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Studies in econometrics, time series, and multivariate statistics
Godman, Leo A., (1983)
Applied time series analysis of economic data
Zellner, Arnold, (1983)
Statistical analysis of stationary time series
Grenander, Ulf, (1956)
La construction et l'estimation de petits modèles macro-économiques
Kloek, Teunis, (1992)
Building and testing small macromodels
Kloek, Teun, (1992)
Stock Selection, Style Rotation, and Risk
Lucas, André, (2001)