions
by Fabio Aiello & Vincenza Capursi - 471-493 On estimating the conditional expected shortfall
by Franco Peracchi & Andrei V. Tanase - 495-505 Shadow price of capital and the Furubotn–Pejovich effect: Some empirical evidence for Italian wine cooperatives
by Ornella Wanda Maietta & Vania Sena
July 2008, Volume 24, Issue 4
- 277-289 The estimation of the Barndorff‐Nielsen and Shephard model from daily data based on measures of trading intensity
by Carl Lindberg - 291-306 Assessing the default risk by means of a discrete‐time survival analysis approach
by Daniele De Leonardis & Roberto Rocci - 307-323 Coordination of staffing and pricing decisions in a service firm
by Doǧan A. Serel & Erdal Erel - 325-342 Optimal admission and pricing control problems in service industries with multiple servers and sideline profit
by Jae‐Dong Son & Yaghoub Khojasteh Ghamari - 343-358 Accurate closed‐form approximation for pricing Asian and basket options
by Jinke Zhou & Xiaolu Wang - 359-368 Factors' correlation in the Heath–Jarrow–Morton interest rate model
by Leonard Tchuindjo
May 2008, Volume 24, Issue 3
- 185-201 Random walk search procedures for reliability optimization of systems with fault tolerance
by Talal M. Alkhamis - 203-219 An optimization problem of manufacturing systems with stochastic machine breakdown and rework process
by Singa Wang Chiu - 221-235 Optimal replacement policy for obsolete components with general failure rates
by Sophie Mercier - 237-259 Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio
by Claudia Czado & Carolin Pflüger - 261-275 Stochastic models for air cargo terminal manpower supply planning in long‐term operations
by Shangyao Yan & Chia‐Hung Chen & Miawjane Chen
March 2008, Volume 24, Issue 2
- 93-107 Exercising flexible load contracts: Two simple strategies
by Petter Bjerksund & Bjarte Myksvoll & Gunnar Stensland - 109-128 Upper bound for ruin probabilities under optimal investment and proportional reinsurance
by Zhibin Liang & Junyi Guo - 129-158 The speed of adjustment of financial ratios: A hierarchical Bayesian approach using mixtures
by Pilar Gargallo & Manuel Salvador & José Luis Gallizo - 159-169 Modelling a general standby system and evaluation of its performance
by Ji Hwan Cha & Jie Mi & Won Young Yun - 171-183 Consistency of kernel‐based quantile regression
by Andreas Christmann & Ingo Steinwart
January 2008, Volume 24, Issue 1
- 1-2 Editorial
by Fabrizio Ruggeri & Nalini Ravishanker & Dennis Lin - 3-12 Semi‐strong dynamic style analysis with time‐varying selectivity measurement: Applications to Brazilian exchange‐rate funds
by Adrian Pizzinga & Luciano Vereda & Rodrigo Atherino & Cristiano Fernandes - 13-20 Profile‐based push models in manpower planning
by Marie‐Anne Guerry - 21-30 On a compounding assets model with positive jumps
by Yinghui Dong & Guojing Wang - 31-49 On optimal operating conditions for a data processing system: A stochastic approach
by Ji Hwan Cha & Jie Mi - 51-63 Reduction in mean residual life in the presence of a constant competing risk
by Mark Bebbington & Chin‐Diew Lai & Ričardas Zitikis - 65-82 Ruin probabilities of small noise jump‐diffusions with heavy tails
by Ilya Pavlyukevich - 83-92 Inequalities between some large deviation rates
by Claudio Macci
November 2007, Volume 23, Issue 6
- 455-464 A periodical replacement model based on cumulative repair‐cost limit
by Min‐Tsai Lai - 465-481 Medium‐term horizon volatility forecasting: A comparative study
by Richard Hawkes & Paresh Date - 483-492 A simple Markov chain structure for the evolution of credit ratings
by Amparo Baíllo & José Luis Fernández - 493-502 One‐way analysis of variance with long memory errors and its application to stock return data
by Jaechoul Lee & Kyungduk Ko - 503-529 Conditionally heteroscedastic factorial HMMs for time series in finance
by Mohamed Saidane & Christian Lavergne - 531-536 Estimation and econometric tests under price and output uncertainties
by Moawia Alghalith
