I am grateful to Ignacio Díaz-Emparanza, who introduced me to an open source world that gave me access to information that would have otherwise remained undisclosed to me.
These are some of the textbooks in statistics I enjoyed and spent a good deal of time (and still do) learning from:
- Periodicity and Stochastic Trends in Economic Time Series by Philip Hans Franses.
- Handbook of Time Series Analysis, Signal Processing, and Dynamics by D.S.G. Pollock.
- Forecasting, Structural Time Series Models and the Kalman Filter by Andrew C. Harvey.
- State-Space Models with Regime Switching by Chang-Jin Kim and Charles R. Nelson.
- Econometric Theory and Methods by Russell Davidson and James G. MacKinnon.
These nice books gave some food for thought and fun on my lazy holidays many years ago:
- Introducción a Heidegger by Gianni Vattimo.
- The Inner Light Theory of Consciousness by Steven W. Smith.
- Alfred Hitchcock y los Tres Investigadores (Alfred Hitchcock and the Three Investigators) by Robert Arthur, Jr.