Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger / Engle

-- Stationary and Nonstationary Time Series -- Cointegration and Error Correction Models -- Asset Price

applications to health economics / Panel methods to test for unit roots and cointegration / Microeconometrics

distributed lags -- Vector autoregressions, unit roots, and cointegration -- Panel data analysis -- Small

models II -- Cointegration and state space models -- Robust estimation -- Principal components analysis

-- Multiequation time-series models -- Cointegration and error-correction models -- Nonlinear time-series models.

transformations to stationarity. 11. Misspecification and autocorrelation. 12. Cointegration and the error