Constructing Integrable Third Order Systems:The Gambier Approach

We present a systematic construction of integrable third order systems based on the coupling of an integrable second order equation and a Riccati equation. This approach is the extension of the Gambier method that led to the equation that bears his name. Our study is carried through for both continuous and discrete systems. In both cases the investigation is based on the study of the singularities of the system (the Painlev\'e method for ODE's and the singularity confinement method for mappings).