# EconWPA

# Econometrics

**For corrections or technical questions regarding this series, please contact (EconWPA)**

**Series handle:**repec:wpa:wuwpem

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2005

**0512012 How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria***by*Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi**0512011 Estimating a third-order translog demand system using Canadian micro-data***by*Vik Singh**0512010 Socio-Economic Development : Mathematical Models By Dr.Vsrs***by*Dr.Vsr.Subramaniam**0512009 M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data***by*Mehmet Caner**0512008 How information influences the cost of transport in a supply chain, a monte carlo simulation***by*Xavier Brusset**0512007 Comparison between minimum purchase, quantity flexibility contracts and spot procurement in a supply chain***by*Xavier Brusset**0512006 Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis***by*Guido Travaglini**0512005 Transport contract optimization under information asymmetry: an example***by*Xavier Brusset & Nico Temme**0512004 Score Tests of Normality in Bivariate Probit Models***by*Anthony Murphy**0512003 Nonparametric estimation of concave production technologies by entropic methods***by*Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro**0512002 A practical test for the choice of mixing distribution in a discrete choice model***by*Mogens Fosgerau & Michel Bierlaire**0512001 Property Crime and Law Enforcement in Italy. A Regional Panel Analysis 1980-95***by*Guido Travaglini**0511018 Sound and Fury: McCloskey and Significance Testing in Economics***by*Kevin D. Hoover & Mark V. Siegler**0511017 Optimal Time Interval Selection in Long-Run Correlation Estimation***by*Pedro H. Albuquerque**0511016 The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation***by*Peter Ilmolelian**0511015 A Quarterly Econometric Model of the Slovenian Economy***by*Miroslav Verbic**0511014 Globalization and Regional Income Inequality--Evidence from within China***by*Guanghua Wan & Ming Lu & Zhao Chen**0511013 ‘‘Moving Median’’ A New Method Of Forecasting***by*Eleftherios Giovanis**0511012 Application Of Mean Propensity To Consumption And Interest Rate Of Keynes Theory And The Application Of Cobb-Douglas Model And Solow Theory In The Greek Rural Economy***by*Eleftherios Giovanis**0511011 ‘‘Moving Median’’ A Method Of Autocorrelation Solution***by*Eleftherios Giovanis**0511010 Propagation of Memory Parameter from Durations to Counts***by*Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang**0511009 Consumer Demand and Labor Supply (scanned out-of-print 1981 Elsevier book)***by*William A. Barnett**0511008 A Note On Influence Assessment In Score Tests***by*J.M.C. Santos Silva**0511007 Recreation Demand Analysis under Truncation, Overdispersion, and Endogenous Stratification: An Application to Gros Morne National Park***by*Roberto Martinez-Espineira & Joe Amoako-Tuffour**0511006 Functional Structure and Approximation in Econometrics (book front matter)***by*William A. Barnett & Jane Binner & W. Erwin Diewert**0511005 A fresh look at the topical interest of the Gini concentration ratio***by*Giovanni Maria Giorgi**0511004 Bibliographic portrait of the Gini concentration ratio***by*Giovanni Maria Giorgi**0511003 Production Functions Estimates for Soviet Industry and Some Implications***by*Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke**0511002 Simulation des Einflusses der Planung auf die sowjetische Wirtschaft***by*Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz**0511001 Directional Log-spline Distributions***by*José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel**0510008 Economic Growth as a Nonlinear and Discontinuous Process***by*Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi**0510007 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models***by*Ekrem Kilic**0510006 A Nonparametric Way of Distribution Testing***by*Ekrem Kilic**0510005 What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth***by*Chen Pu & Hsiao Chihying**0510004 Estimating a Life Cycle Model with Unemployment and Human Capital Depreciation***by*Andreas Pollak**0510003 Open Source Software Development Projects: Determinants of Project Popularity***by*Ravi**0510002 Compositional Time Series: Past and Present***by*Juan M.C. Larrosa**0510001 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply***by*Ugo Colombino & Rolf Aaberge & Tom Wennemo**0509020 A Note on Imposing Local Curvature on Generalized Leontief Models***by*Apostolos Serletis & Asghar Shahmoradi**0509019 Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators***by*Mehmet Caner**0509018 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics***by*Mehmet Caner**0509017 Exponential Tilting with Weak Instruments: Estimation and Testing***by*Mehmet Caner**0509016 Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases***by*Mehmet Caner**0509015 Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities***by*Ahmed Shamiri & Abu Hassan**0509012 Estimating the Quality of Economic Governance: A Cross-Country Analysis***by*Sudip Ranjan Basu**0509011 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe***by*Pierangelo De Pace**0509010 State Space Modelling of Cointegrated Systems using Subspace Algorithms***by*Segismundo Izquierdo & Cesï¿½reo Hernï¿½ndez & Javier Pajares**0509009 An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle***by*Riccardo Corradini**0509008 About a 'new' inequality index***by*Giovanni Maria Giorgi**0509007 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians***by*Giovanni Maria Giorgi**0509006 Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks***by*Maurício