Background
Dhrymes, Phoebus James was born on October 1, 1932 in Cyprus. Son of Demetrios and Kyriaki (Neophytou) Dhrymiotis.
http://www.amazon.com/gp/product/0387900950/?tag=2022091-20
(This book deals with a number of mathematical topics that...)
This book deals with a number of mathematical topics that are of great importance in the study of classical econometrics, including matrix algebra, solutions to systems of linear equations and random forcing function.
http://www.amazon.com/gp/product/1461481449/?tag=2022091-20
(This book aims to fill the gaps in the typical student's ...)
This book aims to fill the gaps in the typical student's mathematical training to the extent relevant for the study of econometrics. In most cases, proofs are provided and there is a verbal discussion of certain mathematical results.
http://www.amazon.com/gp/product/0387989951/?tag=2022091-20
(For sometime now, I felt that the evolution of the litera...)
For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for example, it is difficult to prove central limit theorems for nonidentically distributed or martingale sequences, solely by the use of characteristic functions. Yet such proofs are essential, even in only moderately sophisticated classroom exposition. Unfortunately, relatively few students enter a graduate economics de partment ready to tackle probability theory in measure theoretic terms. The present volume has grown out of the need to lay the foundation for such discussions. The motivating forces were, chiefly, (a) the frustration one encounters in attempting to communicate certain concepts to stu dents wholly in analytic terms; and (b) the unwillingness of the typical student to sit through several courses in mathematics departments, in order to acquire the requisite background.
http://www.amazon.com/gp/product/0387971785/?tag=2022091-20
(For sometime now, I felt that the evolution of the litera...)
For sometime now, I felt that the evolution of the literature of econo metrics had mandated a higher level of mathematical proficiency. This is particularly evident beyond the level of the general linear model (GLM) and the general linear structural econometric model (GLSEM). The problems one encounters in nonlinear econometrics are not easily amenable to treatment by the analytical methods one typically acquires, when one learns about probability and inference through the use of den sity functions. Even in standard traditional topics, one is often compelled to resort to heuristics; for example, it is difficult to prove central limit theorems for nonidentically distributed or martingale sequences, solely by the use of characteristic functions. Yet such proofs are essential, even in only moderately sophisticated classroom exposition. Unfortunately, relatively few students enter a graduate economics de partment ready to tackle probability theory in measure theoretic terms. The present volume has grown out of the need to lay the foundation for such discussions. The motivating forces were, chiefly, (a) the frustration one encounters in attempting to communicate certain concepts to stu dents wholly in analytic terms; and (b) the unwillingness of the typical student to sit through several courses in mathematics departments, in order to acquire the requisite background.
http://www.amazon.com/gp/product/3540971785/?tag=2022091-20
(This selection of Professor Dhrymes's major papers combin...)
This selection of Professor Dhrymes's major papers combines contributions to econometric theory with a series of empirical studies. The theoretical papers focus on such issues as the general linear model, simultaneous equations models, and 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. Featuring careful exposition of key techniques combined with relevant theory and illustration of possible applications, this text is intended for academic and professional economists concerned with the use of econometric techniques and their underlying theory.
http://www.amazon.com/gp/product/1858980925/?tag=2022091-20
(This book addresses the need for a high-level analysis of...)
This book addresses the need for a high-level analysis of unit roots and cointegration. "Time Series, Unit Roots, and Cointegration" integrates the theory of stationary sequences and issues arising in the estimation of their parameters, distributed lags, spectral density function, and cointegration. The book also includes topics that are important for understanding recent developments in the estimation and testing of cointegrated nonstationary sequences, such as Brownian motion, stochastic integration, and central limit theorems. It explores an important topic in time-series econometrics. It addresses the need for a high-level analysis of unit roots and cointegration. It is written by an excellent expositor.
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(4th 2013 edition)
4th 2013 edition
http://www.amazon.com/gp/product/B00ZY8D384/?tag=2022091-20
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http://www.amazon.com/gp/product/B0140DAEIK/?tag=2022091-20
(This book has taken form over several years as a result o...)
This book has taken form over several years as a result of a number of courses taught at the University of Pennsylvania and at Columbia University and a series of lectures I have given at the International Monetary Fund. Indeed, I began writing down my notes systematically during the academic year 1972-1973 while at the University of California, Los Angeles. The diverse character of the audience, as well as my own conception of what an introductory and often terminal acquaintance with formal econometrics ought to encompass, have determined the style and content of this volume. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. As an example, a relatively elementary one-semester course can be based on Chapters one through five, omitting the appendices to these chapters and a few sections in some of the chapters so indicated. This would acquaint the student with the basic theory of the general linear model, some of the prob lems often encountered in empirical research, and some proposed solutions. For such a course, I should also recommend a brief excursion into Chapter seven (logit and pro bit analysis) in view of the increasing availability of data sets for which this type of analysis is more suitable than that based on the general linear model.
http://www.amazon.com/gp/product/1461262941/?tag=2022091-20
Dhrymes, Phoebus James was born on October 1, 1932 in Cyprus. Son of Demetrios and Kyriaki (Neophytou) Dhrymiotis.
Bachelor of Arts University Texas, Austin, 1957. Doctor of Philosophy Massachusetts Institute of Technology, Cambridge, Mass., USA, 1961. Honorary Master of Arts University Pennsylvania, 1971.
Assistant professor economics Harvard University, 1962-1964. Associate professor economics University Pennsylvania, 1964-1967, professor, 1967-1973. Professor economics Columbia University, New York City, since 1973, on leave, since 2005.
Visiting professor finance Wharton School University Pennsylvania, 1984.
(This book has taken form over several years as a result o...)
(This book has taken form over several years as a result o...)
(This book deals with a number of mathematical topics that...)
(For sometime now, I felt that the evolution of the litera...)
(For sometime now, I felt that the evolution of the litera...)
(This book aims to fill the gaps in the typical student's ...)
(This selection of Professor Dhrymes's major papers combin...)
(This book addresses the need for a high-level analysis of...)
(4th 2013 edition)
Author: Econometrics: Statistical Foundations and Applications, 1970, 74, Distributed Lags: Problems of Estimation and Formulation, 1971, 81, Russian edition, 1982, Introductory Econometrics, 1978, Mathematics for Econometrics, 1978, 3d edition, 2000, Topics in Advanced Econometrics: Probability Foundations, 1989, Tropics in Advanced Econometrics: volunteer II Linear and Non Linear Simultaneous Equations, 1994, Theoretical and Applied Econometrics: The Selected Papers of Phoebus J. Dhrymes, 1995, Time Series, Unit Roots and Cointegration, 1998. Managing editor, editor International Economic Review, 1965-1972. Co-editor Journal Econometrics, 1972-1977, executive council, since 1993.
In simultaneous equations theory: elucidation of the relationship between the classical methods such as least squares, and simultaneous equations methods such as two and three stage least squares. Applications of asymptotic theory to
econometric problems. Solution of the problem of predictive efficiency when predicting with a simultaneous equations model.
Development of the theory of estimation of distributed lags. Development of the theory of estimation of CES production functions. Derivation of the contemporary theory of the demand for labour as derived from microprinciples and applications to major sectors of the United States economy.
Served with United States Army, 1952-1954. Fellow Econometric Society, American Statistical Association. Member American Economic Association.
Married Beatrice Bell Fitch, December 10, 1972. Children: Phoebus James, Philip Andrew, Alexander Robert.
