Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Advanced Texts in Econometrics)
by Anindya Banerjee,Juan Dolado,Juan W. Galbraith,David F. Hendry
ISBN 13: 9780198288107
Format: Illustrated (344 pages) Publisher: Oxford University Press, USA Published: 27 May 1993
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Econometric Modeling: A Likelihood Approach
by David F. Hendry
ISBN 13: 9780691130897
Format: Paperback (378 pages) Publisher: Princeton University Press Published: 05 Mar 2007