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[BOOK] Introductory econometrics

PJ Dhrymes - 1978 - books.google.com
Page 1. cono I Phoebus J. Dhrymes Springer Page 2. Page 3. Phoebus J. Dhrymes
Introductory Econometrics Springer This On« BY68-3S8-DPY8 Page 4. Phoebus J.
Dhrymes Department of Economics Columbia University New York. ...
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A critical reexamination of the empirical evidence on the arbitrage pricing theory

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PJ Dhrymes, I Friend… - Journal of Finance, 1984 - JSTOR
Page 1. THE JOURNAL OF FINANCE * VOL. XXXIX, NO. 2 * JUNE 1984 A Critical
Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory PHOEBUS J.
DHRYMES, IRWIN FRIEND, and N. BULENT GULTEKIN* ABSTRACT ...
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Productivity dynamics: US manufacturing plants, 1972–1986

[PDF] from biu.ac.il
Full text - MIT Libraries
EJ Bartelsman… - Journal of productivity analysis, 1998 - Springer
Page 1. Journal of Productivity Analysis, 9, 5–34 (1998) c 1998 Kluwer Academic
Publishers, Boston. Manufactured in The Netherlands. Productivity Dynamics: US
Manufacturing Plants, 1972–1986 ERIC J. BARTELSMAN* ejb@cpb.nl ...
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[BOOK] Mathematics for econometrics

PJ Dhrymes - 2000 - books.google.com
Page 1. PHOEBUS J. DHRYMES i IRD EDIT LllbG niP9 Page 2. Page 3. Mathematics for
Econometrics Third Edition Thie One LKE6-8DN-UBTK Page 4. Springer New York Berlin
Heidelberg Barcelona Hong Kong London Milan Paris Singapore Tokyo Page 5. ...
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Technology and scale in electricity generation

PJ Dhrymes… - Econometrica: Journal of the Econometric Society, 1964 - JSTOR
Page 1. Econometrica, Vol. 32, No. 3 (July, 1964) TECHNOLOGY AND SCALE IN
ELECTRICITY GENERATION' BY PHOEBUS J. DHRYMES2 AND MORDECAI KURZ The
question of returns to scale in public utilities is a much debated issue. ...
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[PDF] Criteria for evaluation of econometric models

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PJ Dhrymes, EP Howrey, SH Hymans, J Kmenta… - 1972 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of
Economic Research Volume Title: Annals of Economic and Social Measurement, Volume
1, number 3 Volume Author/Editor: NBER Volume Publisher: NBER ...
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[PDF] Investment, dividend, and external finance behavior of firms

[PDF] from nber.org
PJ Dhrymes… - 1967 - nber.org
Page 1. This PDF is a selection from an out-of-print volume from the National Bureau of
Economic Research Volume Title: Determinants of Investment Behavior Volume Author/Editor:
Robert Ferber, ed. Volume Publisher: UMI Volume ISBN: 0-87014-309-3 ...
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Some extensions and tests for the CES class of production functions

Full text - MIT Libraries
PJ Dhrymes - The Review of Economics and Statistics, 1965 - JSTOR
Page 1. SOME EXTENSIONS AND TESTS FOR THE CES CLASS OF PRODUCTION
FUNCTIONS * Phoebus J. Dhrymes I Preliminaries IN a recent pioneering paper
Arrow, Chenery, Minhas, and Solow,' hereafter referred to ...
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[PDF] Limited dependent variables

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PJ Dhrymes - Handbook of Econometrics, 1986 - econ.pdx.edu
Page 1. Chapter 27 LIMITED DEPENDENT VARIABLES PHOEBUS J. DHRYMES Columbia
University Contents 0. Introduction 1. Logit and probit 1 .l Generalities 1.2. Why a general linear
model (GLM) formulation is inappropriate 1.3. A utility maximization motivation 1.4. ...
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Restricted and unrestricted reduced forms: Asymptotic distribution and relative efficiency

PJ Dhrymes - Econometrica: journal of the Econometric Society, 1973 - JSTOR
Page 1. Econometrica, Vol. 41, No. 1 (January, 1973) RESTRICTED AND
UNRESTRICTED REDUCED FORMS: ASYMPTOTIC DISTRIBUTION AND
RELATIVE EFFICIENCY' BY PHOEBUS J. DHRYMES This paper derives ...
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[CITATION] Price and quality changes in consumer capital goods: an empirical study

