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- Palgrave handbook of econometrics. Volume 2. Applied econometrics. Basingstoke : Palgrave Macmillan, 2009. 1388 s. ISBN 978-1-4039-1799-7. [Copy count : 1, currently available 1, at library only 0]
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- MILLS, Terence C. - MARKELLOS, Raphael N. The econometric modelling of financial time series. 3rd ed. New York : Cambridge University Press, 2008. 456 s. ISBN 978-0-521-71009-1. [Copy count : 2, currently available 2, at library only 0]
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- MILLS, Terence C. Modelling trends and cycles in economic time series. Houndmills : Palgrave Macmillan, 2003. 178 s. Palgrave texts in econometrics. ISBN 978-1-4039-0209-2. [Copy count : 1, currently available 0, at library only 0]
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