Books by Peter C. B. Phillips
Financial Econometric Modeling
Econometric analysis of nonsta
Econometric analysis of nonstationary data
Lectures on unit roots, cointe
Lectures on unit roots, cointegration and nonstationarity
Models, Methods, and Applications of Econometrics
Bayes methods for trending mul
Bayes methods for trending multiple time eries with an empirical application to the U. S. economy
Bayes models and forecasts of
Bayes models and forecasts of Australian macroeconomic time series
Bayesian model selection and p
Bayesian model selection and prediction with empirical applications
Econometrics 3
Econometrics 3
Lectures on stationary and non
Lectures on stationary and nonstationary time series