Phoebus J. Dhrymes

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Dhrymes PJ, Lleras-Muney A. (2006) Estimation of models with grouped and ungrouped data by means of "2SLS" Journal of Econometrics. 133: 1-29
Dhrymes PJ. (1998) Identification and Kullback information in the GLSEM Journal of Econometrics. 83: 163-184
Dhrymes PJ, Thomakos DD. (1998) Structural VAR, MARMA and open economy models International Journal of Forecasting. 14: 187-198
Dhrymes PJ. (1994) Specification tests in simultaneous equations systems Journal of Econometrics. 64: 45-76
Dhrymes PJ, Peristiani SC. (1988) A comparison of the forecasting performance of WEFA and ARIMA time series methods International Journal of Forecasting. 4: 81-101
Dhrymes PJ, Schwarz S. (1987) On the existence of generalized inverse estimators in a singular system of equations Journal of Forecasting. 6: 181-192
Dhrymes PJ. (1986) Chapter 27 Limited dependent variables Handbook of Econometrics. 3: 1567-1631
Dhrymes PJ, Friend I, Gultekin NB, et al. (1985) An empirical examination of the implications of arbitrage pricing theory Journal of Banking and Finance. 9: 73-99
Dhrymes PJ. (1984) The empirical relevance of arbitrage pricing models The Journal of Portfolio Management. 10: 35-44
Dhrymes PJ, Erlat H. (1974) Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models Journal of Econometrics. 2: 247-259