Phoebus Dhrymes
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Economist
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Economics
Phoebus Dhrymes's Degrees
- PhD Economics University of Chicago
- Masters Economics University of Chicago
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Why Is Phoebus Dhrymes Influential?
(Suggest an Edit or Addition)According to Wikipedia, Phoebus James Dhrymes was a Cypriot American econometrician. He was a professor of economics at Columbia University. Dhrymes made substantial contributions to econometric theory through journal articles and textbooks.
Phoebus Dhrymes's Published Works
Published Works
- A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory (1984) (284)
- Econometrics : statistical foundations and applications (1971) (281)
- Productivity Dynamics: U.S. Manufacturing Plants, 1972–1986 (1999) (261)
- Distributed Lags: Problems of Estimation and Formulation (1972) (218)
- A study in econometrics : the demand for electricity in the United States (1964) (170)
- Mathematics for econometrics (1978) (159)
- Distributed Lags:A Survey (1972) (140)
- Limited dependent variables (1986) (116)
- Criteria for Evaluation of Econometric Models (1972) (112)
- TECHNOLOGY AND SCALE IN ELECTRICITY GENERATION (1964) (109)
- Investment, Dividend, and External Finance Behavior of Firms (1967) (102)
- Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency (1973) (90)
- New Tests of the APT and Their Implications (1985) (79)
- ESTIMATION OF DISTRIBUTED LAGS (1970) (78)
- Some Extensions and Tests for the CES Class of Production Functions (1965) (76)
- On the Theory of the Monopolistic Multiproduct Firm Under Uncertainty (1964) (54)
- 4. Price and Quality Changes in Consumer Capital Goods: An Empirical Study (1971) (52)
- Equivalence of Iterative Aitken and Maximum Likelihood Estimators for a System of Regression Equations (1971) (48)
- Alternative Asymptotic Tests of Significance and Related Aspects of 2SLS and 3SLS Estimated Parameters (1969) (47)
- Efficient Estimation of Distributed Lags with Autocorrelated Errors (1969) (46)
- Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators (1973) (43)
- Time series, unit roots, and cointegration (1998) (41)
- On the Dividend Policy of Electric Utilities (1964) (31)
- The Structure Of Production Technology Productivity And Aggregation Effects (1991) (31)
- Distributed Lags. Problems of Estimation and Formulation. (1973) (30)
- An empirical examination of the implications of arbitrage pricing theory (1985) (27)
- Topics in Advanced Econometrics (1989) (26)
- Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models (1974) (25)
- ON THE TREATMENT OF CERTAIN RECURRENT NON-LINEARITIES IN REGRESSION ANALYSIS* (1966) (24)
- ON THE GAME OF MAXIMIZING R‐2 (1970) (23)
- A comparison of the forecasting performance of WEFA and ARIMA time series methods (1988) (21)
- On Devising Unbiased Estimators for the Parameters of a Cobb Douglas Production Function (1962) (21)
- A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors (1974) (21)
- On an Efficient Two-Step Estimator for Dynamic Simultaneous Equations Models with Autoregressive Errors (1976) (20)
- Elasticities of Substitution for Two-Digit Manufacturing Industries: A Correction (1970) (19)
- On Optimal Advertising Capital and Research Expenditures under Dynamic Conditions (1962) (18)
- The empirical relevance of arbitrage pricing models (1984) (16)
- A Comparison of Productivity Behavior in Manufacturing and Service Industries (1963) (16)
- Structural VAR, Marma and Open Economy Models (1997) (16)
