1. Department of Economics, McMaster University, Kenneth Taylor Hall, Room 426, 1280 Main Street West Hamilton, Ontario, Canada, L8S 4M4;;
2. Info-Metrics Institute, American University;;
3. Rimini Center for Economic Analysis;;
4. Center for Research in Econometric Analysis of TimE Series (CREATES), Aarhus University ();
5. ORSTAT, KU Leuven, Naamsestraat 69, B-3000 Leuven, Belgium ()