1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non-Stationary Panels -- 10. The Binary Qualitative Model.

We estimate the effect of breast cancer on labour market participation, up to five years after the cancer onset. The causal inference is systematically confounded by differences in age, education, past health and the past history in the labour market. We account for all these issues thanks to an...