Part I. Causality: 1. Investigating causal relations by econometric models
and cross-spectral methods; 2. Testing for causality; 3. Some recent
developments in a concept of causality; 4. Advertising and aggregate
consumption: an analysis of causality R. Ashley and R. Schmalensee; Part
II. Integration and Cointegration: 5. Spurious regressions in econometrics;
6. Some properties of time series data and their use in econometric model
specification; 7. Time series analysis of error correction models A. A.
Weiss; 8. Co-Integration and error-correction: representation, estimation
and testing; 9. Developments in the study of cointegrated economic
variables; 10. Seasonal integration and cointegration S. Hylleberg, R. F.
Engle and B. S. Yoo; 11. A cointegration analysis of Treasury Bill yields
A. D. Hall and H. M. Anderson; 12. Estimation of common long-memory
components in Cointegrated Systems J. Gonzalo; 13. Separation in
cointegrated systems and persistent-transitory decompositions N. Haldrup;
14. Nonlinear transformations of Integrated Time Series J. Hallman; 15.
Long Memory Series with attractors J. Hallman; 16. Further developments in
the study of cointegrated variables N. R. Swanson; Part III. Long Memory:
17. An introduction to long-memory Time Series models and fractional
differencing R. Joyeux; 18. Long-memory relationships and the aggregation
of dynamic models; 19. A long memory property of stock market returns and a
new model Z. Ding and R. F. Engle.

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