Davidson, Russell, and James G. MacKinnon, Econometric Theory and Methods, International ed (New York: Oxford University Press, 2009)
‘Full Details and Actions for Econometric Analysis’ <https://www-vlebooks-com.ezproxy.library.qmul.ac.uk/vleweb/Product/Index/437196?page=0>
Hayashi, Fumio, Econometrics (Princeton: Princeton University Press, 2000) <http://www.loc.gov/catdir/toc/prin031/00034665.html>