Bruce E. Hansen. 2001. ‘The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity’. The Journal of Economic Perspectives 15 (4): 117–28. http://www.jstor.org/stable/2696520?seq=1#page_scan_tab_contents.
Campbell, John Y., Andrew W. Lo, and Archie Craig MacKinlay. 1997. The Econometrics of Financial Markets. Princeton, N.J.: Princeton University Press. https://www.jstor.org/stable/10.2307/j.ctt7skm5.
Cuthbertson, Keith, and Dirk Nitzsche. 2004. Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange. 2nd ed. Chichester: Wiley.
Hamilton, James D. 1994. Time Series Analysis. Princeton, N.J.: 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): 157–68. http://www.jstor.org/stable/2696523.
Stock, James H., and Mark W. Watson. 2015. Introduction to Econometrics. Updated third edition, Global edition. Vol. The Pearson series in economics. Boston [Massachusetts]: Pearson.
Watson, Mark W. 1994. ‘Vector Autoregressions and Cointegration’. In Handbook of Econometrics, 4:2843–2915. Elsevier. https://doi.org/10.1016/S1573-4412(05)80016-9.
