Peter C. B. Phillips
Books
- Financial Econometric Modeling
- Models, Methods, and Applications of Econometrics
- Econometric analysis of nonstationary data
- Bayesian model selection and prediction with empirical applications
- Bayes models and forecasts of Australian macroeconomic time series
- Lectures on unit roots, cointegration and nonstationarity
- Econometrics 3
- Lectures on stationary and nonstationary time series
- Bayes methods for trending multiple time eries with an empirical application to the U. S. economy
Author data: Open Library