Theoretical and applied econometrics: the selected papers of Phoebus J. Dhrymes
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Aldershot, UK u.a.
Elgar
1995
|
| Schriftenreihe: | Economists of the twentieth century
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XIII, 646 S. graph. Darst. |
| ISBN: | 1858980925 |
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| adam_text | Theoretical and Applied
Econometrics
The Selected Papers of Phoebus J Dhrymes
Phoebus J Dhrymes
Professor of Economics
Columbia University in the City of New York
ECONOMISTS OF THE TWENTIETH CENTURY
Edward Elgar
Aldershot, UK • Brookfield, US
Contents
Acknowledgements xi
Preface xiv
PART I ECONOMETRIC THEORY: SIMULTANEOUS EQUATIONS
1 Alternative Asymptotic Tests of Significance and Related Aspects of
2SLS and 3SLS Estimated Parameters , Review of Economic Studies,
36(2), 1969, 213-26 3
2 An Identity Between Double fc-class and Two Stage Least Squares
Estimators , International Economic Review, 10(1), 1969, 114-17 17
3 A Simplified Structural Estimator for Large-Scale Econometric
Models , Australian Journal of Statistics, 13(3), 1971, 168-75 21
4 Asymptotic Properties of an Iterate of the Two-Stage Least Squares
Estimator , Journal of the American Statistical Association, 67(338),
1972, 444-7 (jointly with Vishwanath Pandit) 29
5 Asymptotic Properties of Simultaneous Least Squares Estimators ,
International Economic Review, 13(2) , 1972, 201-11 37
6 Criteria for Evaluation of Econometric Models , Annals of
Economic and Social Measurement, 1(3), 1972, 291-324 (jointly
with others) 48
7 Restricted and Unrestricted Reduced Forms: Asymptotic
Distribution and Relative Efficiency , Econometrica, 41(1), 1973,
119-34 82
8 Small Sample and Asymptotic Relations between Maximum Likelihood
and Three Stage Least Squares Estimators , Econometrica, 41(2),
1973, 357-64 98
9 A Simple Proof of the Asymptotic Efficiency of 3SLS Relative to
2SLS Estimators , Western Economic Journal, XI(2), 1973, 187-90 106
10 A Comparison of Some Limited Information Estimators for
Dynamic Simultaneous Equations Models with Autocorrelated
Errors , Econometrica, 42(2), 1974, 311-32 (jointly with R Berner
and D Cummins) 110
11 Asymptotic Properties of Full Information Estimators in Dynamic
Autoregressive Simultaneous Equation Models , Journal of
Econometrics, 2, 1974, 247-59 (jointly with H Erlat) 132
12 A Note on an Efficient Two-Step Estimator , Journal of Econometrics,
2, 1974, 301-4 145
13 On an Efficient Two-Step Estimator for Dynamic Simultaneous Equations
Models with Autoregressive Errors , International Economic Review,
17(2), 1976, 362-76 (jointly with John B Taylor) 149
vn
viii Theoretical and Applied Econometrics
14 A Comparison of the Forecasting Performance of WEFA and
ARIMA Time Series Methods , International Journal of
Forecasting, 4, 1988, 81-101 (jointly with Stavros C Peristiani) 164
PART II ECONOMETRIC THEORY: SINGLE AND MULTIPLE
EQUATIONS REGRESSION MODELS
15 On Devising Unbiased Estimators for the Parameters of the Cobb-
Douglas Production Function , Econometrica, 30(2), 1962, 297-304 187
16 On the Treatment of Certain Recurrent Non-linearities in Regression
Analysis , Southern Economic Journal, 33(2), 1966, 187-96 195
17 On the Game of Maximizing /?2 , Australian Economic Papers, 14,
1970, 177-85 205
18 Equivalence of Iterative Aitken and Maximum Likelihood Estimators
for a System of Regression Equations , Australian Economic Papers,
IS, 1971, 20-24 214
19 On the Existence of Generalized Inverse Estimators in a Singular
System of Equations , Journal of Forecasting, 6, 1987, 181-92
(jointly with Samuel Schwarz) 219
20 On the Invariance of Estimators for Singular Systems of Equations ,
Greek Economic Review, 9(1), 1987, 88-107 (jointly with Samuel
