Davidson, Russell, and James G. MacKinnon. Econometric Theory and Methods. International ed, 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 University Press, 2000, http://www.loc.gov/catdir/toc/prin031/00034665.html.