Reading list
Hamilton, J.D: Time Series Analysis, 1994. Princeton University Press. Chapters 1-3, 5.1-5.2, 10.1-10.2, 10.5, 11, 15, 17.1-17.4, 17.6-17.8, 18.3, 19 and 20.
Supplementary reading:
Greene, W.H: Econometric Analysis , 4th ed., 2003. Prentice-Hall. Chapters 17.3-17.5, 18.1-18.4.
Johnston, J. and J. DiNardo: Econometric Methods, 1997. McGraw-Hill. Chapters 7-9.