# Universite de Montreal, Departement de sciences economiques

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Postal: CP 6128, Succ. Centre-Ville, Montréal, Québec, H3C 3J7

Phone: (514) 343-6540

Fax: (514) 343-5831

Web page: http://www.sceco.umontreal.ca

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Phone: (514) 343-6540

Fax: (514) 343-5831

Web page: http://www.sceco.umontreal.ca

More information through EDIRC

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### 2001

**2001-29 An Eigenfunction Approach for Volatility Modeling***by*MEDDAHI, Nour**2001-28 Trade Liberalization and the Profitability of Domestic Mergers***by*GAUDET, Gérard & KANOUNI, Rams**2001-27 Probabilistic Assignments of Identical Indivisible Objects and Uniform Probabilistic Rules***by*EHLERS, Lars & KLAUS, Bettina**2001-26 A Theoretical Comparison Between Integrated and Realized Volatilies***by*MEDDAHI, Nour**2001-25 Multiple Public Goods and Lexicographic Preferences Replacement Principle***by*EHLERS, Lars**2001-24 On Fixed-Path Rationing Methods***by*EHLERS, Lars**2001-23 Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions***by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil**2001-22 The Inflation Bias When the Central Bank Targets, the Natural Rate of Unemployment***by*RUGE-MURCIA, Francisco J.**2001-21 On the Political Economy of Sequential Reforms***by*CASTRO, Rui & COEN-PIRANI, Daniele**2001-20 La finance islamique: fondements, theorie et realite***by*MARTENS, André**2001-19 The Bootstrap of Mean for Dependent Heterogeneous Arrays***by*GONÇALVES, Silvia & WHITE, Halbert**2001-18 Wage Policy of Firms: an Empirical Investigation***by*LLUIS, Stéphanie**2001-17 The Measurement of Diversity***by*BOSSERT, Walter & PATTANAIK, Prasanta K. & XU, Yongsheng**2001-16 A Representation Theorem for Domains with Discrete and Continuous Variables***by*BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David**2001-15 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie***by*DUFOUR, Jean-Marie**2001-14 Efficiency in Uncertain Cooperative Games***by*BOSSERT, Walter & DERKS, Jean & PETERS, Hans**2001-13 Rationalizability of Choice Functions on General Domains without Full Transitivity***by*BOSSERT, Walter & SPRUMONT, Yves & SUZUMURA, Kotaro**2001-12 Organizational Design of R&D Activities***by*AMBEC, Stefan & POITEVIN, Michel**2001-11 Les sciences économiques et le monde francophone***by*TREMBLAY, Rodrigue**2001-10 Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables***by*GARCIA,René & LUGER, Richard & RENAULT, Éric**2001-09 Asymmetric Smiles, Leverage Effects and Structural Parameters***by*GARCIA,René & LUGER, Richard & RENAULT, Éric**2001-08 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects***by*DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas**2001-07 A Prudent Central Banker***by*RUGE-MURCIA, Francisco J.**2001-06 The Axiomatic Approach to Population Ethics***by*BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David**2001-05 Religion and Economic Growth: Was Weber Right?***by*BLUM, Ulrich & DUDLEY, Leonard**2001-04 Inflation Targeting Under Asymmetric Preferences***by*RUGE-MURCIA, Francisco .J.**2001-03 What Is a Commody? Two Axiomatic Anwers***by*SPRUMONT, Yves**2001-02 Ranking Sets of Objects***by*BARBERA, Salvador & BOSSERT, Walter & PATTANAIK, Prasanta K.**2001-01 Non-Deteriorating Choice***by*BOSSERT, Walter & SPRUMONT, Yves

