Inhalt

1. A Generalization of the Nested Logit Model; T. Amemiya, Dongseok Kim. 2. Measurement Problems and Uncertainty in Monetary Policy; K. Cabos, H.-J. Krupp. 3. On Median Unbiased Inference for First Order Autoregressive Models; K. Carstensen, M.S. Paolella. 4. Goodness of Fit Measures and Model Selection in Qualitative Response Models; Pu Chen, J. Frohn. 5. Portfolio Selection in the Presence of Heavy-tailed Asset Returns; T. Doganoglu, et al. 6. Employment and Technological Change; R. Hujer, D. Radic. 7. Outlier Robust Estimation of an Euler Equation Investment Model with German Firm Level Panel Data; N. Janz. 8. Which Feeling is Stronger: Jealousy or Laziness? U. Jensen. 9. gh-transformation of Symmetrical Distributions; I. Klein, M. Fischer. 10. Household Budget Data and Welfare Comparisons: A Reconciliation; K. Kohn, M. Missong. 11. Unit Root Tests in the Presence of Innovational Outliers; M. Lanne, et al. 12. Comparison of M3 and Divisia M3 Aggregates for the Euro Area; H.-E. Reimers. 13. Linear and Nonlinear Dirichlet Share Equations Models; G. Ronning. 14. On the Bias of Structural Estimation Methods in a Polynomial Regression with Measurement Error When the Distribution of the Latent Covariate is Misspecified; H. Schneeuweiss, et al. 15. Exponential Smoothings as an Alternative to the Hodrick-Prescott Filter? K.-H. Tödter. 16. Long-Run Relationships in the Transition Economy of Poland: An Application of SVEqCM; A. Welfe. 17. Growth Determinants of Poland's EconomicPotential; W. Welfe. 18. Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the US and Europe; J. Wolters.