MULTIVARIATE TIME SERIES ANALYSIS. BOX JENKINS METHODOLOGY. EXAMPLES AND EXERCISES WITH SAS

Elements of Multivariate Time Series Analysis (Springer Series in Statistics)

Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)

Martingales And Stochastic Analysis: 1 (Series On Multivariate Analysis)

ADVANCED ECONOMETRICS: Simultaneous Equation Models, Multivariate Time Series Models and Nonlinear Models. Exercises with EVIEWS, SAS and STATA