Yoshinori Une & Marcelo Savino Portugal**0509005 Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility***by*Maurício Yoshinori Une & Marcelo Savino Portugal**0509004 Bayesian Stochastic Frontier Analysis Using WinBUGS***by*Jim Griffin & Mark Steel**0509003 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment***by*Matthias Kredler**0509002 From Fault Tree to Credit Risk Assessment: A Case Study***by*Hayette GATFAOUI**0509001 Dirichlet-Multinomial Regression***by*Paulo Guimaraes & Richard Lindrooth**0508019 Econometric Model for Cement demand and supply in Bolivia***by*Melitón Ramirez Mattos**0508018 Robus Standard Error Estimation in Fixed-Effects Panel Models***by*Gabor Kezdi**0508017 Classical Estimation of Multivariate Markov-Switching Models using MSVARlib***by*Benoit Bellone**0508016 Regression with R***by*Miguel Rodrigues**0508015 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications***by*Oleg Korenok & Stanislav Radchenko**0508014 Total Factor Productivity Growth in Finland 1960 − 1999***by*Rana Bose**0508013 Estimating Short and Long Run Relationships: A Guide to the Applied Economist***by*Bhaskara Rao**0508012 Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market***by*Rajagopal**0508011 Robustness or Efficiency, A Test to Solve the Dilemma***by*Catherine Dehon & Marjorie Gassner & Vincenzo Verardi**0508010 Subsampling Cointegration Ranks in Large Systems***by*Chen Pu & Hsiao Chihying**0508009 A maximal moment inequality for long range dependent time series with applications to estimation and model selection***by*Ching-Kang Ing & Ching-Zong Wei**0508008 Parametric and semiparametric specification tests for binary choice models: a comparative simulation study***by*Isabel Proenca & Joao Santos Silva**0508007 A Bootstrap Test for Single Index Models***by*Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca**0508006 A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian***by*Isabel Proenca**0508005 A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab***by*Matthias Mohr**0508004 A Trend-Cycle(-Season) Filter***by*Matthias Mohr**0508003 Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?***by*Catalin Starica & Stefano Herzel & Tomas Nord**0508002 Forecasting in Continuous Double Auction***by*Martin Smid**0508001 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management***by*Feng Dai & Lin Liang**0507014 Seasonally specific model analysis of UK cereals prices***by*Philip Kostov & John Lingard**0507013 Assessing Forecast Performance in a VEC Model: An Empirical Examination***by*Zacharias Bragoudakis**0507012 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging***by*Feng Dai & Hui Liu & Ying Wang**0507011 Regional Empirics for Economic Disparities in Italy: 1951-2001***by*Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli**0507010 A proposal of poverty measures based on the Bonferroni inequality index***by*Giovanni Maria Giorgi & Michele Crescenzi**0507009 Encounter with the Italian Statistical School: A conversation with Carlo Benedetti***by*Giovanni Maria Giorgi**0507008 Sampling distribution of the Bonferroni inequality index from exponential population***by*Giovanni Maria Giorgi & Riccardo Mondani**0507007 Bayesian estimation of the Bonferroni index from a Pareto-type I population***by*Giovanni Maria Giorgi & Michele Crescenzi**0507006 Distribution-free estimation of the Gini inequality index: the kernel method approach***by*Pier Luigi Conti & Giovanni Maria Giorgi**0507005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data***by*Giovanni Maria Giorgi & Andrea Pallini**0507004 A look at the Bonferroni inequality measure in a reliability framework***by*Giovanni Maria Giorgi & Michele Crescenzi**0507003 Estimating the Underground Economy using MIMIC Models***by*Trevor Breusch**0507002 Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units***by*Stefano Fachin**0507001 A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra***by*Mehmet Dalkir**0506010 New Panel Unit Root Tests under Cross Section Dependence for Practitioners***by*Donggyu Sul**0506009 A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios***by*Hsiang-Tai Lee & Jonathan Yoder**0506008 Liberalisation and it’s effect on inequality in developing countries-A case study on India***by*Supreena Narayanan**0506007 Structural change in Export and economics growth: Analysis for spain (1980-2001)***by*zaharey**0506006 Inspiration About The Economy***by*ZhaoYuan Wang**0506005 Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000***by*Gino Santarossa & Marie-Ève Brouard**0506004 Another Look At What To Do With Time-Series Cross-Section Data***by*Xiujian Chen & Shu Lin & W. Robert Reed**0506003 Adaptive Estimation of the Regression Discontinuity Model***by*Yixiao Sun**0506002 The Price-Dividend Relationship In Inflationary And Deflationary Regimes***by*Jakob Madsen & Costas Milas**0506001 The effect on retail charges of mergers in the GB electricity market***by*Evens SALIES**0505008 Informatique, organisation du travail et intéractions sociales***by*Nathalie Greenan & Emmanuelle Walkowiak**0505007 Tests for cointegration in panels with regime shifts***by*Luciano Gutierrez**0505006 Active versus Passive Sample Attrition: The Health and Retirement Study***by*Honggao Cao & Daniel H. Hill**0505005 On Tail Index Estimation for Dependent, Heterogenous Data***by*Jonathan B. Hill**0505004 Periodic Properties of Interpolated Time Series***by*Hashem Dezhbakhsh & Daniel Levy**0505003 Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures***by*Massimiliano Marinucci & Teodosio Pérez-Amaral**0505002 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models***by*Alastair R. Hall & Atsushi Inoue**0505001 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S***by*Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon**0504008 Does Format of Pricing Contract Matter?