# 9.5 Further reading

## Dynamic regression

- Pankratz, A. E. (1991).
*Forecasting with dynamic regression models*. New York: John Wiley & Sons. - Shumway, R. H. and D. S. Stoffer (2011).
*Time series analysis and its applications: with R examples*. 3rd ed. New York: Springer.

## Vector autoregression

- Box, G. E. P., G. M. Jenkins and G. C. Reinsel (2008).
*Time series analysis: forecasting and control*. 4th. Hoboken, NJ: John Wiley & Sons. - Tiao, G. C. (2001). “Vector ARMA models”. In:
*A course in time series analysis*. Ed. by D. Pena, G.C. Tiao and R.S. Tsay. John Wiley & Sons. Chap. 14, pp.365–407.

## Neural network models

- Crone, S. F., M. Hibon and K. Nikolopoulos (2011). Advances in
forecasting with neural networks? Empirical evidence from the NN3
competition on time series prediction.
*International Journal of Forecasting,***27**(3), 635–660. - Hornik, K. and F. Leisch (2001). “Neural Network Models”. In:
*A course in time series analysis*. Ed. by D. Pena, G.C. Tiao and R.S. Tsay. John Wiley & Sons. Chap. 13, pp.348–362.