Introductory Econometrics

Phoebus James Dhrymes was born in Ktima (Cyprus) on October 1, 1932 and died on April 8, 2016 in New York. His surname derives from the place of his ancestry, "Dhrymou" (nowadays spelled "Drimou"), a small village in the Paphos district, only a few miles from Ktima. His life journey from the humble beginnings of a village boy to the Edwin W. Rickert Professor of Economics at Columbia University, is an amazing story of diligence and perseverance, sprinkled with seemingly inadvertent decisions, such as his volunteering to be drafted into the US Army in 1952, but always driven by the single-mindedness to succeed, and guided by the most honorable virtues of his Greek heritage: fairness ( ), temperance ( ), fortitude ( ) and wisdom ( ); virtues that fostered an unquenched thirst for knowledge, passion for teaching, and a life-time devotion to his family.

Chapter 0: Introduction.- Chapter  1: General Linear Model I.- Chapter 2: General Methods of Estimation.- Chapter 3: General Linear Model II.- Chapter 4: The General Linear Model III.- Chapter 5: The General Linear Model IV.- Chapter 6: Misspecification and Errors in Variables.- Chapter 7: Discreet Choice Model: Logit and Probit Analysis.- Chapter 8: Simultaneous Equations Models and the Identification Problem.- Chapter 9: Time Series I.- Chapter 10: Time Series II.- Chapter 11: Nonparametric Methods.- Chapter 12: Review of Basic Probability and Statistics.

"The included methods in the book provide a comprehensive coverage of the statistical and mathematical techniques relevant to the econometric environment, worked examples and exercises and an excellent layout of information, learning objectives, test questions and answers which promote the book's effectiveness as a learning tool. ... The book is of interest to advanced undergraduates and graduates students in economics and statistics as well as in other sciences ..." (Chryssoula Ganatsiou, zbMATH 1394.62001, 2018)

“The included methods in the book provide a comprehensive coverage of the statistical and mathematical techniques relevant to the econometric environment, worked examples and exercises and an excellent layout of information, learning objectives, test questions and answers which promote the book's effectiveness as a learning tool. … The book is of interest to advanced undergraduates and graduates students in economics and statistics as well as in other sciences …” (Chryssoula Ganatsiou, zbMATH 1394.62001, 2018)