***by*Teck-Hua Ho & Juanjuan Zhang**0504007 Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques***by*Pablo M Garcia**0504006 Another Look at the Identification of Dynamic Discrete Decision Processes***by*Victor Aguirregabiria**0504005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange***by*David Chappell & Theodore Panagiotidis**0504004 Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach***by*Theodore Panagiotidis & Emilie Rutledge**0504003 Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis***by*Rajagopal**0504002 Testing Cointegration Rank in Large Systems***by*Chen Pu & Hsiao Chihying**0504001 Forecasting Spot Electricity Prices With Time Series Models***by*Rafal Weron & Adam Misiorek**0503021 Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models***by*Arnab Bhattacharjee**0503020 Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series***by*Ching-Kang Ing**0503019 Financing Constraints and Firm Inventory Investment: A Reexamination***by*John Tsoukalas**0503018 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study***by*Marie Bessec & Othman Bouabdallah**0503017 An intuitive guide to wavelets for economists***by*Patrick Crowley**0503016 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited***by*Jonathan B. Hill**0503015 Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process***by*Martin Smid**0503014 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis***by*Ozgen Sayginsoy**0503013 Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach***by*Amjad D. Al-Nasser**0503012 The Inflation In European Union***by*Giovanis Elephtherios**0503011 The hunting in the Province of Elassona***by*Giovanis Elephtherios**0503010 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens***by*Giovanis Elephtherios**0503009 Econometric Analysis for the rural sector in Greek economy***by*Giovanis Elephtherios**0503008 Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications***by*Matteo M. Pelagatti**0503007 Dynamic Conditional Correlation with Elliptical Distributions***by*Matteo M. Pelagatti & Stefania Rondena**0503006 Business cycle and sector cycles***by*Matteo M. Pelagatti**0503005 A Residential Energy Demand System for Spain***by*Xavier Labandeira & José M. Labeaga & Miguel Rodríguez**0503004 Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development***by*T. Di Matteo & T. Aste & Michel M. Dacorogna**0503003 Boating Against the Current: Cases, Concepts, Models and Development Power***by*feng dai**0503002 Nonlinearity, Nonstationarity and Spurious Forecasts***by*Vadim Marmer**0503001 Structural Changes in NICs: Some Evidences on Attractor Points***by*Hossein Abbasi-Nejad & Shapour Mohammadi**0502017 A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria***by*Victor Aguirregabiria & Pedro Mira**0502016 Structural Changes in NICs: Some Evidences on Attractor Points***by*Hossein Abbasi-Nejad & Shapour Mohammadi**0502015 A link between measures of Gross National Product, and measures of corruption***by*Mukti Diah Riani & Stuart Wattam**0502014 Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua***by*adela parra romero & viviana vargas franco & carlos castellar palma**0502013 Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification***by*Cornelis A. Los**0502012 Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage***by*Rajagopal**0502011 Extraction of Common Signal from Series with Different Frequency***by*Edoardo Otranto**0502010 Multivariate STAR Unemployment Rate Forecasts***by*Costas Milas & Phil Rothman**0502009 Grinkevych's Model of forecasting***by*Dmitry**0502008 Nonparametric Slope Estimators for Fixed-Effect Panel Data***by*Kusum Mundra**0502007 Assessing Forecast Performance in a VEC Model: An Empirical Examination***by*Bragoudakis Zacharias**0502006 On detecting and modeling periodic correlation in financial data***by*Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska**0502005 Modeling electricity prices with regime switching models***by*Michael Bierbrauer & Stefan Trueck & Rafal Weron**0502004 Modeling and forecasting electricity loads: A comparison***by*Rafal Weron & Adam Misiorek**0502003 Market price of risk implied by Asian-style electricity options***by*Rafal Weron**0502002 The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend***by*Stanislav Radchenko**0502001 Protection Of Privacy Through Microaggregation***by*Edgar L. Feige & Harold W. Watts**0501015 Overlaying Time Scales in Financial Volatility Data***by*Eric Hillebrand**0501014 Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View***by*Dubois**0501013 The Inflation In European Union***by*Giovanis Elephtherios**0501012 The hunting in the Province of Elassona***by*Giovanis Elephtherios**0501008 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens***by*Giovanis Elephtherios**0501007 Econometric Analysis for the rural sector in Greek economy***by*Giovanis Elephtherios**0501006 GMM Estimation for Long Memory Latent Variable Volatility and Duration Models***by*Willa Chen & Rohit Deo**0501005 Tracing the Source of Long Memory in Volatility***by*Rohit Deo & Mengchen Hsieh & Clifford Hurvich**0501004 Estimation of mis-specified long memory models***by*Willa Chen & Rohit Deo**0501003 The Variance Ratio Statistic at large Horizons***by*Willa Chen & Rohit Deo**0501002 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment***by*Rohit Deo & Clifford Hurvich & Yi Lu**0501001 Structural VAR identification in asset markets using short-run market inefficiencies***by*Gultekin Isiklar