### 2000

**2000-17 Information Sharing and the Stability of Cooperation in Research Joint Ventures***by*ATALLAH, Gamal**2000-16 Vertical R&D Sprillovers, Cooperation, Market Structure, and Innovation***by*ATALLAH, Gamal**2000-15 Cooperative VS. Non-cooperative Truels: Little Agreement, but Does that Matter?***by*BOSSERT, Walter & BRAMS, Steven J. & KILGOUR, D. Marc**2000-14 Économétrie, théorie des tests et philosophie des sciences***by*DUFOUR, Jean-Marie**2000-13 Innis Lecture: Can the Theory of Incentives Explain Decentralization?***by*POITEVIN, Michel**2000-12 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes***by*DUFOUR, Jean-Marie & TORRÈS, Olivier**2000-11 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions***by*DUFOUR, Jean-Marie & KHALAF, Lynda**2000-10 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions***by*DUFOUR, Jean-Marie & KHALAF, Lynda**2000-09 Core Retionalizability in Two-Agent Exchange Economies***by*BOSSERT, Walter & SPRUMONT, Yves**2000-08 Sharing a River***by*AMBEC, Steve & SPRUMONT, Yves**2000-07 Optimal Licensing Contracts and the Value of a Patent***by*ERUTKU, C. & RICHELLE, Yves**2000-06 International Transmission of the Business Cycle in a Multi-Sector Model***by*AMBLER, Steve & CARDIA, Emanuela & ZIMMERMANN, Christian**2000-05 International Business Cycles: What Are the Facts?***by*AMBLER, Steve & CARDIA, Emanuela & ZIMMERMANN, Christian**2000-04 How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis***by*CARDIA, Emanuela & NG, Serena**2000-03 The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity***by*MOON, Hyungsik Roger & PERRON, Benoit**2000-02 Les déterminants des faillites bancaires dans les pays en développement: le cas des pays de l'Union économique et monétaire Ouest-africaine (UEMOA)***by*POWO FOSSO, Bruno**2000-01 Latent Variable Models for Stochastic Discount Factors***by*GARCIA, René & RENAULT, Éric

### 1999

**9913 Distortionary Taxation and Labor Supply: Evidence from Canada***by*CARDIA, Emanuela & KOZHAYA, Norma & RUGE-MURCIA, Francisco J.**9912 Jumps in the Volatility of Financial Markets***by*PERRON, Benoît**9911 The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model***by*LINTON, Olivier & PERRON, Benoît**9910 Noncompetitive Recycling and Market Power***by*GAUDET, Gérard & VAN LONG, Ngo**9909 Collusion in a Model of Repeated Auctions***by*JOHNSON, Paul & ROBERT, Jacques**9908 L'intégration économique dans les Amériques: stratégies pour tenter d'assurer la viabilité et le développement économique du Québec***by*PROULX, Pierre-Paul**9907 Les facteurs declencheurs des crises financieres internationales***by*TREMBLAY, Rodrigue**9906 Sector-Specific on-the-Job Training: Evidence from U.S. Data***by*VILHUBERT, Lars**9905 Wage Flexibility and Contract Structure in Germany***by*VILHUBERT, Lars**9904 Sector-Specific Training and Mobility in Germany***by*VILHUBERT, Lars**9903 Paretian Quasi-Orders: Two Agents***by*SPRUMONT, Yves**9902 Coherent Cost-Sharing Rules***by*SPRUMONT, Yves**9901 Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off***by*PERRON, Benoît

