There are many other texts that you might find useful. Professor Beauchemin provides an extensive list in his syllabus for the fall semester course. Non-stationary time series Vector autoregressions Reading List Most of the items listed below can be found in the library. In addition, students can copy my copies. To make this managable, I will request that one student borrow and copy the article for the entire class, and that the borrowed item be returned within 2 days.
Items identified by the author are one of the texts listed above.
Hamilton, Chapter 3.1 and Appendix A.5. Romer, Chapters 4.1-4.2. 195-232, especially pp. 1-38, especially pp. Romer, Chapter 7.