MFX: REFERENCES

INTRODUCTION

James Stock and Marc Watson, “Introduction to Econometrics”, 3rd

Edition.

Jeffrey Wooldridge, “Introductory Econometrics: A Modern Approach”.

Arthur S. Goldberger, “Introductory Econometrics”.

ECONOMETRIC THEORY AND APPLIED TIME SERIES

Walter Enders, “Applied Econometric Time Series”, 3rd Edition.

James Hamilton, “Time Series Analysis”.

Helmut Lütkepohl , “New Introduction to Multiple Time Series Analysis”.

Arthur S. Goldberger , “A Course in Econometrics”

Jack Johnston and John Dinardo, “Econometric Methods”.

FORECASTING

Frank Diebold, “Elements of Forecasting”, 4th Edition.