PJ Dhrymes - Price indexes and quality …, 1971 - Cambridge MA: Harvard University …
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New tests of the APT and their implications

PJ Dhrymes, I Friend, MN Gultekin… - Journal of Finance, 1985 - JSTOR
Page 1. THE JOURNAL OF FINANCE * VOL. XL, NO. 3 * JULY 1985 New Tests
of the APT and Their Implications PHOEBUS J. DHRYMES, IRWIN FRIEND,
MUSTAFA N. GULTEKIN, and N. BULENT GULTEKIN* ABSTRACT ...
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[CITATION] A model of short-run labor adjustment

PJ Dhrymes - The Brookings Model: Some Further Results. Chicago, …, 1969
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On the theory of the monopolistic multiproduct firm under uncertainty

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PJ Dhrymes - International Economic Review, 1964 - JSTOR
Page 1. I NTERNATIONAL ECONOMIC RE'V1E September, 1964 REVIEW
~~~~~Vol. 5, No. 3 ON THE THEORY OF THE MONOPOLISTIC MULTIPRODUCT
FIRM UNDER UNCERTAINTY* BY PHOEBUS J. DHRYMBS1 THE ...
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Equivalence of iterative Aitken and maximum likelihood estimators for a system of regression equations

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PJ Dhrymes - Australian Economic Papers, 1971 - Wiley Online Library
Page 1. EQUIVALENCE OF ITERATIVE AITKEN AND MAXIMUM LIKELIHOOD
ESTIMATORS FOR A SYSTEM OF REGRESSION EQUATIONS PHOEBUS J. DHRYMES
University of Pennsylvania and Monash University I. INTRODUCTION ...
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Small sample and asymptotic relations between maximum likelihood and three stage least squares estimators

PJ Dhrymes - Econometrica: Journal of the Econometric Society, 1973 - JSTOR
Page 1. Econometrica, Vol. 41, No. 2 (March 1973) SMALL SAMPLE AND
ASYMPTOTIC RELATIONS BETWEEN MAXIMUM LIKELIHOOD AND THREE STAGE
LEAST SQUARES ESTIMATORS1 BY PHOEBUS J. DHRYMES ...
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Efficient estimation of distributed lags with autocorrelated errors

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PJ Dhrymes - International Economic Review, 1969 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 10, No. 1, February, 1969
EFFICIENT ESTIMATION OF DISTRIBUTED LAGS WITH AUTOCORRELATED
ERRORS* BY PHOEBUS J. DHRYMES' 1. PRELIMINARIES THE ...
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Productivity dynamics: US manufacturing plants, 1972-1986

P Dhrymes… - 1992 - ideas.repec.org
This paper presents an analysis of the dynamics of total factor productivity measures for
large plants in SICs 35, 36, and 38. Several TFP measures, derived from production
functions and Solow type residuals, are computed and their behavior over time is ...
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Alternative asymptotic tests of significance and related aspects of 2SLS and 3SLS estimated parameters

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PJ Dhrymes - The Review of Economic Studies, 1969 - JSTOR
Page 1. Alternative Asymptotic Tests of Significance and Related Aspects of 2SLS
and 3SLS Estimated Parameters1 INTRODUCTION AND SUMMARY The purpose
of this paper is to put forth an alternative derivation of the two ...
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On the measurement of price and quality changes in some consumer capital goods

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PJ Dhrymes - The American Economic Review, 1967 - JSTOR
Page 1. ON THE MEASUREMENT OF PRICE AND QUALITY CHANGES IN SOME
CONSUMER CAPITAL GOODS By PHOEBUS J. DHRYMES University of
Pennsylvania I. Introduction This paper reports some preliminary and ...
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On the treatment of certain recurrent non-linearities in regression analysis

PJ Dhrymes - Southern Economic Journal, 1966 - JSTOR
Page 1. ON THE TREATMENT OF CERTAIN RECURRENT NON-LINEARITIES IN
REGRESSION ANALYSIS* PHOEBUS J. DHRYMES University of Pennsylvania I.
PRELIMINARIES Consider the problem of estimating the parameters of ...
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[CITATION] A simplified structural estimator for large scale econometric models

PJ Dhrymes… - 1970 - University of Pennsylvania, …
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[CITATION] An empirical analysis of the savings and loan industry

P Dhrymes… - Study of the Savings and Loan Industry. Washington: …, 1969
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On the dividend policy of electric utilities

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PJ Dhrymes… - The Review of Economics and Statistics, 1964 - JSTOR
Page 1. ON THE DIVIDEND POLICY OF ELECTRIC UTILITIES * Phoebus J. Dhrymes and
Mordecai Kurz D URING the past twenty years a great deal of econometric research has been
