scientific article; zbMATH DE number 3604250

zbMATH Open0388.62096MaRDI QIDQ4170141FDOQ4170141

Phoebus J. Dhrymes

Publication date: 1978

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited In (36)

• Stabilität linearer ökonometrischer Modelle. I
• Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems
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• A recursive approach to time-series analysis for multi-variable systems
• Estimation of models with grouped and ungrouped data by means of ``2SLS
• Full and partial minimax estimation in regression analysis with additional linear constraints
• Maximum likelihood estimation for the negative multinomial log-linear model
• A note on \(S^{2}\) in a spatially correlated error components regression model for panel data
• Principal components in econometrics
• Leverage and cochrane-orcutt estimation in linear regression
• Some observations on instrumental variable methods of time-series analysis
• Analytical uses of Kalman filtering in econometrics — A survey
• Identification of a linear system from inexact data: A three-variable example
• Asymptotic accuracy of the Aitken-Markov estimator
• A note on \(S^2\) in a linear regression model based on two-stage sampling data
• Seemingly unrelated systems of econometric equations
• Some further results on the efficiency of the Cochrane-Orcutt-estimator
• The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance
• The prejudices of least squares, principal components and common factors schemes
• Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
• Model occurrence and model selection in panel data sets
• ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
• Approximate minimax estimation in linear regression: a simulation study
• Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
• Pre-test estimation in the linear regression model with competing restrictions
• Specification tests in simultaneous equations systems
• Equilibrium preserving aggregation in von Neumann models
• Dropping variables versus use of proxy variables in linear regression
• On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Phoebus J. Dhrymes (1932–2016)
• Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
• Multiple partial adjustment of portfolios under rational expectations
• Use of the principal component method in the maximum likelihood estimation procedure of the logit model
• Der Wert von Renditeprognosen für Anlageentscheidungen
• Identification and Kullback information in the GLSEM

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