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If you already have or prefer a different reference textbook, that's fine too. The
ideas are classical and uncontroversial, although different notations and
sometimes (inessentially) different normalisations will be used.
Just for a sense of aesthetics for when you present findings (something we
hardly ever discuss in economics) quickly browse through:
There are also nicetime series chapters in Maddala and Lahiri “Introduction to
Econometrics”.
If you did your undergraduate studies not at LSE, then it would be a good idea
to check out Dr Schafgans' lecture slides on time series from the Ec221 course
(on the Ec221 Moodle page, Lent Term).