| title | media type | ISBN-13 (ISBN-10) | year of publica- tion | other author(s) |
|---|---|---|---|---|
| Likelihood-Based Inference in Cointegrated Vector Autoregressive Models | Paperback | 978-0-19-877450-1 (0-19-877450-8) | 1995 | |
| Workbook on Cointegration | " | 978-0-19-877607-9 (0-19-877607-1) | 1998 | Peter Reinhard Hansen |
| Workbook on Cointegration | Hardcover | 978-0-19-877608-6 (0-19-877608-X) | 1998 | " |