1 A Generalization of the Nested Logit Model -- 2 Measurement Problems and Uncertainty in Monetary Policy -- 3 On Median Unbiased Inference for First Order Autoregressive Models -- 4 Goodness of Fit Measures and Model Selection in Qualitative Response Models -- 5 Portfolio Selection in the Presence of Heavy-tailed Asset Returns -- 6 Employment and Technological Change -- 7 Outlier Robust Estimation of an Euler Equation Investment Model with German Firm Level Panel Data -- 8 Which Feeling is Stronger: Jealousy or Laziness? -- 9 gh-transformation of Symmetrical Distributions -- 10 Household Budget Data and Welfare Comparisons - A Reconciliation -- 11 Unit Root Tests in the Presence of Innovational Outliers -- 12 Comparison of M3 and Divisia M3 Aggregates for the Euro Area -- 13 Linear and Nonlinear Dirichlet Share Equations Models -- 14 On the Bias of Structural Estimation Methods in a Polynomial Regression with Measurement Error When the Distribution of the Latent Covariate is Misspecified -- 15 Exponential Smoothing as an Alternative to the Hodrick-Prescott Filter? -- 16 Long-Run Relationships in the Transition Economy of Poland: An Application of SVEqCM -- 17 Growth Determinants of Poland's Economic Potential -- 18 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the US and Europe.