Bibliografia Detalhada
New Introduction to Multiple Time Series AnalysisLutkepohl, H.Springer2005Applied Econometric Time SeriesW. Enders3ª Ed., Wiley2010(Bibliografia Opcional)Time Series AnalysisHamilton, J.Princeton University Press1994(Bibliografia Opcional)Likelihood Based Inference on Cointegration in the Vector Autoregressive ModelJohansen, S2ª Ed., Oxford University Press.1996(Bibliografia Opcional)