R. F. Engle

• Long-run economic relationships
• A disequilibrium model of regional investment
• Band spectrum regressions
• Cointegration, causality, and forecasting
• De facto discrimination in residential assessments
• Issues in the specification of an econometric model of metropolitan growth
• Some finite sample properties of spectral estimators of a linear regression
• Testing price equations for stability across frequencies
• The inconsistency of distributed lag estimators due to misspecification by time aggregation
• The specification of the disturbance for efficient estimation
• A general approach to the construction of model diagnostics based upon the lagrange multiplier principle
• A multiple indicators model for volatility using intra-daily data