di- rected toward the study of the saving behavior of economic units. ...
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Estimation of distributed lags

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PJ Dhrymes, LR Klein… - International Economic Review, 1970 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 11, No. 2, June, 1970
ESTIMATION OF DISTRIBUTED LAGS* BY PHOEBUS J. DHRYMES, LAWRENCE
R. KLEIN AND KENNETH STEIGLITZ' 1. PRELIMINARIES THE USE ...
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On devising unbiased estimators for the parameters of the Cobb-Douglas production function

[PDF] from yale.edu
PJ Dhrymes - Econometric: Journal of the Econometric Society, 1962 - JSTOR
Page 1. Econometrica, Vol. 30, No. 2 (April, 1962) ON DEVISING UNBIASED
ESTIMATORS FOR THE PARAMETERS OF THE COBB-DOUGLAS PRODUCTION
FUNCTION1 BY PHOEBUS J. DHRYMES 1. IN MANY empirical ...
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An empirical examination of the implications of arbitrage pricing theory

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PJ Dhrymes, I Friend, NB Gultekin… - Journal of Banking & …, 1985 - Elsevier
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A Comparison of Productivity Behavior in Manufacturing and Service Industries

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PJ Dhrymes - The Review of economics and statistics, 1963 - JSTOR
Page 1. A COMPARISON OF PRODUCTIVITY BEHAVIOR IN MANUFACTURING
AND SERVICE INDUSTRIES* Phoebus J. Dhrymes F OLLOWING a pioneering article
by Solow [71 the problem of measuring "technical change ...
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ON THE GAME OF MAXIMIZING R‐2*

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PJ Dhrymes - Australian Economic Papers, 1970 - Wiley Online Library
Page 1. ON THE GAME OF MAXIMIZING R2* PHOEBUS J. DHRYMES University
of Pennsylvania 1. INTRODUCTION Practising econometricians often behave as
if their objective is to produce an estimated regression equation ...
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The Structure Of Production Technology Productivity And Aggregation Effects

PJ Dhrymes - Working Papers, 1991 - ideas.repec.org
Downloadable! This is a sequel to an earlier paper by the author, Dhrymes (1990). Using the
LRD sample, that paper examined the adequacy of the functional form specifications commonly
employed in the literature of US Manufacturing production relations. The "universe" of the ...
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Elasticities of substitution for two-digit manufacturing industries: a correction

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PJ Dhrymes… - The Review of Economics and Statistics, 1970 - JSTOR
Page 1. NOTES 115 NOTES 115 school to total students, ceteris paribus, the greater
the per pupil expenditure. Results of Analysis There are two primary questions
confronting pro- gram planners of educational facilities: 1) At ...
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On an efficient two-step estimator for dynamic simultaneous equations models with autoregressive errors

Full text - MIT Libraries
PJ Dhrymes… - International Economic Review, 1976 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 17, No. 2, June, 1976 ON AN EFFICIENT
TWO-STEP ESTIMATOR FOR DYNAMIC SIMULTANEOUS EQUATIONS MODELS WITH
AUTOREGRESSIVE ERRORS* By PHOEBUS J. DHRYMES AND JOHN B. TAYLOR ...
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A comparison of some limited information estimators for dynamic simultaneous equations models with autocorrelated errors

[PDF] from ucla.edu
PJ Dhrymes, R Berner… - Econometrica: Journal of the …, 1974 - JSTOR
Page 1. Econometrica, Vol. 42, No. 2 (March, 1974) A COMPARISON OF SOME LIMITED
INFORMATION ESTIMATORS FOR DYNAMIC SIMULTANEOUS EQUATIONS MODELS
WITH AUTOCORRELATED ERRORS' BY PHOEBUS ...
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On a class of utility and production functions yielding everywhere differentiable demand functions

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PJ Dhrymes - The Review of Economic Studies, 1967 - JSTOR
Page 1. On a Class of Utility and Production Functions Yielding Everywhere
Differentiable Demand Functions 1. INTRODUCTION The purpose of this paper
is to characterize the class of utility and production functions whose ...
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On optimal advertising capital and research expenditures under dynamic conditions

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PJ Dhrymes - Economica, 1962 - JSTOR
Page 1. 1962] On Optimal Advertising Capital and Research Expenditures under
Dynamic Conditions1 By PHOEBUS J. DHRYMES The purpose of this paper is to
