I hope you dont mind me emailing the list with the content of issue 2,
volume 4, 2001,
of the Econometrics Journal.  The full text of the articles can be read via 

http://www.swetsnet.com/link/access_db?issn=1368-4221

or

http://www.ingenta.com/isis/browsing/AllIssues?journal=infobike://bpl/ectj&d
isplayLogin=true&redirectTo=/browsing/AllIssues%3fjournal=infobike://bpl/ectj

without you needing a username or password if your university has a license
(almost everyone does).  
Otherwise look at the journal's website
http://www.blackwellpublishers.co.uk/ectj/


CHIH-CHIANG HSU, CHUNG-MING KUAN, Distinguishing between trend-break
models: method and empirical evidence, pp. 171-190 

THÓRARINN G. PÉTURSSON AND TORSTEN SLØK, Wage formation and employment in a
cointegrated VAR model, pp. 192-210 

JUN YU AND PETER C. B. PHILLIPS, Gaussian approach for continuous time
models of the short-term interest rate, pp. 211-225 

ZACHARIAS PSARADAKIS, Markov level shifts and the unit-root hypothesis, pp.
226-242 

FRANZ K. DIETRICH The limiting distribution of the t-ratio for the unit
root test in an AR(1), pp. 243 - 257 

GARY KOOP AND DALE J. POIRIER Testing for optimality in job search models,
pp. 258 - 273 

ALOK BHARGAVA Stochastic specification and the international GDP series,
pp. 274 - 287 

HELMUT LÜTKEPOHL, PENTTI SAIKKONEN, AND CARSTEN TRENKLER Maximum eigenvalue
versus trace tests for the cointegrating rank of a VAR process, pp. 274- 297 

GUNNAR BÅRDSEN Review of PcGets 1 for Windows, pp. 298 - 305 

MORTEN B. JENSEN AND ASGER LUNDE The NIG-S&ARCH model: a fat-tailed,
stochastic, and autoregressive conditional heteroskedastic volatility
model, pp. 306-329 



Thanks,
Neil.
Neil Shephard
 
 Official Fellow, Nuffield College &
 Professor of Economics, Oxford University
 
 http://www.nuff.ox.ac.uk/Users/SHEPHARD/
 
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