Peter C. B. Phillips

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