Bibliografia

Principal

• Matyas, L. (ed.) (1999.) Generalized Method of Moments Estimation Cambridge University Press.
• Lutkepohl, H. (2005.) New Introduction to Multiple Time Series Analysis Springer

Secundária

• Johansen, S. (1996.) Likelihood Based Inference on Cointegration in the Vector Autoregressive Model 2nd ed., Oxford University Press
• Hamilton, J. (1994.) Time Series Analysis Princeton University Press
• Amisano, G. and C. Giannini (1997.) Topics in Structural VAR Econometrics 2nd ed., Springer