### 1998

**9818 Aggregations and Marginalization of GARCH and Stochastic Volatility Models***by*MEDDAHI, Nour & RENAULT, Éric**9817 The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation***by*PERRON, Pierre & MALLET, Sylvie**9816 Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices***by*PERRON, Pierre & VODOUNOU, Cosme**9815 Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition***by*PERRON, Pierre & VODOUNOU, Cosme**9814 Quadratic M-Estimators for ARCH-Type Processes***by*MEDDAHI, Nour & RENAULT, Éric**9813 Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions***by*DUFOUR, Jean-Marie & KHALAF, Lynda**9812 Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors***by*DUFOUR, Jean-Marie & JASIAK, Joanna**9811 Simulation-Based Finite-Sample Normality Tests in Linear Regressions***by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien**9810 Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models***by*ABDELKHALEK, Touhami & DUFOUR, Jean-Marie**9809 GLS Detrending, Efficient Unit Root Tests and Structural Change***by*PERRON, Pierre & RODRIGUEZ, Gabriel**9808 Environmental Risk: Should Banks Be Liable?***by*GOBERT, Karine & POITEVIN, Michel**9807 Computation and Analysis of Multiple Structural-Change Models***by*BAI, Jushan & PERRON, Pierre**9806 Non-Commitment and Savings in Dynamic Risk-Sharing Contracts***by*GOBERT, Karine & POITEVIN, Michel**9805 Efficient Strategy-Proof Allocation Functions in Linear Production Economies***by*MANIQUET, François & SPRUMONT, Yves**9804 Pleasures of Cockaigne: a Story of Quality Gaps, Market Structure and Demand for Grading Services***by*HOLLANDER, Abraham & MONIER, Sylvette & OSSARD, Hervé**9803 Uncovering Financial Markets Beliefs About Inflation Targets***by*RUGE-MURCIA, Francisco J.**9802 Political Influence, Economic Interests and Endogenous Tax Structure in a Computable Equilibrium Framework: with Applicatioon to the United States, 1973 and 1983***by*HOTTE, Louis & WINER, Stanley L.**9801 Risk Aversion, Intertemporal Substitution, and Option Pricing***by*GARCIA, René & RENAULT, Éric**1198 Environmental Risks : Should Banks Be Liable?***by*GOBERT, Karine & POITEVIN, Michel

### 1997

**9720 Natural-Resource Exploitation with Costly Enforcement of Property Rights***by*HOTTE, Louis**9719 How do Young People Choose College Majors?***by*MONTMARQUETTE, Claude & CANNINGS, Kathy & MAHSEREDJIAN, Sophie**9718 Intertemporal and Spatial Depletion of Landfills***by*GAUDET, Gérard & MOREAUX, Michel & SALANT, Stephen W.**9717 On the Profitability of Production Constraints in a Dynamic Natural Resource Oligopoly***by*BENCHEKROUN, Hassan & GAUDET, Gérard**9716 The Macroeconomic Effects of Infrequent Information with Adjustment Costs***by*BONOMO, Marco & GARCIA, René**9715 Tests of Conditional Asset Pricing Models in the Brazilian Stock Market***by*BONOMO, Marco & GARCIA, René**9714 Décentralisation financière et pays en dévelopement: concepts, mesure et évaluation***by*BIRD, Richard & VAILLANCOURT, François**9713 Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy***by*ABDELKHALEK, Touhami & DUFOUR, Jean-Marie**9712 Credibility and Signaling in Disinflation- a Cross Country Examination***by*RUGE-MURCIA, Francisco J.**9711 Contentious Contracts***by*HEGE, Ulrich & VIALA, Pascale**9710 Cooperative of Noncooperative Behavior?***by*SPRUMONT, Yves**9709 Explaining the Persistence of Commodity Prices***by*NG, Serena & RUGE-MURCIA, Francisco J.**9708 Rigidité normale, dévaluation et équilibre général intertemporel***by*AKITOBY, Bernardin**9707 Heterodox Inflation Stabilization in Argentina, Brazil, and Israel. A Historical Review and Some Stylized Facts***by*RUGE-MURCIA, Francisco J.**9706 Étude de l'efficacité de la dévaluation du franc CFA au Bénin***by*AKITOBY, Bernardin**9705 Reported Job Satisfaction : What Does It Mean?***by*LEVY-GARBOUA, Louis & MONTMARQUETTE, Claude**9704 Private Storage of Common Property***by*GAUDET, Gérard & MOREAUX, Michel & SALANT, Stephen W.**9703 The Wage Rate and the Profit Rate in the Price of Production Equation: a New Solution to an Old Problem***by*LORANGER, Jean-Guy**9702 A Note on Ordinally Equivalent Pareto Surfaces***by*SPRUMONT, Yves**9701 Termes de l'échange endogènes et cycles économiques réels : une application à la Côte-d'Ivoire***by*AKITOBY, Bernardin**1997 Tests of Conditional Asset Pricing Models in the Brazilian Stock Market***by*BONOMO, Marco & GARCIA, René