September 2007, Volume 23, Issue 5
- 373-383 Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations
by Zhenlin Yang & Dennis K. J. Lin - 385-401 Negative binomial version of the Lee–Carter model for mortality forecasting
by Antoine Delwarde & Michel Denuit & Christian Partrat - 403-428 Reinsurance control in a model with liabilities of the fractional Brownian motion type
by N. E. Frangos & S. D. Vrontos & A. N. Yannacopoulos - 429-437 A semi‐Markov model of disease recurrence in insured dogs
by Xikui Wang & Jeffrey S. Pai & Kevin J. Shand - 439-453 The stochastic unit root model and fractional integration: An extension to the seasonal case
by Guglielmo Maria Caporale & Luis A. Gil‐Alana
July 2007, Volume 23, Issue 4
- 273-291 The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion
by Hui Meng & Chunsheng Zhang & Rong Wu - 293-305 Random‐coefficients hidden‐Markov Poisson regression models for inferring a competitor's promotion strategy
by Johannes Ledolter - 307-317 Probabilistic models for medical insurance claims
by Abebe Tessera - 319-338 Modelling financial time series with threshold nonlinearity in returns and trading volume
by Mike K. P. So & Cathy W. S. Chen & Thomas C. Chiang & Doris S. Y. Lin - 339-358 Monitoring process for attributes with quality deterioration and diagnosis errors
by Anderson Laécio Galindo Trindade & Linda Lee Ho & Roberto da Costa Quinino - 359-371 Preventive maintenance for inspected systems with additive subexponential shock magnitudes
by Esther Frostig & Moshe Kenzin
May 2007, Volume 23, Issue 3
- 181-212 Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density
by Wael Bahsoun & Paweł Góra & Silvia Mayoral & Manuel Morales - 213-221 Optimal model for warehouse location and retailer allocation
by Avninder Gill & M. Ishaq Bhatti - 223-234 Kolmogorov–Smirnov‐type testing for the partial homogeneity of Markov processes—with application to credit risk
by Rafael Weißbach & Holger Dette - 235-246 A new risk model based on policy entrance process and its weak convergence properties
by Zehui Li & Xinbing Kong - 247-271 Stochastic optimization for allocation problems with shortfall risk constraints
by Roberto Casarin & Monica Billio
March 2007, Volume 23, Issue 2
- 97-116 Strong dependence in the nominal exchange rates of the Polish zloty
by L. A. Gil‐Alana & M. Nazarski - 117-128 Comparing different fractions of a factorial design: a metal cutting case study
by E. Mønness & M. J. Linsley & I. E. Garzon - 129-143 Bankruptcy prediction by generalized additive models
by Daniel Berg - 145-156 Feedback quality adjustment with Bayesian state‐space models
by K. Triantafyllopoulos - 157-164 Extreme value analysis within a parametric outlier detection framework
by S. Cabras & J. Morales - 165-178 Optimal replenishment policy for imperfect quality EMQ model with rework and backlogging
by Singa Wang Chiu - 179-180 Erratum: Simultaneity and non‐linear variability in financial markets: simulation and forecasting
by Gordon E. Reikard
January 2007, Volume 23, Issue 1
- 1-21 Model‐based quantification of the volatility of options at transaction level with extended count regression models
by Claudia Czado & Andreas Kolbe - 23-48 Fitting combinations of exponentials to probability distributions
by Daniel Dufresne - 49-62 A new class of coherent risk measures based on p‐norms and their applications
by Zhiping Chen & Yi Wang - 63-71 Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting
by Xin Zhang & Ming Zhou & Junyi Guo - 73-82 Modelling stylized features in default rates
by Emanuele Taufer - 83-96 Bayesian analysis of constant elasticity of variance models
by Jennifer S. K. Chan & S. T. Boris Choy & Anna B. W. Lee
September 2006, Volume 22, Issue 5‐6
- 397-400 Special issue on Business, Industry and Government (BIG) Statistics
by Dennis K. J. Lin - 401-430 Science, engineering, and statistics
by T. P. Davis - 431-444 Damping factor in Google page ranking
