Stock Price Movements in Response to Stock Issues under Asymmetric Information von KRASKER, WILLIAM S.

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Efficient Bounded-Influence Regression Estimation von Krasker, William S., Welsch, Roy E.

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The ‘peso problem’ in testing the efficiency of forward exchange markets von Krasker, William S.

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Estimation in Linear Regression Models with Disparate Data Points von Krasker, William S.

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Two-Stage Bounded-Influence Estimators for Simultaneous-Equations Models von Krasker, William S.

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Bounding the Effects of Proxy Variables on Regression Coefficients von Krasker, William S., Pratt, John W.

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Sequential Hedging von Krasker, William S

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rate of return to storing wines von Krasker, W.S

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Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables von Krasker, William S., Welsch, Roy E.

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Bounding the effects of proxy variables on instrumental-variables coefficients von Krasker, William S., Pratt, John W.

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A Note on Selecting Parametric Models in Bayesian Inference von Krasker, William S.

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The role of bounded-influence estimation in model selection von Krasker, William S

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Heterogeneous expectations and capital intensity in an overlapping-generations model von Krasker, William S.

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Minimax Behavior in Portfolio Selection von LINTNER, JOHN, KRASKER, WILLIAM S.

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The Persistence of Risk: Stocks versus Bonds over the Long Term von Leibowitz, Martin L., Krasker, William S.

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Discussion: On the Consistency of Bayes Estimates von Krasker, William S., Pratt, John W.

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Estimating Hedge Ratios von Bell, David E., Krasker, William S.

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Minimax Aspects of Bounded-Influence Regression: Comment von Krasker, William S., Welsch, Roy E.

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Chapter 11 Estimation for dirty data and flawed models von Krasker, William S., Kuh, Edwin, Welsch, Roy E.

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Two-Stage Bounded-lnfluence Estimators for Simultaneous-Equations Models von Krasker, William S.

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