### 1996

**9628 On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute is Limited***by*Amigues, J-P & Favard, P & Gaudet, G & Moreaux, M**9627 Equal Factor Equivalence in Economies with Multiple Public Goods***by*Sprumont, Y.**9626 Production Linkages Between Informal and Formal Activities Considering Domestic and Imported Inputs: an Application of the Minimal-Flow-Analysis Method to Senegal***by*Dansereau, P. & Martens, A. & Schnabl, H.**9625 The Transformation Problem : an Aleternative Solution with an Identical Aggregate Profit Rate in the Labor value and the Monetary Space***by*Loranger, J.G.**9624 Ordinal Cost Sharing***by*Sprumont, Y.**9623 Economic integration in North America: Formal, Informal and Spatial Aspects***by*Proulx, P.P.**9622 La mondialisation de l'economie et le role de l'Etat***by*Proulx, P.P.**9621 Macroemesures in Computable General Equilibrium Models: a Probabilistic Treatment with an Application to Morocco***by*Touhami, A. & Martens, A.**9620 Communication and Economic Growth***by*Dudley, L.**9619 The Rationality of Revolution***by*Dudley, L.**9618 La mobilite internationale des facteurs de production en situation de chomage et de libre-echange commercial: une revue de la problematique***by*Tremblay, R.**9617 Actifs financiers et theorie de la consommation***by*Allard, M. & Bronsard, C. & Gourieroux, C.**9616 The Rise and Decline of the East German Economy, 1949-1989***by*Blum, U. & Dudley, L.**9615 Arbitrage-Based Pricing when Volatility is Stochastic***by*Bossaerts, P. & Ghysels, E. & Gourieroux, C.**9614 The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation***by*Kollman, R.**9613 Stochastic Volatility***by*Ghysels, E. & Harvey, A. & Renault, E.**9612 A Semi-Parametric Factor Model for Interest Rates***by*Ghysels, E. & Ng, S.**9611 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests***by*Perron, P. & Ng, S.**9610 Investment Under Demand Uncertainty: the Newsboy Problem Revisited***by*DIONNE, Georges & MOUNSIF, Tahar**9609 The Efficiency of Collective Bargaining in Public Schools***by*Hosken, D.S. & Margolis, D.N.**9608 Labor Market Institutions and Gender Differences in Wage Inequality***by*Fortin, N.M. & Lemieux, T.**9607 Rank Regressions, Wage Distributions and the Gender Gap***by*Fortin, N.M. & Lemieux, T.**9606 How Prescribed Policy Can Mislead when Data Are Defective: a Follow-Up to Srinivasan (1994) Using General Equilibrium***by*Mercenier, J. & Yeldan, E.**9605 Moral Hazard and Marshallian Inefficiency: Evidence from Tunisia***by*Al, C. & Arcand, J.L. & Ethier, F.**9604 Toward a Political Theory of Environmental Policy***by*Boyer, M. & Laffont, J.J.**9603 A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks***by*Gonzalo, J. & Ng, S.**9602 Cognition in Seemingly Riskless Choices and Judgments***by*Levy-Garboua, L. & Montmarquette, C.**9601 Parametric and Nonparametric Approaches to Price and Tax Reform***by*Deaton, A. & Ng, S.

