Applied Economic Forecasting using Time Series Method - Eric Ghysels; Massimiliano Marcellino (2018) - Summary

Applied Econometric Time Series (Sections 1, 2, 4, 5, 6) - Walter Enders (2015, Fourth edt.) - Summary

Time Series Analysis (Sections 1-5, 7, 8, 10, 11, 15) - James D. Hamilton (1994) - Summary

Time Series Models for Business and Economic Forecasting - Philip Hans Franses Dijk (2014) - Summary

Dynamic Econometrics (Sections 1, 2, 6, 7) - David F. Henry (1995) - Summary

New Introduction to Multiple Time Series Analysis (Sections 2, 3) - Helmut Lutkepohl (2005) - Summary

Likelihood-based interference in Cointegrated Vector Autoregressive models -  Soren Johansen (1995) - Summary

The Cointegrated VAR Model: methodology and applications - Katarina Juselius (2006) - Summary

Statistical Foundations of Economic Modelling - Aris Spanos (1986) - Summary