extend the results obtained by Prof- essors Nerlove and Arrow ...
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Adjustment dynamics and the estimation of the CES class of production functions

Full text - MIT Libraries
PJ Dhrymes - International Economic Review, 1967 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 8, No. 2, June, 1967 ADJUSTMENT
DYNAMICS AND THE ESTIMATION OF THE CES CLASS OF PRODUCTION FUNCTIONS* BY
PHOEBUS J. DHRYMES1 1. PRELIMINARIES EVER SINCE the production relation2 ...
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The empirical relevance of arbitrage pricing models

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PJ Dhrymes - The Journal of Portfolio Management, 1984 - iijournals.com
Page 1. The empirical relevance of arbitrage pricing models Their major implications
“are not supported by the evidence currently available, ” Phoebus 1. Dhrymes“ T
he standard Capital Asset Pricing Model (CAPM) has been ...
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[BOOK] Time Series, Unit Roots and Cointegration

P Dhrymes - 1998 - lavoisier.fr
Dhrymes' new book deals exclusively and rigorously with an extremely important topic in
time-series econometrics. Dhrymes is terribly good at proving theorems, this unified and
careful treatment will be useful for teachers, students, and practitioners of advanced ...
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[PDF] Socially responsible investment: Is it profitable?

[PDF] from columbia.edu
PJ Dhrymes - The Investment Research Guide to Socially …, 1998 - columbia.edu
Page 1. SOCIALLY RESPONSIBLE INVESTMENT: IS IT PROFITABLE? ∗ PHOEBUS
J. DHRYMES Columbia University July 1997; revised June 1998 1 What is Socially
Responsible? Before we can answer the question we ...
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Estimation of Joint Production Functions

PJ Dhrymes… - Econometrica: Journal of the Econometric …, 1969 - JSTOR
Page 1. Econometrica, Vol. 37, No. 4 (October. 1969) ESTIMATION OF JOINT
PRODUCTION FUNCTIONS BY PJ DHRYMES AND BM MITCHELL 1. INTRODUCTION
IN A RECEN4T PAPER, HD Vinod [1] has suggested canonical ...
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A multisectoral model of growth

[PDF] from oxfordjournals.org
PJ Dhrymes - The Quarterly Journal of Economics, 1962 - JSTOR
Page 1. A MULTISECTORAL MODEL OF GROWTH* PHOEBUS J. DHRYMES I.
Introduction and summary, 264. - II. The model, 265. - III. A brief review of the Hood and
Scott, and Johnson results, 276. I. INTRODUCTION AND SUMMARY ...
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Structural VAR, MARMA and open economy models

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PJ Dhrymes… - International Journal of Forecasting, 1998 - Elsevier
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On the strong consistency of estimators for certain distributed lag models with autocorrelated errors

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PJ Dhrymes - International Economic Review, 1971 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 12, No. 2, June, 1971 ON THE STRONG
CONSISTENCY OF ESTIMATORS FOR CERTAIN DISTRIBUTED LAG MODELS WITH
AUTOCORRELATED ERRORS* BY PHOEBUS J. DHRYMES' 1. INTRODUCTION ...
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A comparison of the forecasting performance of WEFA and ARIMA time series methods

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PJ Dhrymes… - International Journal of Forecasting, 1988 - Elsevier
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[CITATION] J.(1978). Introductory Econometrics

P Dhrymes - New York-Berlin
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[CITATION] On the invariance of estimators for singular systems of equations

PJ Dhrymes… - Greek economic review, 1987
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[CITATION] J. 1970. Econometrics

P Dhrymes - 1970 - New York: Harper & Row
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[CITATION] A note on an efficient two-step estimator

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PJ Dhrymes - Journal of Econometrics, 1974 - econpapers.repec.org
By Phoebus J. Dhrymes; A note on an efficient two-step estimator.
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[CITATION] 1974, Econometrics: Statistical Foundations and Applications

P Dhrymes - Springer, New York
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Autoregressive errors in singular systems of equations

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PJ Dhrymes - Econometric Theory, 1994 - Cambridge Univ Press
Page 1. Econometric Theory, 10, 1994, 254-285. Printed in the United States of
America. AUTOREGRESSIVE ERRORS IN SINGULAR SYSTEMS OF EQUATIONS
PHOEBUS J. DHRYMES Columbia University We consider ...
