Econometric Modelling with Time Series: Specification, Estimation, and Testing
Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics) Paperback – December 28, 2012
by Vance Martin (Author), Stan Hurn (Author), David Harris (Author)
http://www.amazon.com/Econometric-Modelling-Time-Specification-Econometrics/dp/0521139813/ref=sr_1_1?ie=UTF8&qid=1429861166&sr=8-1&keywords=Econometric+Modelling+with+Time+Series%3A+Specification%2C+Estimation%2C+and+Testing