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Theoretical and Applied Econometrics : The Selected Papers of Phoebus J. Dhrymes : Economists of the Twentieth Century - Phoebus J. Dhrymes

Theoretical and Applied Econometrics : The Selected Papers of Phoebus J. Dhrymes

Economists of the Twentieth Century

Hardcover Published: January 1995
ISBN: 9781858980928
Number Of Pages: 672

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This selection of Professor Dhrymes's major papers combines important contributions to econometric theory with a series of well-thought out, skilfully-executed empirical studies.
The theoretical papers focus on such issues as the general linear model, simultaneous equations models, distributed lags and ancillary topics. Most of these papers originated with problems encountered in empirical research. The applied studies deal with production function and productivity topics, demand for labour, arbitrage pricing theory, demand for housing and related issues.

Acknowledgements
Preface
Alternative Asymptotic Tests of Significance and Related Aspects of 2SLS and 3SLS Estimated Parametersp. 3
An Identity Between Double k-class and Two Stage Least Squares Estimatorsp. 17
A Simplified Structural Estimator for Large-Scale Econometric Modelsp. 21
Asymptotic Properties of an Iterate of the Two-Stage Least Squares Estimatorp. 29
Asymptotic Properties of Simultaneous Least Squares Estimatorsp. 37
Criteria for Evaluation of Econometric Modelsp. 48
Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiencyp. 82
Small Sample and Asymptotic Relations between Maximum Likelihood and Three Stage Least Squares Estimatorsp. 98
A Simple Proof of the Asymptotic Efficiency of 3SLS Relative to 2SLS Estimatorsp. 106
A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errorsp. 110
Asymptotic Properties of Full Information Estimators in Dynamic Autoregressive Simultaneous Equation Modelsp. 132
A Note on an Efficient Two-Step Estimatorp. 145
On an Efficient Two-Step Estimator for Dynamic Simultaneous Equations Models with Autoregressive Errorsp. 149
A Comparison of the Forecasting Performance of WEFA and ARIMA Time Series Methodsp. 164
On Devising Unbiased Estimators for the Parameters of the Cobb-Douglas Production Functionp. 187
On the Treatment of Certain Recurrent Non-linearities in Regression Analysisp. 195
On the Game of Maximizing [actual symbol not reproducible]p. 205
Equivalence of Iterative Aitken and Maximum Likelihood Estimators for a System of Regression Equationsp. 214
On the Existence of Generalized Inverse Estimators in a Singular System of Equationsp. 219
On the Invariance of Estimators for Singular Systems of Equationsp. 231
Efficient Estimation of Distributed Lags with Autocorrelated Errorsp. 253
Estimation of Distributed Lagsp. 274
On the Strong Consistency of Estimators for Certain Distributed Lag Models with Autocorrelated Errorsp. 290
On the Estimation of the Polynomial Lag Hypothesisp. 305
A Comparison of Productivity Behavior in Manufacturing and Service Industriesp. 315
Technology and Scale in Electricity Generationp. 321
Some Extensions and Tests for the CES Class of Production Functionsp. 350
A Comment on CES Production Functionsp. 360
Elasticities of Substitution for Two-Digit Manufacturing Industries: A Correctionp. 362
Adjustment Dynamics and the Estimation of the CES Class of Production Functionsp. 365
Estimation of Joint Production Functionsp. 374
On the Measurement of Price and Quality Changes in Some Consumer Capital Goodsp. 379
A Model of Short Run Labor Adjustmentp. 397
The Structure of Production Technology: Productivity and Aggregation Effectsp. 436
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theoryp. 509
The Empirical Relevance of Arbitrage Pricing Modelsp. 533
An Empirical Examination of the Implications of Arbitrage Pricing Theoryp. 543
New Tests of the APT and Their Implicationsp. 570
Financial Stringency and the Probability of First Homeownershipp. 586
On Optimal Advertising Capital and Research Expenditures under Dynamic Conditionsp. 609
On the Theory of the Monopolistic Multiproduct Firm Under Uncertaintyp. 614
On a Class of Utility and Production Functions Yielding Everywhere Differentiable Demand Functionsp. 633
Name indexp. 643
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9781858980928
ISBN-10: 1858980925
Series: Economists of the Twentieth Century
Audience: Tertiary; University or College
Format: Hardcover
Language: English
Number Of Pages: 672
Published: January 1995
Publisher: Edward Elgar Publishing Ltd
Country of Publication: GB
Dimensions (cm): 24.77 x 16.51  x 4.45
Weight (kg): 1.11

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