Bibliografia

Principal

• Hamilton, J. (1994), "Time Series Analysis", Princeton University Press. Enders, W. (2009), "Applied Econometric Time Series", 3rd, John Wiley & Sons. :

Secundária

• Wooldridge, J.M. (2012), "Introductory Econometrics: A Modern Approach", 5th Ed., South Western Publishers. Greene, W.H. (2011), "Econometric Analysis", 7th Ed., Prentice Hall, New Jersey. Franses, P.H. and van Dick, D. (2000), "Non-Linear Time Series Models in Empirical Finance", Cambridge University Press. Franses, P.H. (1998), "Time series models for business and economic forecasting", Cambridge University Press. :