1. شاکری، عباس. ماهیت تورم در اقتصاد ایران. تهران: دانشگاه شهید بهشتی، 1378.
2. مروت، حبیب. آزمون روند آشوبی در شاخص سهام بورس تهران. تهران: دانشگاه علامه طباطبایی، 1383.
3. خلیلی عراقی، منصور و سوری، علی. راهنمای نوین اقتصاد کلان. نشر برادران، (1383).
4. ابریشمی، حمید. اقتصادسنجی کاربردی. تهران: انتشارات دانشگاه تهران، 1381.
5. نوفرستی، محمد. ریشه واحد و همجمعی در اقتصاد سنجی، نشر مؤسسه خدمات فرهنگی رسا، 1378.
6. مجموعه مقالات اولین همایش معرفی و کاربر مدلهای غیر خطی پویا و محاسباتی در اقتصاد. مرکز تحقیقات اقتصاد ایران، (1381).
7. پاشا، عین اله. فرایندهای تصادفی. تهران: انتشارات مرکز نشر دانشگاهی، 1377.
8. Schelter, B., Winter Halder, M. and Timmer, J. A Handbook of Time-Series Analysis,Signal Processing and Dynamics. Axademic Press., 2006.
9. Beran, J. "Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short- and Long-Memory ARIMA Models"., Journal of the Royal Statistical Society B57, No. 4, (1995): 659 – 672.
10. Baillie, R. T. and Bollerslev. "Prediction in Dynamic Models with Time Dependent Conditional Variance"., Journal of Econometric, No. 52, (1992).
11. Ball, L. "Why Does High Inflation Raise Inflation Uncertainty?"., Journal of Monetary Economics, (1992).
12. Bollerslev, T. "Generalized Autoregressive Conditional Heteroskedasticity"., Journal of Econometric, (1986).
13. Conrad, Christian. "Dual Long Memory in Inflation Dynamics Across Contries of Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance"., Studies in Non Linear Dynamics & Econometrics, Vol. 9, Issue 4, (2005).
14. Davidson, J. "When is a Time Series 1(0)? Evaluating theMemory Properties of Nonlinear Dynamic Models"., WorkingPaper, Cardif Business School, (2000).
15. Dan Vlad Metes, Visual, Unit Root and Stationarity Tests and Their Power and Accuracy. University of Alberta., 2005.
16. Phillips, P. C. B. and Perron, P. "Testing for a Unit Root in Time Series Regression"., Biometrika, No. 75, (1988):335-346.
17. Evans, M. "Discovering the Link between Inflation Rate and Inflation Uncertainty"., Journal of Money,Credit and Banking, (1991).
18. Fischer, S. "Towards an Understanding of the Costs of Inflation"., Working Paper, Econpaper, (1991).
19. "Eviews 5.0 User’s Guide". Quantitative Micro Software, (1994-2004).
20. Engle, R. F. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of U. K. Inflation"., Econometrica, No. 50, (1982): 987-1008.
21. Edgar, Peters. Fractal Market Analysis. John Wiley and Sons, New York., 1994.
22. Greene, William H. "Econometric Analysis 5th ed"., Prentice Hall., 2003.
23. Golob, J. Does Inflation Uncertainty Increase with Inflation? Federal Reserve Bank of Kansas City, 1994.
24. Geweke, J. and Porter-Hudak, S. "The estimation and Application of Long Memory Time Series Models"., Journal of Time Series Analysis, No. 4, (1983): 221-238.
25. Mauro, Coli. Fontanella. "Parametric Estimation for ARFIMA Models Via Spectral Methods"., Statistical Methods and Applications, Vol.4, (2005).
26. Hobijn. Bart, Philip Hans Franses, and Marius Ooms. "Generalizations of the KPSS-test for Stationarity"., Econometric Institute Report, No. 9802/A, (1998).
27. Pilar Grau-Carles, "Tests of Long Memory, a Bootstrap Approach"., Computational Economics, Vol. 25, No. 1-2, (2000).
28. Robinson, P. "Log-Periodogram Regression of Time Series with Long-Range Dependence"., Annals of Statistics, No.23, (1995): 1048 -1072.
29. R. T. Baillie. "Long Memory Processes and Fractional Integration in Econometrics"., Journal of Econometrics, 73 5{59, (1996).
30. Sibbertsen, Philipp. "Long Memory Versus Structural Breaks"., Statistical Papers, No. 45, (2004): 465-515.
31. Stock, J. H. "Unit Roots and Trend Breaks"., In R. F. England D. Me Fadden (eds) Handbook of Econometrics, (1994).
32. S. R. C. Lopes/ V. A. Reisen. "A Comparison of Estimation Methods in Non-Stationary ARFIMA Processes"., Journal of Statistical Computation & Simulation, (2004).
33. Livia De Giovanni. "A Non Linear Wavelet Based Estimator for Long Memory Processes"., Statistical Methods & Applications, No.13, (2004).
34. D. Bond, M.J.Harison. "Testing For Long Memory and Non Linear Time Series"., A Demand For Money Study, (2006).
35. Wilfred0 Palma. "Long-Memory Time Series"., Theory And Methods,
W Palma (Wiley, 2007).