Séries Temporais (1 º Sem 2018/2019)

EAP (Econometria Aplicada e Previsão)

Bibliografia

Principal

• W.S. Wei, Time Series Analysis: Univariate and Multivariate Methods , 2nd Edition, Addison-Wesley, 2005

Secundária

• W. Enders, Applied Econometric Time Series: An Introduction, 4th Edition, Wiley, 2014
• P.J. Brockwell & R. Davis, Time Series: Theory and Methods, 2nd ed., Springer, 1997