2025
Econometrics, Volume 1: Main Theory and Topics for Cross-Section Data. Scientific World, October 2025, 1056 pages.
Econometrics, Volume 2: Topics for Time Series and Large Panel Data. Scientific World, October 2025, 832 pages.
2019
Time Series Econometrics: Volume 1: Unit Roots and Trend Breaks, (Perron, P., ed.), World Scientific, 2019 (with a new introduction), 743 pages.
Time Series Econometrics: Volume 2: Structural Change, (Perron, P., ed.), World Scientific, 2019 (with a new introduction), 948 pages.
2018
Unit Root and Structural Breaks, P. Perron (ed.). MPDI, Basel, Switzerland, 2018.
