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Essentials of Time Series Modeling
BIBLIOGRAPHY (19 September 2009)
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Essentials of Time Series Modeling
Greene, William. Economic Analysis, ed 4., ed. 5, New Jersey, Prentice Hall, 2000, 2004.
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Production Function," Review of Economics and Statistics 54, no. 3 (August 1972): 290-296.
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Essentials of Time Series Modeling
Sinai, Allen and Houston H. Stokes, "Money and the Production Function: A Reply to Boyes
and Kavanaugh," Review of Economics and Statistics 63, no. 2 (May 1981): 313-318.
Stock, James and Mark Watson, "A Simple Estimator of Cointegrating Vectors Vectors in
Higher Order Integrated Systems," Econometrica 61(4): 783-820.
Stock, James, "Unit Roots, Structural Breaks and Trends," Chapter 46 in Handbook of
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Stock, James and Mark Watson, Introduction to Econometrics, Wiley, New York, 2003.
Stock, James and Mark Watson, "Has the Business Cycle Changed and Why?" NBER
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Stokes, Houston H. "Effects of Alternative Seasonal Adjustment Procedures on Monetary
Policy: Comment," Journal of Econometrics, Vol. 4, No. 1 September 1980, pp. 137-140.)
Stokes, Houston H. Specifying and Diagnostically Testing Econometric Models, ed. 2. New
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Tsay, Wen-Jen and Ching-Fan Chung "The Spurious Regression of Fractionally Integrated
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