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- HENDRY, David F. Dynamic econometrics. New York : Oxford University Press, 2009. 869 s. Advanced texts in econometrics. ISBN 978-0-19-828316-4. [Copy count : 3, currently available 1, at library only 2]
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- HENDRY, David F. - NIELSEN, Bent. Econometric modeling : a likelihood approach. Princeton : Princeton University Press, 2007. 365 s. ISBN 978-0-691-13089-7. [Copy count : 1, currently available 0, at library only 0]
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- HENDRY, David F. - MIZON, Grayham E. The Influence of A.W.H. Phillips on econometrics. San Domenico (FI) : European University Institute, 1996. 20 s. EUI Working paper ECO, No. 96/3. [Copy count : 1, currently available 1, at library only 0]
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- BANERJEE, Anindya - HENDRY, David F. - MIZON, Grayham E. The Econometric analysis of economic policy. San Domenico (FI) : European University Institute, 1996. 38 s. EUI Working paper ECO, No. 96/34. [Copy count : 1, currently available 1, at library only 0]
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- The Foundations of Econometric Analysis. 1. ed. Cambridge : Cambridge University Press, 1995. 558 s. ISBN 0-521-38043-X. [Copy count : 1, currently available 1, at library only 0]
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- HENDRY, David F. Dynamic Econometrics. 1. ed., repr. Oxford : Oxford University Press, 1995. 869 s. Advanced Texts in Econometrics. ISBN 0-19-828316-4. [Copy count : 1, currently available 1, at library only 0]
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- GOVAERTS, Bernadette - HENDRY, David F. - RICHARD, Jean-Francois. Encompassing in stationary linear dynamic models. San Domenico (FI) : European University Institute, 1994. 28 s. EUI Working paper ECO, No. 94/5. [Copy count : 1, currently available 1, at library only 0]
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