Hostname: page-component-74656f9884-8r8nv Total loading time: 0 Render date: 2026-11-09T16:29:52.070Z Has data issue: false hasContentIssue false
  • English
  • Français

Phoebus J. Dhrymes (1932–2016)

Published online by Cambridge University Press:  25 August 2017

Aris Spanos  and
Peter C.B. Phillips
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

Information

Type
ET OBITUARY
Information
Econometric Theory , Volume 33 , Issue 5 , October 2017 , pp. 1039 - 1045
Copyright
Copyright © Cambridge University Press 2017 

References

REFERENCES

Dhrymes, P.J. (1962a) On devising unbiased estimators for the parameters of a Cobb–Douglas production function. Econometrica 30, 297–304.CrossRefGoogle Scholar
Dhrymes, P.J. (1962b) A multisectoral model of growth. The Quarterly Journal of Economics 76, 264–278.Google Scholar
Dhrymes, P.J. (1963) A comparison of productivity behavior in the manufacturing and service industries. U.S. 1947–58. Review of Economics and Statistics 45, 64–69.Google Scholar
Dhrymes, P.J. (1969) Alternative asymptotic tests of significance and related aspects of 2SLS and 3SLS estimated parameters. Review of Economic Studies 36, 213–226.CrossRefGoogle Scholar
Dhrymes, P.J. (1970) Econometrics: Statistical Foundations and Applications. Harper and Row.Google Scholar
Dhrymes, P.J. (1971) Distributed Lags: Problems of Formulation and Estimation. Holden-Day.Google Scholar
Dhrymes, P.J. (1973a) Restricted and unrestricted reduced forms: Asymptotic distribution and relative efficiency. Econometrica 41, 119–134.CrossRefGoogle Scholar
Dhrymes, P.J. (1973b) Small sample and asymptotic relations between maximum likelihood and three stage least squares estimators. Econometrica 41, 357–364.Google Scholar
Dhrymes, P.J. (1978) Introductory Econometrics. Springer-Verlag.CrossRefGoogle Scholar
Dhrymes, P.J. (1989) Topics in Advanced Econometrics. Vol. I; Probability Foundations. Springer Verlag.CrossRefGoogle Scholar
Dhrymes, P.J. (1994) Topics in Advanced Econometrics. Vol. 1I; Linear and Nonlinear Simultaneous Equations. Springer-Verlag.Google Scholar
Dhrymes, P.J. (1994a) On the estimation of systems of equations with autoregressive errors and singular covariance matrices. Econometric Theory 10, 254–282.Google Scholar
Dhrymes, P.J. (1994b) Specification tests in simultaneous equations systems. Journal of Econometrics 64, 45–72.Google Scholar
Dhrymes, P.J. (1997) Identification and Kullback information in the GLSEM. Journal of Econometrics 83, 163–184.Google Scholar
Dhrymes, P.J. (1998) Time Series, Unit Roots, and Cointegration. Academic Press.Google Scholar
Dhrymes, P.J., Friend, I., & Bulent Gultekin, N. (1984) A critical reexamination of the empirical evidence on the arbitrage pricing theory. Journal of Finance 39, 323–346.Google Scholar
Dhrymes, P.J., Friend, I., Bulent Gultekin, N., & Gultekin, M.N. (1985) An empirical examination of the implications of arbitrage pricing theory. Journal of Banking and Finance 9, 73–99.CrossRefGoogle Scholar
Dhrymes, P.J. & Polakoff, M.E. (1958) On the economic and sociological consequences of debt bondage and detribalization in ancient Greece. Economic Development and Cultural Change 6, 88–108.Google Scholar
Goldberger, A.S. (1964) Econometric Theory. Wiley.Google Scholar
Hood, W.C. & Koopmans, T.C. (eds.) (1953) Studies in Econometric Method. Cowles Commission Monograph 14. Wiley.Google Scholar
Johansen, S. (1988) Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control 12, 231–254.Google Scholar
Johansen, S. (1995) Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press.Google Scholar
Johnston, J. (1963) Econometric Methods. McGraw Hill.Google Scholar
Malinvaud, E. (1966) Statistical Methods of Econometrics. Rand McNally.Google Scholar
Phillips, P.C.B. (1986) Understanding spurious regressions in econometrics. Journal of Econometrics 33, 311–340.Google Scholar
Phillips, P.C.B. (1987a) Time series regressions with a unit root. Econometrica 55, 227–301.Google Scholar
Phillips, P.C.B. (1987b) Towards a unified asymptotic theory for autoregression. Biometrika 74, 535–547.Google Scholar
Phillips, P.C.B. (1988) Regression theory for near-integrated time series. Econometrica 56, 1021–1044.CrossRefGoogle Scholar
Phillips, P.C.B. (2015a) Memorial to Edmond Malinvaud. Econometric Theory 31, 423–425.Google Scholar
Phillips, P.C.B. (2015b) Edmond Malinvaud: A tribute to his contributions in econometrics. Econometrics Journal 18, A1–A13.CrossRefGoogle Scholar
Phillips, P.C.B. (2017) Edmond Malinvaud – an economist’s econometrician. Annals of Economics and Statistics (125–126), 135–151.Google Scholar
Spanos, A. (2002) The ET interview: Professor Phoebus J. Dhrymes. Econometric Theory 18, 1221–1272.Google Scholar