### 1995

**9560 A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets***by*DIONNE, Georges & GOLLIER, Christian**9559 Cohort Effects and Returns to Seniority in France***by*MARGOLIS, David N.**9558 The Determinants of University Dropouts: a Sequential Decision Model with Selectivity Bias***by*MONTMARQUETTE, Claude & MAHSEREDJIAN, Sophie & HOULE, Rachel**9557 Environmental Protection Producer Insolvency and Lender Liability***by*BOYER, Marcel**9556 Capacity Commitment Versus Flexibility: The Technological Choice Nexus in a Strategic Context***by*BOYER, Marcel & MOREAUX, Michel**9555 Entry Blockading Locations***by*BOYER, Marcel & MOREAUX, Michel & MAHENC, Philippe**9554 Multivariate Cointegration in the Presence of Structural Breaks: the Case of Money Demand in Mexico***by*De Lemos Grandmont, R.**9553 Mexico's Financial Liberalization and Reform, a Critical Overview***by*De Lemos Grandmont, R.**9552 Estimating and Testing Linear Models with Multiple Structural Changes***by*Perron, P. & Bai, J.**9551 Nonparametric-two-Step Estimation of Unknown Regression Functions when the Regressors and the Regression Error Are not Independent***by*Ng, S. & Pinkse, J.**9550 Optimal Insurance Design Under Background Risk***by*Viala, P. & Briys, E.**9549 Exact Tests in Single Equation Autoregressive Distributed Lag Models***by*Dufour, J.M. & Kiviet, J.F.**9548 Exact Tests Structural Change in First-Order Dynamic Models***by*Dufour, J.M. & Kiviet, J.F.**9547 Exact Inference Methods for First-Order Autoregressive Distributed Lag Models***by*Dufour, J.M. & Kiviet, J.F.**9546 The Empirics of Economic Growth in a Cross Section of Countries: Do Errors in Variables Really Not Matter?***by*Arcand, J.L. & Dagenais, M.G.**9545 Land Ownership, Working Capital, and the Agricultural Output: Egypt, 1913-1958***by*ARCAND, Jean-Louis**9544 On the Dynamic Specification of International Asset Pricing Models***by*Kichian, M. & Garcia, R. & Ghysels, E.**9543 Intergenerational Contracts, Remittances, and Growth***by*Arcand, J.L. & Boulila, G. & Tritten, C.**9542 La décentralisation: facteur de développement ou d'éclatement du Québec***by*Proulx, P.P.**9541 Neoliberalism and the Overwelming Influence of Financial Markets: a Comparative Analysis between NAFTA Countries and Other G-& Countries***by*Loranger, J.G.**9540 Temporal Aggregation in a Multi-Sector Economy with Endogenous Growth***by*Mercenier, J. & Michel, P.**9539 Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration***by*Dufour, J.M.**9538 Short-Run and Long-Rub Causality in Time Series: Theory***by*Dufour, J.M. & Renault, E.**9537 Infessing Technological Parameters from Incomplete Panel Data***by*Dionne, G. & Gane, R. & Vanasse, C.**9536 Market Time and Asset Price Movements: Theory and Estimation***by*Ghysels, E. & Gourieroux, C. & Jasiak, J.**9535 The Exact Error in Estimating the Special Density at the Origin***by*Ng, S. & Perron, P.**9534 Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems***by*Ng, S. & Perron, P.**9533 Incentives in Multi-Period Regulation and Procurement : a Graphical Analysis***by*Dionne, G. & Fluet, C.**9532 Singular Demand Systems as an Intrument of Scientific Discovery***by*Bronsard, C. & Michel, P. & Salvas-Bronsard, L.**9531 Non-Convexities and Efficiency of Equilibria in Insurance Markets with Asymmetric Information***by*Dionne, G. & Fombaron, N.**9530 A Discrete-Time Version of Target Zone Models with Jumps***by*Pesaran, M.H. & Ruge-Murcia, F.J.**9529 Government Expenditure and the Dynamics of High Inflation***by*Ruge-Murcia, F.J.**9528 On the Repayment of Personal Loans Under Asymmetrical Information: a Count Data Model Approach***by*Dionne, G. & Aris, M. & Guillen, M.**9527 Medical Conditions and the Severity of Commercial Motor Vehicle (CMV) Drivers's Road Accidents***by*Laberge-Nadeau, C. & Dionne, G. & Maag, U.**9526 Mark Up Fluctuations in U.S. Manufacturing and Trade: New Empirical Evidence Based on a Model of Optimal Storage***by*Kollmann, R.**9525 On Stable Factor Structurs in the Pricing of Risk***by*Ghysels, E.**9524 Predictive Tests for Structural Change with Unknown Breakpoint***by*Ghysels, E. & Guay, A. & Hall, A.**9523 An Empirical Analysis of the Canadian Budget Process***by*Campbell, B. & Ghysels, E.**9522 On the Residual Dynamics Implied by Rational Expectations Hypothesis***by*Bronsard, C. & Salvas-Bronsard, L. & Trognon, A.**9521 Balanced Egalitarian Redistribution of Income***by*Sprumont, Y.**9520 The Impact of Decentralization on Growth and Democracy: a Note***by*Charles, S. & Vaillancourt, F. & Marceau, N.**9519 On the Game-Theoretic Structure of Public-Good Economies***by*Sprumont, Y.**9518 On Periodic Structures and Testing for Seasonal Unit Roots***by*Ghysels, E. & Hall, A. & Lee, H.S.**9517 Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process***by*Ghysels, E. & Granger, C.W.J. & Siklos, P.L.**9516 Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary***by*Ng, S.**9515 The Risky Spread, Investment, and Monetary Policy Transmission: Evidence on the Role of Asymmetric Information***by*Ng, S. & Schaller, H.**9514 Looking for Evidence of Speculative Stockholding in Commodity Markets***by*Ng, S.**9513 Simulation Based Inference in Moving Average Models***by*Ghysels, E. & Khalaf, L. & Vodounou, C.**9512 An Axiomatization of the Pazner-Schmeidler Rules in Large Fair Division Problems***by*Sprumont, Y.**9511 Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation***by*Garcia, R. & Lusardi, A. & Ng, S.**9510 Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models***by*Garcia, R.**9509 Matching, Human capital, and the Covariance Structure of Earnings***by*Parent, D.**9508 Industry-Specific Capiatl and the Wage Profile: Evidence from the NLSY and the PSID***by*Parent, D.**9507 Wages and Mobility: the Impact of Employer-Provided Training***by*Parent, D.**9506 Survol des contributions theoriques et empiriques liees au capital humain***by*Parent, D.**9505 Are the Effects of Monetary Policy Asymmetric?***by*Garcia, R. & Schaller, H.**9504 Indexation Lags Heterodox Stabilization Programs***by*Cardia, E. & Ambler, S.**9503 High-Wage Workers and High-Wage Firms***by*Abowd, J.M. & Kramarz, F. & Margolis, D.N.**9502 Firm Heterogeneity and Worker Self-Selection Bias Estimated Returns to Seniority***by*Margolis, D..N.**9501 Environmental Risks and Bank Liability***by*Boyer, M. & Laffont, J.J.

