RP 2012-1: The Power of Unit Root Tests Against Nonlinear Local Alternatives by Matei Demetrescu and Robinson Kruse

RP 2012-2: Alternative Asymptotics and the Partially Linear Model with Many Regressors by Matias D. Cattaneo, Michael Jansson and Whitney K. Newey

RP 2012-3: Conditionally-Uniform Feasible Grid Search Algorithm by Matt P. Dziubinski

RP2012-4: The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options by Jeroen V.K. Rombouts, Lars Stentoft and Francesco Violante

RP2012-05: On the Oracle Property of the Adaptive LASSO in Stationary and Nonstationary Autoregressions by Anders Bredahl Kock

RP2012-06: Commodity derivatives pricing with inventory effects by Christian Bach and Matt P. Dziubinski

RP2012-07: Modelling Changes in the Unconditional Variance of Long Stock Return Series by Cristina Amado and Timo Teräsvirta

RP2012-08: On the Effects of Private Information on Volatility by Anne Opschoor, Michel van der Wel, Dick van Dijk and Nick Taylor

RP2012-09: Modelling conditional correlations of asset returns: A smooth transition approach by Annastiina Silvennoinen and Timo Teräsvirta

RP2012-10: Model Selection in Kernel Ridge Regression by Peter Exterkate

RP2012-11: Parametric Inference and Dynamic State Recovery from Option Panels by Torben G. Andersen, Nicola Fusari and Viktor Todorov

RP2012-12:  Goodness-of-fit testing for fractional diffusions by Mark Podolskij and Katrin Wasmuth

RP2012-13: Modelling electricity day–ahead prices by multivariate Lévy by Almut E. D. Veraart and Luitgard A. M. Veraart

RP2012-14: Unit roots, nonlinearities and structural breaks by Niels Haldrup, Robinson Kruse, Timo Teräsvirta and Rasmus T. Varneskov

RP2012-15: Heterogeneous Computing in Economics: A Simplified Approach by Matt P. Dziubinski and Stefano Grassi

RP2012-16: Oracle Inequalities for High Dimensional Vector Autoregressions by Anders Bredahl Kock and Laurent A.F. Callot

RP2012-17: Using the Yield Curve in Forecasting Output Growth and In‡flation by Eric Hillebrand, Huiyu Huang, Tae-Hwy Lee and Canlin Li

RP2012-18: Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors by Eric Hillebrand and Tae-Hwy Lee

RP2012-19: The impact of financial crises on the risk-return tradeoff and the leverage effect by Bent Jesper Christensen, Morten Ørregaard Nielsen and Jie Zhu

RP2012-20: On tests for linearity against STAR models with deterministic trends by Hendrik Kaufmann, Robinson Kruse and Philipp Sibbertsen

RP2012-21: On the estimation of the volatility-growth link by Andrey Launov, Olaf Posch and Klaus Wälde