If you liked Lectures on stationary and nonstationary time series by Peter C. B. Phillips, start with Bayes models and forecasts of Australian macroeconomic time series (1992), Lectures on unit roots, cointegration and nonstationarity (1995), and Financial Econometric Modeling (2020). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Lectures on stationary and nonstationary time series · Peter C. B. Phillips books in order

Recommended next reads

  1. 1 Bayes models and forecasts of Australian macroeconomic time series 1992 · Peter C. B. Phillips · Same author
  2. 2 Lectures on unit roots, cointegration and nonstationarity 1995 · 179 pages · Peter C. B. Phillips · Same author
  3. 3 Financial Econometric Modeling 2020 · 672 pages · Stan Hurn, Peter C. B. Phillips · Same author
  4. 4 Bayes methods for trending multiple time eries with an empirical application to the U. S. economy 1992 · Peter C. B. Phillips · Same author
  5. 5 Econometric analysis of nonstationary data 1998 · 337 pages · Peter C. B. Phillips · Same author
  6. 6 Econometrics 3 1991 · 290 pages · Peter C. B. Phillips · Same author
  7. 7 Bayesian model selection and prediction with empirical applications 1992 · Peter C. B. Phillips · Same author
  8. 8 Models, Methods, and Applications of Econometrics 1993 · 420 pages · Peter C. B. Phillips · Same author

Frequently asked questions

What should I read after Lectures on stationary and nonstationary time series?

BookOrb recommends Bayes models and forecasts of Australian macroeconomic time series (1992), Lectures on unit roots, cointegration and nonstationarity (1995), Financial Econometric Modeling (2020), Bayes methods for trending multiple time eries with an empirical application to the U. S. economy (1992), and Econometric analysis of nonstationary data (1998).

Are there books like Lectures on stationary and nonstationary time series?

Yes. The list on this page is ranked from the closest matches BookOrb has for Lectures on stationary and nonstationary time series.

Who wrote Lectures on stationary and nonstationary time series?

Lectures on stationary and nonstationary time series is by Peter C. B. Phillips.