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1 Soren Johansen and Bent Nielsen: An analysis of the indicator saturation estimator as a robust regression estimator; 2 Kevin D. Hoover, lva Demiralp, and Stephen J. Perez: Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2; 3 Halbert White and Pauline Kennedy: Retrospective Estimation of Causal Effects Through Time; 4 Jurgen A. Doornik: Autometrics; 5 Robert F. Engle: High Dimenson Dynamic Correlations; 6 Pravin K. Trivedi and David M. Zimmer: Pitfalls in Modeling Dependence Structures: Explorations with Copulas; 7 James H. Stock and Mark W. Watson: Forecasting in Dynamic Factor Models Subject to Structural Instability; 8 Michael P. Clements: Internal consistency of survey respondents forecasts: Evidence based on the Survey of Professional Forecasters; 9 Anindya Banerjee and Massimiliano Marcellino: Factor-augmented Error Correction Models; 10 Clive W. J. Granger: In Praise Of Pragmatic In Econometrics; 11 Karim M. Abadir and Paolo Paruolo: On Efficient Simulations In Dynamic Models; 12 Juan J. Dolado, Jesus Gonzalo, and Laura Mayoral: Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results; 13 James Davidson: When is a Time Series I(0)?; 14 David F. Hendry, Maozu Lu, and Grayham E. Mizon: Model Identification and Non-unique Structure; 15 Andreas Beyer and Katarina Juselius: Does it matter how to measure aggregates? The case of monetary transmission mechanisms in the Euro area; 16 Gunnar Bardsen and Ragnar Nymoen: U.S. natural rate dynamics reconsidered; 17 Neil R. Ericsson and Steven B. Kamin: Constructive Data Mining: Modeling Argentine Broad Money Demand

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