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Could anyone suggest a book that covers time series regression models? Some people use the term "Dynamic Regression Models" and the only book that I found on this technique is by Pankratz, Alan published way back in 1991. I would like to know the other more recent books on this topic. I am trying to build a forecasting time series regression model that uses other input variables as inputs. In other words, I need to learn how to idenfity the correct tranfer functions. Thanks.