If you liked Econometrics 3 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 Lectures on stationary and nonstationary time series (1989). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Econometrics 3 · 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 Lectures on stationary and nonstationary time series 1989 · 178 pages · 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 Financial Econometric Modeling 2020 · 672 pages · Stan Hurn, 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 Econometrics 3?

BookOrb recommends Bayes models and forecasts of Australian macroeconomic time series (1992), Lectures on unit roots, cointegration and nonstationarity (1995), Lectures on stationary and nonstationary time series (1989), 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 Econometrics 3?

Yes. The list on this page is ranked from the closest matches BookOrb has for Econometrics 3.

Who wrote Econometrics 3?

Econometrics 3 is by Peter C. B. Phillips.