Contributions to Modern Econometrics: From Data Analysis to Economic Policy Book

1	A Generalization of the Nested Logit Model	1
2	Measurement Problems and Uncertainty in Monetary Policy	9
3	On Median Unbiased Inference for First Order Autoregressive Models	23
4	Goodness of Fit Measures and Model Selection in Qualitative Response Models	39
5	Portfolio Selection in the Presence of Heavy-tailed Asset Returns	51
6	Employment and Technological Change	65
7	Outlier Robust Estimation of an Euler Equation Investment Model with German Firm Level Panel Data	87
8	Which Feeling is Stronger: Jealousy or Laziness?	105
9	gh-transformation of Symmetrical Distributions	119
10	Household Budget Data and Welfare Comparisons - A Reconciliation	135
11	Unit Root Tests in the Presence of Innovational Outliers	151
12	Comparison of M3 and Divisia M3 Aggregates for the Euro Area	169
13	Linear and Nonlinear Dirichlet Share Equations Models	185
14	On the Bias of Structural Estimation Methods in a Polynomial Regression with Measurement Error When the Distribution of the Latent Covariate is Misspecified	209
15	Exponential Smoothing as an Alternative to the Hodrick-Prescott Filter?	223
16	Long-Run Relationships in the Transition Economy of Poland: An Application of SVEqCM	239
17	Growth Determinants of Poland's Economic Potential	255
18	Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the US and Europe	271