© Simon P. Burke and John Hunter 2005
1 Introduction: Cointegration, Economic Equilibrium and the Long Run
2 Properties of Univariate Time Series
3 Relationships Between Non-Stationary Time Series
4 Multivariate Time Series Approach to Cointegration
5 Exogeneity and Identification
6 Further Topics in the Analysis of Non-Stationary Time Series
7 Conclusions: Limitations, Developments and Alternatives