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[CITATION] Introductory Economics

PJ Dhrymes - 1978 - New York: Springer
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[CITATION] The Structure of Production Technology: Evidence from the LED Sample I."

PJ Dhrymes - Bureau of the Census Proceedings of the 1990 Annual …, 1990
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Autoregressive Errors in Singular Systems of Equations

PJ Dhrymes - … paper presented at the Center for …, 1989 - en.scientificcommons.org
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[CITATION] The Contribution of Arbitrage Pricing Theory to Capital Asset Pricing

P Dhrymes, I Friend… - Rodney L. White Center for …, 1982 - ideas.repec.org
No abstract is available for this item. ... To our knowledge, this item is not available for
download. To find whether it is available, there are three options: 1. Check below under "Related
research" whether another version of this item is available online. 2. Check on the ...
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Specification tests in simultaneous equations systems

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PJ Dhrymes - Journal of econometrics, 1994 - Elsevier
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An Identity between Double k-Class and Two Stage Least Squares Estimators

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PJ Dhrymes - International Economic Review, 1969 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 10, No. 1, February, 1969 AN
IDENTITY BETWEEN DOUBLE k-CLASS AND TWO STAGE LEAST SQUARES
ESTIMATORS* BY PHOEBUS J. DHRYMES' 1. INTRODUCTION ...
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[CITATION] rSocially Responsible Investing: Is It Profitable? sThe In" vestment Research Guide to Socially Responsible Investing

PJ Dhrymes - The Colloquium on Socially Responsible Investing, 1998
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[CITATION] The econometrics of dynamic demand models

PJ Dhrymes, BM Mitchell… - 1972 - University of Pennsylvania, …
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Identification and Kullback Information in the GLSEM

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PJ Dhrymes - Journal of econometrics, 1998 - Elsevier
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[PDF] Econometric Structure of Panel Data Models

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PJ Dhrymes - 2006 - columbia.edu
Page 1. ECONOMETRIC STRUCTURE OF PANEL DATA MODELS1 Phoebus J. Dhrymes2
Columbia University January 2006 1 cOPhoebus J. Dhrymes, 2006 Preliminary material;
not to be quoted or disseminated without permission of the author. ...
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[CITATION] On The Testability of Arbitrage Pricing Theory Models

PJ Dhrymes - 1983 - Columbia University, Department of …
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[CITATION] On the Determinants of the Probability of First-Home Acquisition and Its Relation to Credit Stringency

PJ Dhrymes - 1983 - Chap
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[CITATION] Productivity Dynamics: US Manufacturing Plants

EJ BarteJsman… - 1972
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[CITATION] Productivity dynamics: US manufacturing plants, 1972-1986. United States Bureau of the Census

EJ Bartelsman… - Center for Economic Studies Discussion Paper, 1992
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[PDF] Limited Information Estimation of Simultaneous Equations with Indicator Endogenous Variables

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PJ Dhrymes - 2004 - columbia.edu
Page 1. Limited Information Estimation of Simultaneous Equations with Indicator
Endogenous Variables∗ PHOEBUS J. DHRYMES Columbia University Original July
2004; this version, late November 2004 Abstract 1 Introduction ...
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[CITATION] Estimating future claims

FC Dunbar, DN Martin… - 1996 - getcited.org
An academic directory and search engine.
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Asymptotic properties of simultaneous least squares estimators

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PJ Dhrymes - International Economic Review, 1972 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 13, No. 2, June, 1972
ASYMPTOTIC PROPERTIES OF SIMULTANEOUS LEAST SQUARES ESTIMATORS*
BY PHOEBUS J. DHRYMES' 1. INTRODUCTION IN AN INTERESTING ...
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[BOOK] A Conformity Test for Cointegration

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PJ Dhrymes… - 1996 - academiccommons.columbia.edu
Page 1. A Conformity Test for Cointegration by Phoebus Dhrymes, Columbia University October
1995 1994-95 Discussion Paper Series No. 750 V Page 2. A Conformity Test for Cointegration
