| title | ISBN-13 | year of publica- tion  | other author(s) | 
|---|---|---|---|
| ARCH: Selected Readings | 978-0-19-877432-7 | 1999 | |
| Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger | 978-0-19-829683-6 | 1999 | Halbert White | 
| Empirical Asset Pricing: The Cross Section of Stock Returns | 978-1-118-09504-1 | 2016 | Turan G. Bali · Scott Murray | 
| Handbook of Econometrics Volume 4 | 978-0-444-88766-5 | 1999 | |
F. E. · R. E. · R. F. · R. F. Engle · Robert E. · Robert Engle · Robert F.
Elsevier Science · Oxford University Press · Wiley