Selected Books

• Applied Time Series Econometrics, Cambridge: Cambridge University Press, 2004
  (Editor with Markus Krätzig).
• New Introduction to Multiple Time Series Analysis, Berlin: Springer-Verlag, 2006
• Money Demand in Europe, Heidelberg: Physica-Verlag, 1999 (Editor with J. Wolters).
• Nonparametric Modelling, Annals of Econometrics, Amsterdam: Elsevier, 1997 (Editor).
• Handbook of Matrices, New York: Wiley & Sons, 1996.
• Introduction to Multiple Time Series Analysis, 2nd. edition, Berlin: Springer, 1993.
• Introduction to the Theory and Practice of Econometrics, 2nd. edition, New York: Wiley & Sons, 1988. (Together with G.G. Judge, R.C. Hill, W.E. Griffith & T.C. Lee)
• The Theory and Practice of Econometrics, 2nd. edition, New York: Wiley & Sons, 1985. (Together with G.G. Judge, R.C. Hill, W.E. Griffiths & T.C. Lee)