Long-Run Economic Relationsships: Readings in Cointegration (Advanced Texts in Econometrics)

Variable Trends In Economic Time Series / James H. Stock And Mark W. Watson -- Econometric Modelling With Cointegrated Variables : An Overview / David F. Hendry -- Developments In The Study Of Cointegrated Economic Variables / C.w.j. Granger -- Co-integration And Error Correction : Representation, Estimation, And Testing / Robert F. Engle And C.w.j. Granger -- Forecasting And Testing In Co-integrated Systems / Robert F. Engle And Byung Sam Yoo -- Statistical Analysis Of Cointegration Vectors / Søren Johansen -- Testing For Common Trends / James H. Stock And Mark W. Watson -- Multicointegration / C.w.j. Granger And Tae-hwy Lee -- Cointegration And Tests Of Present Value Models / John Y. Campbell And Robert J. Shiller -- Merging Short- And Long-run Forecasts : An Application Of Seasonal Cointegration To Monthly Electricity Sales Forecasting / R.f. Engle, C.w.j. Granger, And J.j. Hallman. (cont.) Cointegrated Economic Time Series : An Overview With New Results / Robert F. Engle And B. Sam Yoo -- Critical Values For Cointegration Tests / James G. Mackinnon -- Some Recent Generalizations Of Cointegration And The Analysis Of Long-run Relationships / Clive W.j. Granger. Edited By R.f. Engle And C.w.j. Granger. Includes Bibliographical References And Indexes.