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Books Like Lectures on unit roots, cointegration and nonstationarity
If you liked Lectures on unit roots, cointegration and nonstationarity by Peter C. B. Phillips, start with Econometrics 3 (1991), Bayesian model selection and prediction with empirical applications (1992), and Lectures on stationary and nonstationary time series (1989). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.
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What should I read after Lectures on unit roots, cointegration and nonstationarity?
BookOrb recommends Econometrics 3 (1991), Bayesian model selection and prediction with empirical applications (1992), Lectures on stationary and nonstationary time series (1989), Bayes models and forecasts of Australian macroeconomic time series (1992), and Econometric analysis of nonstationary data (1998).
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Who wrote Lectures on unit roots, cointegration and nonstationarity?
Lectures on unit roots, cointegration and nonstationarity is by Peter C. B. Phillips.