Hamilton, James D.: Time Series Analysis, Princeton University Press,
Princeton, N. J., 1994. Madda, G. S., and Kim In-Moo: Unit Roots, Cointegration, and Structural
Change, Cambridge University Press, New York, 1998. Mills, T. C.: Time Series Techniques for Economists, Cambridge University Press, 1990.
Rao, C. R.: Linear Statistical Inference and Its Applications, 2d ed., John
Wiley & Sons, New York, 1975. Zellner, A.: An Introduction to Bayesian Inference in Econometrics, John Wiley & Sons, New York, 1971.
Berndt, Ernst R.: The Practice of Econometrics: Classic and Contemporary, Addison-Wesley, 1991.
Bridge, J. I.: Applied Econometrics, North-Holland, Amsterdam, 1971.
Charemza, Wojciech W., and Derek F. Deadman: New Directions in Econometric Practice: General to Specific Modelling, Cointegration and Vector Autoregression, 2d ed., Edward Elgar Publisher, New York, 1997.
Cramer, J. S.: Empirical Econometrics, North-Holland, Amsterdam, 1969.
Desai, Meghnad: Applied Econometrics, McGraw-Hill, New York, 1976.
Kennedy, Peter: A Guide to Econometrics, 4th ed., MIT Press, Cambridge, Mass., 1998.
Leser, C. E. V.: Econometric Techniques and Problems, 2d ed., Hafner, London, 1974.
Mills, T. C.: The Econometric Modelling of Financial Time Series, Cambridge University Press, 1993.
Mukherjee, Chandan, Howard White, and Marc Wuyts: Econometrics and Data Analysis for Developing Countries, Routledge, New York, 1998.
Patterson, Kerry: An Introduction to Applied Econometrics: A Time Series Approach, St. Martin's Press, New York, 2000.
Rao, Potluri, and Roger LeRoy Miller: Applied Econometrics, Wadsworth, Belmont, Calif., 1971.
Note: For a list of the seminal articles on the various topics discussed in this book, please refer to the extensive bibliography given at the end of each chapter in Fomby et al., cited above.
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