Etheric Projection is most definitely more difficult, and potentially dangerous than Astral Projection.
Etheric Projection is when all vital signs are transferred to the Astral body, the Astral body then completely separates from the Physical body, and in doing so, it becomes the Etheric Body.
That link between the two subtle bodies being severed is what forces more density into the separate subtle body. Etheric Projection is what is referred to as near death experiences, because your physical body loses all vital signs.
This happening, is your sign that you've achieved Etheric Projection.
Now, I do not suggest you tackle this before Astral Projection because frankly, it doesn't make sense. You need to learn to Astral Project successfully before you can ever complete the Etheric Body.