Twenty Years of Time Series Econometrics in Ten Pictures, by James Stock and Mark Watson. Journal of Economic Perspectives, Vol. 31 No. 2 (Spring 2017).
2. Dados em painel: WooldridgeWhen Should You Adjust Standard Errors for Clustering? by Alberto Abadie, Susan Athey, Guido Imbens, and Jeffrey Wooldridge, Oct. 2017.
3. Variáveis instrumentais: Stock-WatsonJames Stock e Mark W. Watson. Business Cycle Fluctuations in U.S. Macroeconomic Time Series, Handbook of Macroeconomics, edited by J. Taylor and M. Woodford, North Holland, Vol. 1a, 1999, pages 3-64. Dados e programas.
James Stock e Mark W. Watson, Introduction to Econometrics, 3rd ed., Pearson, 2015.
Jeffrey Wooldridge, Introdução à Econometria, , Thomson, 2006.