### 2004

**0412012 HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India***by*Puja Guha**0412011 On aggregation bias in fixed-event forecast efficiency tests***by*Gultekin Isiklar**0412010 Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile***by*Dante Jara**0412009 Asymptotics for Duration-Driven Long Range Dependent Processes***by*Mengchen Hsieh & Clifford Hurvich & Philippe Soulier**0412008 Predictive Regressions: A Reduced-Bias Estimation Method***by*Yakov Amihud & Clifford Hurvich**0412007 Semiparametric Estimation of Fractional Cointegrating Subspaces***by*Willa Chen & Clifford Hurvich**0412006 Estimating Long Memory in Volatility***by*Clifford Hurvich & Eric Moulines & Philippe Soulier**0412005 Non-stationarities in financial time series, the long range dependence and the IGARCH effects***by*Thomas Mikosch & Catalin Starica**0412004 Long range dependence effects and ARCH modelling***by*Thomas Mikosch & Catalin Starica**0412003 Changes of structure in financial time series and the GARCH model***by*Thomas Mikosch & Catalin Starica**0412002 Is it really long memory we see in financial returns?***by*Thomas Mikosch**0412001 Threshold Cointegration between Stock Returns : An application of STECM Models***by*Jawadi Fredj & Koubaa Yousra**0411018 Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors***by*Andreia Dionisio & Rui Menezes & Diana A. Mendes & Jacinto Vidigal da Silva**0411017 When did the 2001 recession really start?***by*J. Polzehl & V. Spokoiny & C. Starica**0411016 Non-stationarities in stock returns***by*Catalin Starica & Clive Granger**0411015 Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?***by*Catalin Starica**0411014 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application***by*Jonathan B. Hill**0411013 Model Uncertainty, Complexity and Rank in Finance***by*Cornelis A. Los**0411012 On the Estimation of Nonlinearly Aggregated Mixed Models***by*Tommaso Proietti**0411011 Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited***by*Tommaso Proietti**0411010 The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts***by*Artur C. B. da Silva Lopes & Antonio Montañés**0411009 Demand Pull and Supply Push in Portuguese Cable Television***by*João Leitão**0411008 Data-Driven Rate-Optimal Specification Testing In Regression Models***by*Emmanuel Guerre & Pascal Lavergne**0411007 Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series***by*Guerre**0411006 Measuring Eco-efficiency of Production: A Frontier Approach***by*Mika Kortelainen & Timo Kuosmanen**0411005 Space-Time Lags: Specification Strategy In Spatial Regression Models***by*Fernando A. López Hernández & Coro Chasco Yrigoyen**0411004 Modelos De Heterogeneidad Espacial***by*Coro Chasco Yrigoyen**0411003 Tests of seasonal integration and cointegration in multivariate unobserved component models***by*Fabio Busetti**0411002 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure***by*Elena Pesavento & Barbara Rossi**0410011 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire***by*Cornelis A Los**0410010 On the Anatomy of Productivity Growth: A Decomposition of the Fisher Ideal TFP Index***by*Timo Kuosmanen & Timo Sipiläinen**0410009 SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device***by*Ignacio Díaz-Emparanza**0410008 TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl***by*Ignacio Díaz-Emparanza**0410007 On the stability of recursive least squares in the Gauss-Markov model***by*Evens SALIES**0410006 Modelling Directional Dispersion Through Hyperspherical Log- Splines***by*J.T.A.S. Ferreira & M.F.J. Steel