PHOEBUS J. DHRYMES Columbia University October 9, 1995 Abstract ...
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[CITATION] A Comment on CES Production Functions

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PJ Dhrymes - The Review of Economics and Statistics, 1967 - JSTOR
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[CITATION] Credit Ratings for Structured Products: A Review of Analytical Methodologies, Credit Assessment Accuracy, and Issuer Selectivity among the Credit Rating …

A Carron, PJ Dhrymes… - 2003 - NERA Economic Consulting
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[CITATION] Productivity dynamics: Us manufacturing plants

P Dhrymes… - 1972
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[CITATION] The Structure of Production Technology: Productivity and Aggregation Effects

P Dhrymes - Theoretical and applied econometrics: the selected …, 1995 - Edward Elgar Pub
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[PDF] ``Credit Ratings for Structured Products''

[PDF] from nera.com
A Carron, P Dhrymes… - NERA Economic Consulting report, 2003 - nera.com
Michael Gill, Senior Analyst, National Economic Research Associates, provided substantial research
assistance. Jonathan Falk, Vice President, National Economic Research Associates, provided
statistical assistance. ... The views expressed in this paper are those of the authors, and ...
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[CITATION] Review of Canto, Joines and Laffer

P Dhrymes - Foundations of Supply-Side Economics", in Journal of …, 1985
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[PDF] Tests for endogeneity and instrument suitability

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PJ Dhrymes - Discussion Papers, 2003 - academiccommons.columbia.edu
Page 1. Columbia University Department of Economics Discussion Paper Series Tests for
Endogeneity and Instrument Suitability Phoebus J. Dhrymes Discussion Paper No.: 0203-21
Department of Economics Columbia University New York, NY 10027 August 2003 Page 2. ...
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[CITATION] Impacts of an Overvalued Currency on Domestic Income, Employment and Prices

PJ Dhrymes - 1978 - getcited.org
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[BOOK] Identification and estimation of structural VAR and MARMA models

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PJ Dhrymes… - 1997 - academiccommons.columbia.edu
Page 1. Identification and Estimation of Structural VAR and MARMA Models Phoebus J. Dhrymes,
Columbia University May 1997 Discussion Paper Series No. 9697-20 p v Page 2.
IDENTIFICATION AND ESTIMATION OF STRUCTURAL VAR AND MARMA MODELS ...
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Estimation of models with grouped and ungrouped data by means of “2SLS”

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PJ Dhrymes… - Journal of econometrics, 2006 - Elsevier
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[CITATION] Some Aspects of the Estimation of Large Econometric Models

PJ Dhrymes… - 1969 - University of Pennsylvania, …
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[CITATION] Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency

PJ Dhrymes - unpublished mimeograph), University of …, 1971 - en.scientificcommons.org
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[CITATION] EFFECTS OF AGGREGATION OVER TIME• 729 DISCUSSION PHOEBUS J. DHRYMES UNIVERSITY OF PENNSYLVANIA

PJ DHRYMES - Econometric models of cyclical …, 1972 - National Bureau of Economic …
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[BOOK] The Design of Monte Carlo Experiments for VAR Models

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PJ Dhrymes… - 1996 - academiccommons.columbia.edu
Page 1. The Design of Monte Carlo Experiments for VAR Models by Phoebus J. Dhrymes,
Columbia University June 1996 Discussion Paper Series No. 9596-14 r... Page 2. The Design
of Monte Carlo Experiments for VAR Models PHOEBUS J. DHRYMES Columbia University ...
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[CITATION] A Note on the Multivariate Linear Regression Test for the APT Model

PJ Dhrymes - 1982 - Columbia University, Department of …
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[CITATION] The Pricing Behaviour of Interest Rate Swap Contracts

PJ Dhrymes… - Discussion Papers, 1992 - econpapers.repec.org
By PJ Dhrymes and SR Lee; The Pricing Behaviour of Interest Rate Swap Contracts.
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Small Sample Properties of Certain Cointegration Test Statistics: A Monte Carlo Study

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P Dhrymes… - 1998 - papers.ssrn.com
