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“Error-correction models” as a book category refers to works on econometric time‑series methods that capture short‑run dynamics while maintaining a long‑run equilibrium relationship among variables. These books cover unit roots and cointegration, the derivation and estimation of ECM/VECM from ARDL/VAR frameworks (e.g., Engle–Granger and Johansen approaches), and the role of the error‑correction term in measuring the speed of adjustment after shocks. They typically blend theory with practice: model specification, diagnostics, structural breaks, forecasting, impulse responses, and hypothesis testing, often illustrated with macroeconomic and financial applications (inflation, exchange rates, interest rates, consumption–income) and code in R, Stata, EViews, MATLAB, or Python. Many also treat extensions such as ARDL bounds testing, panel and nonlinear ECMs, and policy analysis.

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