1.STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN)

2.Co-Integration and Error Correction_Representation, Estimation, and Testing.pdf (by Robert F.Engle;C.W.J.Granger)

3.MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY.pdf( by Soren Johansen,Katarina Juselius) 4.Distribution of the Estimators for Autoregressive Time Series With a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller)

5.Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller)

6.Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf (by Robert F.Engle)

7.A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.pdf (by Halbert White) 8.A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf(by Whitey k .Newey;Kenneth D.West)

9.Specification Tests in Econometrics.pdf (by J.A.Hausman)

10.Robust Locally Weighted Regression and Smoothing Scatterplots.pdf (by Willism S.Cleveland)

11.Sample Selection Bias as a Specification Error.pdf (by James J.Heckman)

12.Large Sample Properties of Generalized Method of Moments Estimators.pdf (by Lars Peter Hansen)

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