Russell Davidson and James G. MacKinnon, "The Case Against JIVE", Journal of Applied Econometrics, Vol. 21, No. 6, 2006, pp. 827-833. There is also a reply to Ackerberg and Devereux and Blomquist and Dahlberg on pp. 843-844. The file jive-figs.pdf contains the 13 figures from the original paper and the six figures from the reply that are not printed in the journal. This PDF file should be readable using Acrobat Reader or any other program for reading PDF files. James MacKinnon Department of Economics Queen's University Kingston, Ontario, Canada K7L 3N6 jgm [AT] econ.queensu.ca