Econometric Modelling with Time Series
Vance Martin, Stan Hurn & David Harris
Econometric Analysis of Stochastic Dominance
Yoon-Jae Whang
Structural Vector Autoregressive Analysis
Lutz Kilian & Helmut Lütkepohl
Almost All About Unit Roots
In Choi
Granularity Theory with Applications to Finance and Insurance
Patrick Gagliardini & Christian Gourieroux