Bibliografia

Principal

  • Lütkepohl, H. (2005) New Introduction to Multiple Time Series Analysis Lütkepohl, H. (2005), New Introduction to Multiple Time Series Analysis, Springer
  • Kilian, L., & Lütkepohl, H (2017) Structural vector autoregressive analysis Kilian, L., & Lütkepohl, H. (2017). Structural vector autoregressive analysis. Cambridge University Press.
  • Harvey, A. C. (1991) Forecasting, structural time series models and the Kalman filter Harvey, A. C. (1991). Forecasting, structural time series models and the Kalman filter, Cambridge University Press.
  • Commandeur, J. J. F. e Koopman, S. J. (2007) An Introduction to State Space Time Series Analysis Commandeur, J. J. F. e Koopman, S. J. (2007). An Introduction to State Space Time Series Analysis, Oxford University Press.

Secundária

Não foi definida bibliografia secundária