Abstract: This paper reports on the results of a Monte Carlo study. The latter investigates the
performance of various versions of the Conformity test CCT $ for the existence and rank of
cointegration, as given in Dhrymes (1996b), the likelihood ratio test LRT as given in ...
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[CITATION] NORTH-HOLLAND

D AIGNER, JP DHRYMES, A ZELLNER, A ANDO… - Journal of Econometrics, 1973
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[CITATION] Handbook of econometrics: Z. Griliches and MD Intrilligator, eds. vol. 2 (North Holland, Amsterdam, 1984) pp. 686+ xxvi.[UK pound] 67.19, XXX65. 00

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PJ Dhrymes - International Journal of Forecasting, 1988 - econpapers.repec.org
By Phoebus J. Dhrymes; Handbook of econometrics: Z. Griliches and MD Intrilligator,
eds. vol. 2 (North Holland, Amsterdam, 1984) pp. 686 +.
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[CITATION] ON THE ESTIMATION OF THE POLYNOMIAL LAG HYPOTHESIS

PJ Dhrymes - Greek economic review, 1981 - Published for the Society for …
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A Simple Proof of the Asymptotic Efficiency of 3SLS Relative to 2SLS Estimators

PJ Dhrymes - Economic Inquiry, 1973 - Wiley Online Library
Page 1. A SIMPLE PROOF OF THE ASYMPTOTIC EFFICIENCY OF 3SLS RELATIVE
TO 2SLS ESTIMATORS PHOEBUS J. DHRYMES University of California, Los
Angeles I. INTRODUCTION In this note we provide a simple ...
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[CITATION] A Note on 3 Pass Least Squares and an Alternative Estimation Method

PJ Dhrymes… - 1967 - University of Pennsylvania, …
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[CITATION] The empirical relevance of arbitrage pricing models: their major implications" are not supported by the evidence currently available"

PJ Dhrymes - The journal of portfolio management, 1986
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[BOOK] A Note on Heteroskedasticity Issues

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PJ Dhrymes… - 1992 - columbia.edu
Page 1. A Note on Heteroskedasticity Issues 1 Phoebus J. Dhrymes October 14, 1992 1This is
a preliminary draft. Not to be quoted without the author's permission. Comments are solicited.
I would like to thank H. White for an interesting discussion on the subject of this paper. ...
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On the empirical relevance of APT

PJ Dhrymes - The Journal of Portfolio Management, 1985 - iijournals.com
Page 1. On the: empirical relevance of APT: Comment Phoebus J . Dkrynres 70 m
L \o E “ I n my earlier paper [l] appearing in JPM, I sought to bring forth, dispassionately,
a number of results from my own research. These results ...
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[BOOK] On the Meaning of Certain Cointegration Tests

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PJ Dhrymes… - 1994 - academiccommons.columbia.edu
Page 1. On the Meaning of Certain Cointegration Tests by Phoebus J. Dhrymes, Columbia
University Discussion Paper No. 704 1/f-- Page 2. ON THE MEANING OF CERTAIN
COINTEGRATION TESTS* Phoebus J. Dhrymes * Columbia University 08/27/94 Abstract ...
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The Economic and Sociological Significance of Debt Bondage and Detribalization in Ancient Greece

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ME Polakoff… - Economic Development and Cultural Change, 1958 - JSTOR
Page 1. THE ECONOMIC AND SOCIOLOGICAL SIGNIFICANCE OF DEBT BONDAGE
AND DETRIBALIZATION IN ANCIENT GREECE* Introduction Economic systems
can be classified according to their integrative patterns, that ...
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[CITATION] Handbook of econometrics: Z. Griliches and MD Intriligator, eds., Vol. 2 (North Holland, Amsterdam, 1984)[UK pound] 67.19,[UK pound] 64.56, pp. 686

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PJ Dhrymes - International Journal of Forecasting, 1989 - ideas.repec.org
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[CITATION] Asymptotic Properties of Full Information Estimators in Dynamic Autoregressive Simultaneous Models

PJ Dhrymes… - UCLA Economics Working Papers, 1972 - ideas.repec.org
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[CITATION] Two Stage Least Squares as an Optimal Instrumental Variable Estimator

PJ Dhrymes… - 1968 - University of Pennsylvania, …
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[CITATION] Distributed Lags: A Survey

PJ Dhrymes - UCLA Economics Working Papers, 1972 - ideas.repec.org
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[CITATION] On the Meaning of Cointegration Tests

PJ Dhrymes… - 1994 - Cloumbia University Department of …
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