| 期刊論文| 1. | Liu, L.-M.、Hanssens, D. M.(1982)。Identification of Multiple-Input Transfer Function Models。Communications in Statistics - Theory and Methods，11(3)，297-314。   | | 2. | Box, G. E. P.、Newbold, P.(1971)。Some Comments on a Paper of Coen, Gomme and Kendall。Journal of the Royal Statistical Society: Series A，134(2)，229-240。 | | 3. | Blattberg, R. C.(1973)。Evaluation of the Power of the Durbin-Watson Statistic for Non-First Order Serial Correlation Alternatives。The Review of Economics and Statistics，55，508-515。 | | 4. | Haugh, L. D.、Box, G. E. P.(1977)。Identification of Dynamic Regression (Distributed Lag) Models connecting Two Time Series。Journal of the American Statistical Association，72，121-130。 | | 5. | Granger, C. W. J.、Morris, M. J.(1976)。Time Series Modelling and Interpretation。Journal of the Royal Statistical Society: Series A，139(2)，246-257。 | | 6. | Tiao, G. C.、Box, G. E. P.(1981)。Modeling Multiple Time Series with Application。Journal of the American Statistical Association，76，802-816。 | | 7. | Smith, V. K.(1976)。The Estimated Power of Several Tests for Autocorrelation with Non-First-Order Alternatives。Journal of the American Statistical Association，71，879-883。 | | 8. | Priestley, M. B.(1971)。Fitting Relationships between Time Series。Bulletin of the International Statistical Institute，34，295-324。 | | 9. | Ljung, G. M.、Box, G. E. P.(1979)。The Likelihood Function of Stationary Autoregressive-Moving Average Models。Biometrika，66，265-270。 | | 10. | Durbin, J.、Watson, G, S.(1950)。Testing for Serial Correlation in Least Squares Regression。Biometrika，37，409-428。 | | 11. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。 | 圖書| 1. | Box, G. E. P.、Jenkins, G. M.(1976)。Time Series Analysis: Forecasting and Control。Holden-Day。 | | 2. | Pindyck, R. S.、Rubinfeld, D. L.(1981)。Econometric Models and Economic Forecasting。New York：McGraw-Hill Book Company。 | 圖書論文| 1. | Beguin, J. M.、Gourieroux, C.、Monfort, A.(1980)。Identification of a Mixed Autoregressive-Moving Average Process: the Corner Method。Time Series。Amsterdam：North-Holland。 | | 2. | Granger, C. W. J.、Newbold, P.(1977)。Identification of Two-way Causal Models。Frontiers of Quantitative Economics。Amsterdam：North-Holland。 | |