Bibliografia Detalhada

New Introduction to Multiple Time Series Analysis
Lutkepohl, H.
Springer
2005

Applied Econometric Time Series
W. Enders
3ª Ed., Wiley
2010
(Bibliografia Opcional)

Time Series Analysis
Hamilton, J.
Princeton University Press
1994
(Bibliografia Opcional)

Likelihood Based Inference on Cointegration in the Vector Autoregressive Model
Johansen, S
2ª Ed., Oxford University Press.
1996
(Bibliografia Opcional)