Dhrymes, P.J. (1962a) On devising unbiased estimators for the parameters of a Cobb–Douglas production function. Econometrica
Dhrymes, P.J. (1962b) A multisectoral model of growth. The Quarterly Journal of Economics
Dhrymes, P.J. (1963) A comparison of productivity behavior in the manufacturing and service industries. U.S. 1947–58. Review of Economics and Statistics
Dhrymes, P.J. (1969) Alternative asymptotic tests of significance and related aspects of 2SLS and 3SLS estimated parameters. Review of Economic Studies
Dhrymes, P.J. (1970) Econometrics: Statistical Foundations and Applications. Harper and Row.
Dhrymes, P.J. (1971) Distributed Lags: Problems of Formulation and Estimation. Holden-Day.
Dhrymes, P.J. (1973a) Restricted and unrestricted reduced forms: Asymptotic distribution and relative efficiency. Econometrica
Dhrymes, P.J. (1973b) Small sample and asymptotic relations between maximum likelihood and three stage least squares estimators. Econometrica
Dhrymes, P.J. (1978) Introductory Econometrics. Springer-Verlag.
Dhrymes, P.J. (1989) Topics in Advanced Econometrics. Vol. I; Probability Foundations. Springer Verlag.
Dhrymes, P.J. (1994) Topics in Advanced Econometrics. Vol. 1I; Linear and Nonlinear Simultaneous Equations. Springer-Verlag.
Dhrymes, P.J. (1994a) On the estimation of systems of equations with autoregressive errors and singular covariance matrices. Econometric Theory
Dhrymes, P.J. (1994b) Specification tests in simultaneous equations systems. Journal of Econometrics
Dhrymes, P.J. (1997) Identification and Kullback information in the GLSEM. Journal of Econometrics
Dhrymes, P.J. (1998) Time Series, Unit Roots, and Cointegration. Academic Press.
Dhrymes, P.J., Friend, I., & Bulent Gultekin, N. (1984) A critical reexamination of the empirical evidence on the arbitrage pricing theory. Journal of Finance
Dhrymes, P.J., Friend, I., Bulent Gultekin, N., & Gultekin, M.N. (1985) An empirical examination of the implications of arbitrage pricing theory. Journal of Banking and Finance
Dhrymes, P.J. & Polakoff, M.E. (1958) On the economic and sociological consequences of debt bondage and detribalization in ancient Greece. Economic Development and Cultural Change
Goldberger, A.S. (1964) Econometric Theory. Wiley.
Hood, W.C. & Koopmans, T.C. (eds.) (1953) Studies in Econometric Method. Cowles Commission Monograph 14. Wiley.
Johansen, S. (1988) Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control
Johansen, S. (1995) Likelihood-Based Inference in Cointegrated Vector Autoregressive Models. Oxford University Press.
Johnston, J. (1963) Econometric Methods. McGraw Hill.
Malinvaud, E. (1966) Statistical Methods of Econometrics. Rand McNally.
Phillips, P.C.B. (1986) Understanding spurious regressions in econometrics. Journal of Econometrics
Phillips, P.C.B. (1987a) Time series regressions with a unit root. Econometrica
Phillips, P.C.B. (1987b) Towards a unified asymptotic theory for autoregression. Biometrika
Phillips, P.C.B. (1988) Regression theory for near-integrated time series. Econometrica
Phillips, P.C.B. (2015a) Memorial to Edmond Malinvaud. Econometric Theory
Phillips, P.C.B. (2015b) Edmond Malinvaud: A tribute to his contributions in econometrics. Econometrics Journal
Phillips, P.C.B. (2017) Edmond Malinvaud – an economist’s econometrician. Annals of Economics and Statistics (125–126), 135–151.
Spanos, A. (2002) The ET interview: Professor Phoebus J. Dhrymes. Econometric Theory