Estimation of Dynamic Econometric Models with Errors in Variables (Lecture Notes in Economics and Mathematical Systems, 339)
Time Series and Linear Systems (Lecture Notes in Control and Information Sciences, 86)
Notes on Economic Time Series Analysis: System Theoretic Perspectives (Lecture Notes in Economics and Mathematical Systems, 220)
Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)
Macroeconometric Systems: Construction, Validation and Applications
Random Integral Equations with Applications to Stochastic Systems (Lecture Notes in Mathematics, 233)
Long Memory in Economics
Macro-economic Theory A Mathematical Treatment
Mathematics for Econometrics
An Introduction to Econometrics
