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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/ Office Home Phone: 44 1865 278593 Fax:44 1865 278621 44 207266 2001 Nuffield College, Oxford OX1 1NF, UK.