Books by Phoebus J. Dhrymes
Time series, unit roots, and cointegration
Estimating future claims
Theoretical and applied econom
Theoretical and applied econometrics
Topics in Advanced Econometrics: Volume 2
Note on identification test pr
Note on identification test procedures
Specifications tests in simult
Specifications tests in simultaneous equations systems
The Pricing behavior of intere
The Pricing behavior of interest rate swap contracts
Specification tests in simulta
Specification tests in simultaneous equation systems
On the Existence of Generalize
On the Existence of Generalized Inverse Estimators in a Singular System of Equations
On the testability of arbitrag
On the testability of arbitrage pricing theory models
A critical reexamination of th
A critical reexamination of the empirical evidence on the arbitrage pricing theory
A note on the multivariate lin
A note on the multivariate linear regression test for the APT model
Comparison of the forecasting
Comparison of the forecasting performance of WEFA to ARIMA time series methods
Inference Problems and goodnes
Inference Problems and goodness of fit measures in the context of dichotomous choice metals
On the asymptotic relative ine
On the asymptotic relative inefficiency of partially restricted reduced forms
Impacts of an overvalued curre
Impacts of an overvalued currency on domestic income, employment and prices
Asymptotic properties of full
Asymptotic properties of full information estimators in dynamic autoregressive simulataneous equation models
Asymptotic properties of full
Asymptotic properties of full information estimators in dynamic autorepressive simultaneous equations models
Distributed lags; problems of estimation and formulation
Econometrics: statistical foundations and applications
On the invariance of estimator
On the invariance of estimators for Singular Systems of Demand Equations