- ESTIMATION OF JOINT PRODUCTION FUNCTIONS (1969) (14)
- Foundations of Supply-Side Economics (1985) (13)
- On the Strong Consistency of Estimators for Certain Distributed Lag Models with Autocorrelated Errors (1971) (13)
- CREDIT RATINGS FOR STRUCTURED PRODUCTS A Review of Analytical Methodologies, Credit Assessment Accuracy, and Issuer Selectivity among the Credit Rating Agencies (2003) (12)
- On a Class of Utility and Production Functions Yielding Everywhere Differentiable Demand Functions (1967) (12)
- Specification tests in simultaneous equations systems (1994) (12)
- Linear and nonlinear simultaneous equations (1994) (12)
- Full Information Estimation of Dynamic Simultaneous Equations Models with Autoregressive Errors (1971) (11)
- On the existence of generalized inverse estimators in a singular system of equations (1987) (10)
- Autoregressive Errors in Singular Systems of Equations (1994) (10)
- ADJUSTMENT DYNAMICS AND THE ESTIMATION OF THE CES CLASS OF PRODUCTION FUNCTIONS (1967) (9)
- A note on an efficient two-step estimator (1974) (8)
- Estimation of models with grouped and ungrouped data by means of "2SLS" (2006) (7)
- A Comparative Review of Econometrics Books@@@Econometrics: Statistical Foundations and Applications@@@Econometric Models, Techniques and Applications@@@Econometric Methods@@@The Theory and Practice of Econometrics@@@Elements of Econometrics@@@Econometrics@@@Econometric Models and Economic Forecasts@ (1982) (6)
- A Multisectoral Model of Growth (1962) (6)
- Simultaneous equations inference in econometrics (1972) (6)
- Portfolio Theory: Origins, Markowitz and CAPM Based Selection (2017) (5)
- Returns, Risk, Portfolio Selection, and Evaluation (2017) (5)
- Cross-Spectral Analysis (1974) (4)
- Applications of Multivariate Analysis (1974) (4)
- Identification and Kullback Information in the GLSEM (1998) (4)
- Asymptotic Properties of an Iterate of the Two-Stage Least Squares Estimator (1972) (4)
- Distributed Lags: Problems of Estimation and Formulation (2nd Revised ed.). (1982) (3)
- A SIMPLE PROOF OF THE ASYMPTOTIC EFFICIENCY OF 3SLS RELATIVE TO 2SLS ESTIMATORS (1973) (3)
- Tests for Endogeneity and Instrument Suitability (2003) (3)
- Impacts of an overvalued currency on domestic income, employment and prices (1978) (3)
- Asymptotic Properties of Simultaneous Least Squares Estimators (1972) (2)
- An Identity between Double k-Class and Two Stage Least Squares Estimators (1969) (2)
- A Comment on CES Production Functions (1967) (2)
- Testing for autocorrelation in systems of equations (2005) (2)
- Vector and Matrix Differentiation (2013) (1)
- The General Linear Model (2013) (1)
- Applications of Classical and Simultaneous Equations Techniques and Related Problems (1974) (1)
- A Note on Identification Test Procedures (1992) (1)
- Limited Information Estimation of Simultaneous Equations with Indicator Endogenous Variables (2004) (1)
- THEORETICAL AND APPLIED ECONOMETRICS (1995) (1)
- A Conformity Test for Cointegration (1995) (1)
- The General Linear Model IV (1978) (1)
- The Economic and Sociological Significance of Debt Bondage and Detribalization in Ancient Greece (1958) (1)
- Identification and estimation of structural VAR and MARMA models (1997) (1)
- ESTIMATION AND CONTROL OF A MACROECONOMIC MODEL WITH (2007) (1)
- Applications Of Spectral Analysis To Simultaneous Equations Systems (1974) (0)
- Approximate Sampling Distributions And Other Statistical Aspects Of Spectral Analysis (1974) (0)
- Misspecification Analysis and Errors in Variables (2017) (0)