Schwarz) 231
PART III ECONOMETRIC THEORY: DISTRIBUTED LAGS
21 Efficient Estimation of Distributed Lags with Autocorrelated Errors ,
International Economic Review, 10(1), 1969, 47-67 253
22 Estimation of Distributed Lags , International Economic Review,
11(2), 1970, 235-50 (jointly with Lawrence R Klein and Kenneth
Steiglitz) 274
23 On the Strong Consistency of Estimators for Certain Distributed
Lag Models with Autocorrelated Errors , International Economic
Review, 12(2), 1971, 329-43 290
24 On the Estimation of the Polynomial Lag Hypothesis , Greek
Economic Review, 3(1), 1981, 18-24 305
PART IV EMPIRICAL APPLICATIONS: PRODUCTION FUNCTIONS,
TECHNICAL CHANGE, PRODUCTIVITY, DECOMPOSITION
OF PRICE MOVEMENTS INTO QUALITY AND PURE PRICE
EFFECTS, AND RELATED ISSUES
25 A Comparison of Productivity Behavior in Manufacturing and Service
Industries , Review of Economics and Statistics, 45, 1963, 64-9 315
26 Technology and Scale in Electricity Generation , Econometrica,
32(3), 1964, 287-315 (jointly with Mordecai Kurz) 321
Theoretical and Applied Econometrics ix
27 Some Extensions and Tests for the CES Class of Production
Functions , Review of Economics and Statistics, XLV1I(4), 1965,
357-66 350
28 A Comment on CES Production Functions , Review of Economics
and Statistics, 49, 1967, 610-11 360
29 Elasticities of Substitution for Two-Digit Manufacturing Industries:
A Correction , Review of Economics and Statistics, LII(l) , 1970,
115-17 (jointly with P Zarembka) 362
30 Adjustment Dynamics and the Estimation of the CES Class of
Production Functions , International Economic Review, 8(2), 1967,
209-17 365
31 Estimation of Joint Production Functions , Econometrica, 37(4),
1969, 732-6 (jointly with B M Mitchell) 374
32 On the Measurement of Price and Quality Changes in Some Consumer
Capital Goods , American Economic Review, 57, 1967, 501-18 379
33 A Model of Short Run Labor Adjustment , Chapter 5 in The
Brookings Model: Some Further Results, J S Duesenberry et al
(eds), North Holland Publishing, 1969, 111-49 397
34 The Structure of Production Technology: Productivity and Aggregation
Effects , Discussion Paper No 551, Department of Economics
Columbia University, 1991 ,2 -71 436
PART V EMPIRICAL APPLICATIONS: ISSUES IN FINANCE
35 A Critical Reexamination of the Empirical Evidence on the Arbitrage
Pricing Theory , Journal of Finance, XXXIX(2), 1984, 323-46
(jointly with Irwin Friend and N Bulent Gultekin) 509
36 The Empirical Relevance of Arbitrage Pricing Models , Journal of
Portfolio Management, 10, 1984, 35-44 533
37 An Empirical Examination of the Implications of Arbitrage Pricing
Theory , Journal of Banking and Finance, 9, 1985, 73-99 (jointly
with Irwin Friend, N Bulent Gultekin and Mustafa N Gultekin) 543
38 New Tests of the APT and Their Implications , Journal of Finance,
XL(3), 1985, 659-74 (jointly with Irwin Friend, Mustafa N
Gultekin and N Bulent Gultekin) 570
39 Financial Stringency and the Probability of First Homeownership ,
Studies in Banking and Finance, 5, 1988, 27-47, Supplement to the
Journal of Banking and Finance 586
PART VI TOPICS IN ECONOMIC THEORY
40 On Optimal Advertising Capital and Research Expenditures under
Dynamic Conditions , Economica, NS 29, 1962, 275-9 609
41 On the Theory of the Monopolistic Multiproduct Firm Under
Uncertainty, International Economic Review, 5(3), 1964, 239-57 614
x Theoretical and Applied Econometrics
42 On a Class of Utility and Production Functions Yielding Everywhere
Differentiable Demand Functions , Review of Economic Studies,
XXXIV(4), 1967, 399-408 633
Name index 643
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| title | Theoretical and applied econometrics the selected papers of Phoebus J. Dhrymes |
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