The SETI group has been looking for these signals since 1985 So far nada. The main area of research has focused around the 1612 MHz to 1720 MHz set of frequencies. Here's a few things I've considered why they may be coming up empty handed.
There's four main components to any radio signal. The bandwidth, frequency per second, the type of modulation used. and what type of information could be stored within the envelope (the carrier frequency itself). The first challenge would be to identify a electromagnetic carrier. SETI is searching mainly between 1.612-1.720ghz. The reason is in space the 1-10ghz frequencies travel nearly unimpeded. They've mainly focused on that range because there are millions upon millions of signals that first must be ruled out before moving on to the others. A very long and exhaustive tasking in itself. However even my home phone uses 5.8ghz. So it's not to say there couldn't be millions of other frequencies an alien civilization may have chosen yet still be within that range.
This brings us to the carrier envelope itself. Even if we should stumble on to such a carrier would we even recognize it. Take for example our TV's. They are specifically designed to recognize a certain bandwidth. Either too wide or too narrow they are little more then an unintelligible electrical brick even if they were tuned to a proper RF's envelope carrier frequency. Anyone who's ever played with a shortwave radio knows how important it is to adjust the radio's bandwidth enabling it to receive properly.
Assuming we have the right carrier frequency and bandwidth we need to understand how the useful information is modulated. Older TV's used amplitude modulated (AM) sine waves . Today's TV's use frequency modulation (digital 1 and 0's). There is yet a third type called pulsed width modulation (PM). Each can transmit useful information in of themselves or in some other combination with the other two. For example, older TV's once used sine waves which relied on the proper width and frequency of a horizontal pulse buried within the signal. Without it you'd have no picture. In fact in the early days of pay TV providers would flip the Horizontal Sync pulse upside down preventing customers not paying for it to receive such broadcasts.
In addition to these there's also Phase-shift keying (PSK). Frequency-shift keying (FSK). Amplitude-shift keying (ASK). On-off keying (OOK). Quadrature amplitude modulation (QAM), a combination of PSK and ASK and Continuous phase modulation (CPM). As you can see identifying which one can be a laborious time consuming task especially if the resulting information itself is encrypted for privacy reasons.
The bandwidth used is determined by what kind of information one wished to convey. Today's digital TV video has a bandwidth of 6,000,000hzSec. Human voice only requires only 6,000HzSec. So it follows any intelligence aliens wished to convey could contain either a much larger bandwidth then we now use or one much smaller.
Today's fiber optic communications relying on light waves can carry 10,000's of signals. It should be assumed alien signals would have this same capability dependent on their various bandwidths and the carrier frequency chosen.
Let's kick it up yet another notch. All these types of communication already might be ancient history to alien civilizations. I'm not about to go into all the details of the possibilities quantum communication may offer. It's said this type of communication could overcome the time it takes for light and electromagnetic waves to travel the vast distances within the universe. Quantum physics suggest distance (hence time) may not even be a factor in such a form of communication. As of yet receivers of this type are in their infancy.
The thing we need most to concern ourselves with. If we are ever able to master such a communication it would be most wise to listen first to what they are saying before we start making our presence known. It could threaten our existence. I'd hate to think somehow we flew under their radar for millions of years then by making our presence known they consider us no more significant then how we feel towards insects. It's always a wise idea to listen before leaping into something we know little about.