Phoebus J. Dhrymes

1932

• Econometrics: statistical foundations and applications
• Mathematics for econometrics
• Distributed lags
• Distributed lags; problems of estimation and formulation
• Estimating future claims
• Introductory econometrics
• Time series, unit roots, and cointegration
• Topics in advanced econometrics
• Topics in Advanced Econometrics: Volume 2
• A critical reexamination of the empirical evidence on the arbitrage pricing theory
• A note on the multivariate linear regression test for the APT model
• Asymptotic properties of full information estimators in dynamic autoregressive simulataneous equation models