1. Lecture notes.
2. Brockwell P.J. and Davis R.A. (2002), Introduction to Time Series and Forecasting, 2nd ed., Springer.
3. Enders W. (2004), Applied Econometric Time Series, 2nd ed., Wiley.
4. Mills T.C. (1999), The Econometric Modelling of Financial Time Series, 2nd ed., Cambridge University Press.
5. Stock, J. and Watson, M. (2003), Introduction to Econometrics, Addison-Wesley.
6. Wooldridge, J.M (2003), Introductory Econometrics: A Modern Approach, 2nd ed., Thomson South-Western.