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GMM identification and estimation of peer effects in a system of simultaneous equations
Liu, Xiaodong, (2020)
Nonparametric estimation of triangular simultaneous equations models under weak identification
Han, Sukjin, (2020)
Heteroskedastic proxy vector autoregressions
Lütkepohl, Helmut, (2020)
Specification analysis in honor of Phoebus J. Dhrymes
Spanos, Aris, (2010)
Time series, unit roots, and cointegration
Dhrymes, Phoebus J., (1998)
Portfolio theory: origins, Markowitz and CAPM based selection
Dhrymes, Phoebus J., (2017)