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

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.