### 1994

**9428 An Analysis of the Real Interest rate Under Regime Shifts***by*Garcia, R. & Perron, P.**9427 Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties***by*Perron, P. & Ng, S.**9426 Sequential Location Equilibria Under Incomplete Information***by*Boyer, M. & Laffont, J.J. & Mahenc, P.**9425 The Effect of Linear Filters on Dynamic Time series with Structural Change***by*Perron, P. & Ghysels, E.**9424 The Adequacy of Asymptotic Approximations in the Near-Integrated Autoregressive Model with Dependent Errors***by*Perron, P.**9423 Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag***by*Ng, S. & Perron, P.**9422 Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time***by*Vogelsang, T.J. & Perron, P.**9421 Further Evidence on Breaking Trend Functions in Macroeconomic Variables***by*Perron, P.**9420 Approximations to Some Exact Distributions in the First Order Autogressive Model with Dependent Errors***by*Nabeya, S. & Perron, P.**9419 Major Choice: Undergraduate Concentrations and the Probability of Graduation***by*Cannings, K. & Montmarquette, C. & Mahseredjian, S.**9418 Entrance Quotas abs Admission to Medical Schools: a Sequential Probit Model***by*Cannings, K. & Montmarquette, C. & Mahseredjian, S.**9417 The Creditors' Financial Reorganization Decision: New Evidence from Canadian Data***by*Fisher, T.C.G. & Martel, J.**9416 On the Analysis of Business Cycles Through the Spectrum of Chronologies***by*Ghysels, E. & Sarlan, H.