If you liked Financial Econometric Modeling by Stan Hurn and Peter C. B. Phillips, start with Bayesian model selection and prediction with empirical applications (1992), CONTEMPORARY ISSUES IN ECONOMICS AND ECONOMETRICS: THEORY AND APPLICATION; ED. BY RALF BECKER (2004), and Models, Methods, and Applications of Econometrics (1993). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Financial Econometric Modeling · Stan Hurn books in order

Recommended next reads

  1. 1 Bayesian model selection and prediction with empirical applications 1992 · Peter C. B. Phillips · Same author
  2. 2 CONTEMPORARY ISSUES IN ECONOMICS AND ECONOMETRICS: THEORY AND APPLICATION; ED. BY RALF BECKER 2004 · 264 pages · Ralf Becker, Stan Hurn · Same author
  3. 3 Models, Methods, and Applications of Econometrics 1993 · 420 pages · Peter C. B. Phillips · Same author
  4. 4 Bayes models and forecasts of Australian macroeconomic time series 1992 · Peter C. B. Phillips · Same author
  5. 5 Lectures on unit roots, cointegration and nonstationarity 1995 · 179 pages · Peter C. B. Phillips · Same author
  6. 6 Environmental Econometrics Using Stata 2021 · 416 pages · Christopher F. Baum, Stan Hurn · Same author
  7. 7 Lectures on stationary and nonstationary time series 1989 · 178 pages · Peter C. B. Phillips · Same author
  8. 8 Bayes methods for trending multiple time eries with an empirical application to the U. S. economy 1992 · Peter C. B. Phillips · Same author
  9. 9 Econometric analysis of nonstationary data 1998 · 337 pages · Peter C. B. Phillips · Same author
  10. 10 Contemporary Issues in Economics and Econometrics 2004 · 256 pages · Ralf Becker, Stan Hurn · Same author
  11. 11 Econometrics 3 1991 · 290 pages · Peter C. B. Phillips · Same author

Frequently asked questions

What should I read after Financial Econometric Modeling?

BookOrb recommends Bayesian model selection and prediction with empirical applications (1992), CONTEMPORARY ISSUES IN ECONOMICS AND ECONOMETRICS: THEORY AND APPLICATION; ED. BY RALF BECKER (2004), Models, Methods, and Applications of Econometrics (1993), Bayes models and forecasts of Australian macroeconomic time series (1992), and Lectures on unit roots, cointegration and nonstationarity (1995).

Are there books like Financial Econometric Modeling?

Yes. The list on this page is ranked from the closest matches BookOrb has for Financial Econometric Modeling.

Who wrote Financial Econometric Modeling?

Financial Econometric Modeling is by Stan Hurn and Peter C. B. Phillips.