Séries Temporais (1 º Sem 2019/2020)

EAP (Econometria Aplicada e Previsão)

Bibliografia

Principal

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

Secundária

  • W. Enders, 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