Dhrymes made substantial contributions to econometric theory through journal articles and textbooks.
He also worked in applied econometrics and econometric theory and the areas of inflation and labour economics.
He is one of the leaders in nonlinear time series analysis, nonlinear econometrics, nonlinear dynamic systems, and in econometrics theory.
The MSc in Econometrics and Statistics at PIDE aims to provide advanced instruction and rigorous training in econometric theories and the relevant statistical methods.
These include basic econometric theory, applied econometrics, probability theory, statistical methods, sampling, time series analysis, financial econometrics, and micro econometrics.
Linton is an Associate Editor with " Econometrica ", a co-editor at " Econometric Theory ", and a joint editor of Econometrics Journal ".
James MacKinnon has co-written ( with Russell Davidson of McGill University ) two econometrics textbooks, " Estimation and Inference in Econometrics " and " Econometric Theory and Methods ".
L�tkepohl has been on the editorial boards of several scientific journals like " Econometric Theory ", " Journal of Econometrics ", " Journal of Applied Econometrics ", " Macroeconomic Dynamics ", " Empirical Economics ", and " Econometric Reviews ", and has published numerous papers in academic journals.
He is an editor of Econometric Theory, former co-editor of the " Journal of Business and Economic Statistics ", a fellow of the Econometric Society, a fellow of the " Journal of Econometrics ", holds a Multa Scripsit award, and is ranked number 30 on Coupe's list of top economists in the world by publication.
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