by Hwai‐Hui Fu & Dennis K. J. Lin & Hsien‐Tang Tsai - 445-457 Slope rotatability over all directions with correlated errors
by Rabindra Nath Das & Sung H. Park - 459-481 Statistical modelling for process control in the sawmill industry
by Rudolf Beran - 483-493 Statistical control for sampling of metallurgical material
by Hannah Gerber & Gary D. Sharp & Abebe Tessera - 495-501 Variable second‐order inclusion probabilities during the sampling of industrial mixtures of particles
by Bastiaan Geelhoed - 503-517 Controlling‐dependent process steps using variable sample size control charts
by Su‐Fen Yang & Hui‐Chun Su - 519-532 Colour harmonization in car manufacturing processes
by A. Andriyashin & M. Benko & W. Härdle & R. Timofeev & U. Ziegenhagen - 533-546 Quick multivariate kernel density estimation for massive data sets
by K. F. Cheng & C. K. Chu & Dennis K. J. Lin - 547-557 Mixture distribution‐based forecasting using stochastic volatility models
by A. E. Clements & S. Hurn & S. I. White - 559-572 Bayesian predictive inference under informative sampling and transformation
by Balgobin Nandram & Jai Won Choi & Gang Shen & Corinne Burgos - 573-586 Interaction between stock indices via changepoint analysis
by Martin J. Lenardon & Anna Amirdjanova - 587-605 Examining the effects of customer service management (CSM) on perceived business performance via structural equation modelling
by Bee Wah Yap & Kok Wei Khong - 607-619 On goodness‐of‐fit for homogeneity and proportional hazards
by Vilijandas Bagdonavičius & Mikhail Nikulin - 621-630 Measurement error bias in pharmaceutical cost‐effectiveness analysis
by Ian C. Marschner - 631-638 Experimental designs for 2‐colour cDNA microarray experiments
by Nam‐Ky Nguyen & E. R. Williams
July 2006, Volume 22, Issue 4
- 313-319 Measurement‐error detection: international evidence on industrial production
by Kosei Fukuda - 321-334 Modelling heterogeneity in manpower planning: dividing the personnel system into more homogeneous subgroups
by Tim De Feyter - 335-350 Conditional length distributions induced by the coverage of two points by a Poisson Voronoï tessellation: application to a telecommunication model
by Catherine Gloaguen - 351-369 Structured additive regression for overdispersed and zero‐inflated count data
by Ludwig Fahrmeir & Leyre Osuna Echavarría - 371-383 Simultaneity and non‐linear variability in financial markets: simulation and forecasting
by Gordon E. Reikard - 385-395 Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach
by L. A. Gil‐Alana
May 2006, Volume 22, Issue 3
- 225-242 Bayesian analysis of mixture of autoregressive components with an application to financial market volatility
by Stefano Sampietro - 243-267 Mixed effect models for absolute log returns of ultra high frequency data
by Stephan Haug & Claudia Czado - 269-279 Bayesian inference for Rayleigh distribution under progressive censored sample
by Shuo‐Jye Wu & Dar‐Hsin Chen & Shyi‐Tien Chen - 281-296 Group testing procedures with incomplete identification and unreliable testing results
by Shaul K. Bar‐Lev & Wolfgang Stadje & Frank A. Van der Duyn Schouten - 297-311 Non‐parametric modelling of time‐varying customer service times at a bank call centre
by Haipeng Shen & Lawrence D. Brown
March 2006, Volume 22, Issue 2
- 93-93 Bayesian models in business and industry
by Edward I. George & Fabrizio Ruggeri - 95-112 The Bayesian method of moments (BMOM) in some aggregation problems in econometrics
by Enrique de Alba - 113-125 The seasonal forecast of electricity demand: a hierarchical Bayesian model with climatological weather generator
by Sergio Pezzulli & Patrizio Frederic & Shanti Majithia & Sal Sabbagh & Emily Black & Rowan Sutton & David Stephenson - 127-137 Posterior sampling with constructed likelihood functions: an application to flowgraph models
by Brian J. Williams & Aparna V. Huzurbazar - 139-154 Bayesian geo‐additive modelling of childhood morbidity in Malawi
by Ngianga‐Bakwin Kandala - 155-167 A Bayesian analysis of clusters of extreme losses
