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Theoretical And Applied Econometrics

The Selected Papers of Phoebus J. Dhrymes
Economists of the Twentieth Century series
Phoebus J. Dhrymes, Professor of Economics, Columbia University, US
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.
Extent: 672 pp
Hardback Price: £107.00 Online: £96.30
Publication Date: 1995
ISBN: 978 1 85898 092 8
Availability: In Stock
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  • Economics and Finance
  • Econometrics
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.

Featuring careful exposition of key techniques combined with relevant theory and illustrations of possible applications, this book will be welcomed by academic and professional economists concerned with the use of econometric techniques and their underlying theory.
Contents: Part I: Econometric Theory: Simultaneous Equations Part II: Econometric Theory: Single and Multiple Equations Regression Models Part III: Econometric Theory: Distributed Lags Part IV: Empirical Applications: Production Functions, Technical Change, Productivity, Decomposition of Price Movements into Quality and Pure Price Effects, and Related Issues Part V: Empirical Applications: Issues in Finance Part IV: Topics in Economic Theory Index