If you liked Bayesian model selection and prediction with empirical applications by Peter C. B. Phillips, start with Bayes methods for trending multiple time eries with an empirical application to the U. S. economy (1992), Models, Methods, and Applications of Econometrics (1993), and Econometrics 3 (1991). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Bayesian model selection and prediction with empirical applications · Peter C. B. Phillips books in order

Recommended next reads

  1. 1 Bayes methods for trending multiple time eries with an empirical application to the U. S. economy 1992 · Peter C. B. Phillips · Same author
  2. 2 Models, Methods, and Applications of Econometrics 1993 · 420 pages · Peter C. B. Phillips · Same author
  3. 3 Econometrics 3 1991 · 290 pages · Peter C. B. Phillips · Same author
  4. 4 Lectures on unit roots, cointegration and nonstationarity 1995 · 179 pages · Peter C. B. Phillips · Same author
  5. 5 Lectures on stationary and nonstationary time series 1989 · 178 pages · Peter C. B. Phillips · Same author
  6. 6 Bayes models and forecasts of Australian macroeconomic time series 1992 · Peter C. B. Phillips · Same author
  7. 7 Econometric analysis of nonstationary data 1998 · 337 pages · Peter C. B. Phillips · Same author
  8. 8 Financial Econometric Modeling 2020 · 672 pages · Stan Hurn, Peter C. B. Phillips · Same author

Frequently asked questions

What should I read after Bayesian model selection and prediction with empirical applications?

BookOrb recommends Bayes methods for trending multiple time eries with an empirical application to the U. S. economy (1992), Models, Methods, and Applications of Econometrics (1993), Econometrics 3 (1991), Lectures on unit roots, cointegration and nonstationarity (1995), and Lectures on stationary and nonstationary time series (1989).

Are there books like Bayesian model selection and prediction with empirical applications?

Yes. The list on this page is ranked from the closest matches BookOrb has for Bayesian model selection and prediction with empirical applications.

Who wrote Bayesian model selection and prediction with empirical applications?

Bayesian model selection and prediction with empirical applications is by Peter C. B. Phillips.