<B>Contents:</B> D.A. Freedman, W. Navidi, S.C. Peters: On the Impact of Variable Selection in Fitting Regression Equations
T.K. Dijkstra, J.H. Veldkamp: Data-driven Selection of Regressors and the Bootstrap
H. Folmer: Autocorrelation Pre-testing in Linear Models with AR(1) Errors
T.A.B. Snijders: On Cross-validation for Predictor Evaluation in Time Series
T. Luijben, A. Boomsma, I.W. Molenaar: Modification of Factor Analysis Models in Covariance Structure Analysis. A Monte Carlo Study
T. Steerneman, G. Rorijs: Pitfalls for Forecasters
J. de Leeuw: Model Selection in Multinomial Experiments.