Macroeconometria II (1 º Sem 2018/2019)

EAP (Econometria Aplicada e Previsão)

Bibliografia

Principal

• Johansen, S., Likelihood Based Inference on Cointegration in the Vector Autoregressive Model, Oxford University Press (2nd Edition), 1996
• Hamilton, J., Time Series Analysis, Princeton University Press., 1994
• Enders, W. (2010), Applied Econometric Time Series, Wiley (3rd Edition), 2010
• Lütkepohl, H., New Introduction to Multiple Time Series Analysis, Springer, 2005