Bibliografia Detalhada

Likelihood Based Inference on Cointegration in the Vector Autoregressive Model
Johansen, S.
Oxford University Press (2nd Edition)
1996

Time Series Analysis
Hamilton, J.
Princeton University Press.
1994

Applied Econometric Time Series
Enders, W. (2010)
Wiley (3rd Edition)
2010

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