by Beatriz Vaz de Melo Mendes - 169-180 Bayesian solvency analysis with autocorrelated observations
by M. Mendoza & L. E. Nieto‐Barajas - 181-192 On Bayesian forecasting of procurement delays: a case study
by Jesus Palomo & Fabrizio Ruggeri & David Rios Insua & Enrico Cagno & Franco Caron & Mauro Mancini - 193-210 Revisiting distributed lag models through a Bayesian perspective
by Romy R. Ravines & Alexandra M. Schmidt & Helio S. Migon - 211-224 Copula models of joint last survivor analysis
by Arkady E. Shemyakin & Heekyung Youn
January 2006, Volume 22, Issue 1
- 1-16 A modified vacation model M[x]/G/1 system
by Jau‐Chuan Ke & Yunn‐Kuang Chu - 17-39 Automatic detection and identification of shocks in Gaussian state‐space models: a Bayesian approach
by Manuel Salvador & Pilar Gargallo - 41-71 Continuous‐time stochastic modelling of capital adequacy ratios for banks
by Casper H. Fouche & J. Mukuddem‐Petersen & M. A. Petersen - 73-91 Ridge directional singular points for fingerprint recognition and matching
by Issam Dagher & Mustafa Badawi & Bassam Beyrouti
November 2005, Volume 21, Issue 6
- 483-498 Asymmetric extreme interdependence in emerging equity markets
by Beatriz Vaz de Melo Mendes - 499-508 Tail equivalence relationships for ruin probabilities in several risk models
by Feng Hu & Chuancun Yin & Zhaojun Zong - 509-524 NHPP models for categorized software defects
by Zhaohui Liu & Nalini Ravishanker & Bonnie K. Ray - 525-540 Ridge regression in two‐parameter solution
by Stan Lipovetsky & W. Michael Conklin - 541-560 Forecasting model with asymmetric market response and its application to pricing of consumer package goods
by Nobuhiko Terui & Yuuki Imano - 561-562 Erratum: Future pricing through homogeneous semi‐Markov processes
by Giuseppe Di Biase & Jacques Janssen & Raimondo Manca
July 2005, Volume 21, Issue 4‐5
- 289-301 The diffusion of marketing science in the practitioners' community: opening the black box
by Albert C. Bemmaor & Philip Hans Franses - 303-309 Market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model
by Jianan Wu & Wayne S. DeSarbo - 311-311 Comment on market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model
by Donald F. Falkinburg - 313-314 Comment on market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model
by Rinus Haaijer & Edward Rosbergen - 315-315 Comment on market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model
by Philip E. Hendrix - 317-318 Rejoinder for market segmentation for customer satisfaction studies via a new latent structure multidimensional scaling model
by Jianan Wu & Wayne S. DeSarbo - 319-323 Current issues and a ‘wish list’ for conjoint analysis
by Eric T. Bradlow - 325-326 Comment on current issues and a ‘wish list’ for conjoint analysis
by Jordan J. Louviere - 327-328 Comment on current issues and a ‘wish list’ for conjoint analysis
by Jay Magidson & Jeroen K. Vermunt - 329-330 Comment on current issues and a ‘wish list’ for conjoint analysis
by Bryan K. Orme - 331-332 Comment on current issues and a ‘wish list’ for conjoint analysis
by Joffre Swait - 333-333 Rejoinder for current issues and a ‘wish list’ for conjoint analysis
by Eric T. Bradlow - 335-343 Spatial models in marketing research and practice
by Bart J. Bronnenberg - 345-346 Comment on spatial models in marketing research and practice
by Thomas C. Eagle - 347-348 Comment on spatial models in marketing research and practice
by Paul Markowitz - 349-350 Rejoinder for spatial models in marketing research and practice
by Bart J. Bronnenberg - 351-361 Advertising response models with managerial impact: an agenda for the future
by Demetrios Vakratsas - 363-364 Comment on advertising response models with managerial impact: an agenda for the future
by Tim Ambler - 365-366 Rejoinder for advertising response models with managerial impact: an agenda for the future
by Demetrios Vakratsas - 367-378 The implementation challenge of pricing decision support systems for retail managers
by Alan L. Montgomery