Applied Economic Forecasting Using Time Series MethodsEric Ghysels, Massimiliano Marcellino · First published 2018Open the Tome
Essays in EconometricsClive W. J. Granger, Eric Ghysels, Norman R. Swanson, Mark W. Watson, Andrew Chesher · First published 2001 · Latest edition 2004Open the Tome
Econometric Analysis of Seasonal Time SeriesEric Ghysels, Denise R. Osborn · First published 2001Open the Tome