↑ Jennifer Castle and Neil Shephard (Eds) (2009) The Methodology and Practice of Econometrics - A Festschrift in Honour of David F. Hendry ISBN978-0-19-923719-7
↑ Christ, Carl F. 1994. “The Cowles Commission Contributions to Econometrics at Chicago: 1939–1955” Journal of Economic Literature. Vol. 32.
↑ Sims, Christopher (1980) Macroeconomics and Reality, Econometrica, January, pp. 1-48.
↑ Kydland, Finn E & Prescott, Edward C, 1991. " The Econometrics of the General Equilibrium Approach to Business Cycles," Scandinavian Journal of Economics, Blackwell Publishing, 93 (2), 161–178.
↑ Angrist, J. D., & Pischke, J.-S. (2009). Mostly harmless econometrics: An empiricist's companion. Princeton: Princeton University Press.
↑ Hoover, Kevin D. (2006). Chapter 2, "The Methodology of Econometrics." in T. C. Mills and K. Patterson, ed., Palgrave Handbook of Econometrics, v. 1, Econometric Theory, pp. 61-87.