Unobserved components and time series econometrics

Available for the University of the Philippines System via Oxford scholarship online. Click here to access

Time series and panel data econometrics by Pesaran, M. Hashem 1946-

Available for the University of the Philippines System via Oxford scholarship online. Click here to access

Elements of time series econometrics an applied approach by Koécenda, Evézen, Cerny, Alexandr

Applied econometric time series by Enders, Walter 1948-

Introduction to time series analysis and forecasting by Montgomery, Douglas C.

Elements of time series econometrics an applied approach by Kocenda, Evzen, Cerny, Alexandr

Time series models for business and economic forecasting by Franses, Philip Hans 1963-, Dijk, Dick van, Opschoor, Anne

Robust estimation of clustered multiple time series model with structural change by Olivares, Resi O.

Basic data analysis for time series with R by Derryberry, DeWayne R.

Multivariate time series analysis with R and financial applications by Tsay, Ruey S. 1951-