Helmut Lütkepohl

Applied Time Series Econometrics

2006

Introduction to Multiple Time Series Analysis

2013

Structural Vector Autoregressive Analysis

2017

New Introduction to Multiple Time Series Analysis

2009

Forecasting Aggregated Vector ARMA Processes

2012

Money demand in Europe

2013

Introduction to the theory and practice of econometrics

1988

Readings in econometric theory and practice

2014

Learning econometrics using GAUSS

1989

Econometric studies

2001