- The General Linear Model III (2017) (0)
- Finance Behavior of Firms (1970) (0)
- Foundations of Probability (2013) (0)
- Statistical and Probabilistic Background (2017) (0)
- Discussion Paper Series Estimation of Models with Grouped and Ungrouped Data by Means of “ 2 SLS ” (2001) (0)
- Forecasting: Accuracy and Evaluation (2017) (0)
- Systems of Linear Equations (2013) (0)
- Systems of Simultaneous Equations (2017) (0)
- Handbook of econometrics : Z. Griliches and M.D. Intriligator, eds., Vol. 2 (North Holland, Amsterdam, 1984) [UK pound]67.19, [UK pound]64.56, pp. 686 (1989) (0)
- Convergence of Sequences II (1989) (0)
- Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators (1974) (0)
- On the Meaning of Certain Cointegration Test (1994) (0)
- The Limiting Distribution of the Cointegration Test Statistic in VAR(n) Models (1995) (0)
- Time Series Modeling (2017) (0)
- The General Linear Model II (2017) (0)
- Extension of Classical Methods II (1994) (0)
- LIML Estimation Methods (1994) (0)
- Systems of Difference Equations with Constant Coefficients (1978) (0)
- Linear Systems of Equations and Generalized Inverses of Matrices (1978) (0)
- Relations Among Estimations; Monte Carlo Methods (1974) (0)
- Estimating future claims (1996) (0)
- Distributed Lags: Problems of Estimation and Formulation, 2Nd Edition (1983) (0)
- Tables for Testing Hypotheses on the Autoregressive Structure of the Errors in a GLM (1978) (0)
- A Note on Heteroskedasticity Issues (1992) (0)
- Panel Data Models (2013) (0)
- Discussion Paper Series Testing for Autocorrelation in Systems of Equations (2002) (0)
- Convergence of Sequences I (1989) (0)
- Elementary Aspects of Multivariate Analysis (1974) (0)
- Restricted Reduced Forms, Forecasting and the GLSEM (1990) (0)
- A Characterization of Cointegration (1993) (0)
- Alternative Estimation Methods; Recursive Systems (1974) (0)
- On the empirical relevance of APT (1985) (0)
- Two Books on Greece (1964) (0)
- Maximum Likelihood Methods (1974) (0)
- Discrete Choice Models: Logit and Probit Analysis (2017) (0)
- A Note on Uncertainty, Bayesian Inference and Competitive Behavior (1961) (0)
- ON THE MEANING OF CERTAIN COINTEGRATION TESTS* (2008) (0)
- Large Plant Data in the LRD: Selection of a Sample for Estimation (1999) (0)
- Estimation of Simultaneous Equations Systems (1974) (0)
- Handbook of econometrics: Z. Griliches and M.D. Intrilligator, eds. vol. 2 (North Holland, Amsterdam, 1984) pp. 686 + xxvi. [UK pound]67.19, XXX65.00 (1988) (0)
- Mathematical Underpinnings of Probability Theory (2013) (0)
- Nonlinear ML Methods (1994) (0)
- A Characterization of Cointegration by Phoebus Dhrymes (2008) (0)
- A Useful Multivariate Stochastic Integration Result (1995) (0)
- On the Game of Maximizing R Bar Square (1970) (0)
- Vectors and Vector Spaces (2013) (0)
- DE Lag Operators GLSEM and Time Series (2013) (0)
- Theoretical and Applied Econometrics: The Selected Papers of Phoebus J. Dhrymes (1995) (0)
- A Useful Lemma (1992) (0)
- Topics in NLSE Theory (1994) (0)
- Handbook of econometrics: Z. Griliches and M.D. Intriligator, eds., Vol. 2 (North Holland, Amsterdam, 1984) £67.19, £64.56, pp. 686 (1989) (0)
- GLSEM and TS Models (2013) (0)
- Discussion Paper Series Tests for Endogeneity and Instrument Suitability (2007) (0)
- LLN, CLT and Ergodicity (2013) (0)
- The Design of Monte Carlo Experiments for VAR Models (1996) (0)
- Applications: The GLSEM (2000) (0)
- Vectorization of Matrices and Matrix Functions: Matrix Differentiation (1984) (0)
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