Guia docente 2012_13
Facultade de CC. Económicas e Empresariais
Máster Universitario en Economía
 Materias
  Series Temporais
   Bibliografía. Fontes de información

Box, G. E. P. and G. M. Jenkins (1976): Time series Analysis, forecasting and control, San Francisco: Holden Day.

DeLurgio S. A. (1998). Forecasting principles and applications, Irwin/McGraw-Hill, New York.

Dickey, D.A. and Fuller, W.A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root, Econometrica,

49, 1057–1072.

Engle, R.F. and Granger, C. W. J. (1987): "Cointegration and error correction: representatión, estimation and testing",

Econométrica 55, 251-276.

Greene, W. (1998). Análisis Econométrico. Madrid: Prentice Hall.

Hamilton, James D. Time Series Analysis. Princeton, NJ: Princeton University Press, 1994

Johansen, S. and Juselius, K. (1990): "Maximun likelihood estimation and inference on cointegration with applicationes to the

demand for money", Oxford bulletin of economics and statistics, vol. 52, 169-210.

Pesaran ,M.; Shin, Y. and Smith, R. (2001): “Bounds testing approaches to the analysis of level relationships”, Journal of

applied econometrics, 16, 289-326.

Phillips, P. and Perron, P.(1988): "Testing for a unit root in Time Series Regressión", Biometrica 75, pp. 235-346.

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