Author: Dhrymes, Phoebus J. / Type: Reports / Series: Department of Economics Discussion Papers / Language: English | Search Results | Academic Commons

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Department of Economics Discussion Papers

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The Columbia Economics Discussion Paper Series consists of working papers (unpublished), authored and released by faculty members of the Department of Economics. Papers submitted by Columbia Ph.D. candidates are included in the series, with the endorsement of at least two faculty members within the Department. This archive holds papers dated from 1992 to the present. https://econ.columbia.edu/per/research/discussion-paper-series/

1. A Characterization of Cointegration

: Dhrymes, Phoebus J.
: 1995
: Reports
: Economics

2. A Characterization Of Cointegration

: Dhrymes, Phoebus J.
: 1994
: Reports
: Economics

3. A Characterization Of Cointegration

: Dhrymes, Phoebus J.
: 1993
: Reports
: Economics

4. A Conformity Test for Cointegration

: Dhrymes, Phoebus J.
: 1996
: Reports
: Economics

5. A Conformity Test for Cointegration

: Dhrymes, Phoebus J.
: 1995
: Reports
: EconomicsMathematics

6. A Note on Heteroskedasticity Issues

: Dhrymes, Phoebus J.
: 1992
: Reports
: Economics

7. A Note on Identification Test Procedures

: Dhrymes, Phoebus J.
: 1992
: Reports
: Economics

8. A Useful Lemma

: Dhrymes, Phoebus J.
: 1992
: Reports
: Economics

9. A Useful Multivariate Stochastic Integration Result

: Dhrymes, Phoebus J.
: 1995
: Reports
: Economics

10. Estimation of models with grouped and ungrouped data by means of "2SLS"

: Dhrymes, Phoebus J.; Lleras-Muney, Adriana
: 2004
: Reports
: Economics

11. Estimation of models with grouped and ungrouped data by means of "2SLS"

: Lleras-Muney, Adriana; Dhrymes, Phoebus J.
: 2002
: Reports
: Economics

12. Identification and estimation of structural VAR and MARMA models

: Dhrymes, Phoebus J.
: 1997
: Reports
: Economics

13. Identification and Kullback Information in the GLSEM

: Dhrymes, Phoebus J.
: 1996
: Reports
: Economics

14. Identification and Lullback Information in the GLSEM

: Dhrymes, Phoebus J.
: 1993
: Reports
: Economics

15. On the Meaning of Certain Cointegration Test

: Dhrymes, Phoebus J.
: 1994
: Reports
: Economics

16. Small Sample Properties of Certain Cointegration Test Statistics: A Monte Carlo Study

: Dhrymes, Phoebus J.; Thomakos, Dimitrios D.
: 1997
: Reports
: Economics

17. Structural VAR, MARMA and Open Economy Models

: Dhrymes, Phoebus J.; Thomakos, Dimitrios D.
: 1997
: Reports
: Economics

18. Testing for autocorrelation in systems of equations

: Dhrymes, Phoebus J.
: 2005
: Reports
: Economics

19. Testing for autocorrelation in systems of equations

: Dhrymes, Phoebus J.
: 2003
: Reports
: Economics

20. Testing for autocorrelation in systems of equations

: Dhrymes, Phoebus J.
: 2002
: Reports
: Economics

21. Tests for endogeneity and instrument suitability

: Dhrymes, Phoebus J.
: 2003
: Reports
: Economics

22. The Design of Monte Carlo Experiments for VAR Models

: Dhrymes, Phoebus J.
: 1996
: Reports
: Economics

23. The Limiting Distribution of the Cointegration Test Statistic in VAR(n) Models

: Dhrymes, Phoebus J.
: 1995
: Reports
: Economics