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