Bruce E. Hansen. (2001). The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity. The Journal of Economic Perspectives, 15(4), 117–128. http://www.jstor.org/stable/2696520?seq=1#page_scan_tab_contents
Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (1997). The econometrics of financial markets. Princeton University Press. https://www.jstor.org/stable/10.2307/j.ctt7skm5
Cuthbertson, K., & Nitzsche, D. (2004). Quantitative financial economics: stocks, bonds and foreign exchange (2nd ed). Wiley.
Hamilton, J. D. (1994). Time series analysis. Princeton University Press. https://www.jstor.org/stable/10.2307/j.ctv14jx6sm
Robert Engle. (2001). GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics. The Journal of Economic Perspectives, 15(4), 157–168. http://www.jstor.org/stable/2696523
Stock, J. H., & Watson, M. W. (2015). Introduction to econometrics: Vol. The Pearson series in economics (Updated third edition, Global edition). Pearson.
Watson, M. W. (1994). Vector autoregressions and cointegration. In Handbook of Econometrics (Vol. 4, pp. 2843–2915). Elsevier. https://doi.org/10.1016/S1573-4412(05)80016-9
