Phoebus J. Dhrymes (1932–2016)
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Publication:5357396
DOI10.1017/S0266466617000342zbMath1372.01062OpenAlexW2745563080MaRDI QIDQ5357396
Peter C. B. Phillips, Aris Spanos
Publication date: 15 September 2017
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466617000342
Cites Work
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- Generalized reduced rank tests using the singular value decomposition
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
- Robust confidence sets in the presence of weak instruments
- Understanding spurious regressions in econometrics
- Statistical analysis of cointegration vectors
- Specification tests in simultaneous equations systems
- Identification and Kullback information in the GLSEM
- Tests with correct size when instruments can be arbitrarily weak
- Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators
- Identification and Lack of Identification
- A Multisectoral Model of Growth
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
- Generalized Method of Moments With Many Weak Moment Conditions
- Towards a unified asymptotic theory for autoregression
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Hypothesis Testing with Efficient Method of Moments Estimation
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Instrumental Variables Regression with Weak Instruments
- TESTS OF RANK
- GMM with Weak Identification
- Regression Theory for Near-Integrated Time Series
- Time Series Regression with a Unit Root
- THE ET INTERVIEW: PROFESSOR PHOEBUS J. DHRYMES
- Edmond Malinvaud: a tribute to his contributions in econometrics
- MEMORIAL TO EDMOND MALINVAUD
- Testing Parameters in GMM Without Assuming that They Are Identified
- A Conditional Likelihood Ratio Test for Structural Models
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
- On Devising Unbiased Estimators for the Parameters of the Cobb-Douglas Production Function
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