Small-Sample size corrections of the t and F tests in some econometric specifications of the Generalized Linear Regression Model
| dc.contributor.author | Λόλα, Ευτυχία | el |
| dc.contributor.author | Lola, Eftychia | en |
| dc.date.accessioned | 2024-05-17T08:29:06Z | |
| dc.date.available | 2024-05-17T08:29:06Z | |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/37648 | |
| dc.identifier.uri | http://dx.doi.org/10.26268/heal.uoi.17356 | |
| dc.rights | CC0 1.0 Universal | * |
| dc.rights.uri | http://creativecommons.org/publicdomain/zero/1.0/ | * |
| dc.subject | Generalized Linear regression model; autoregression; heteroskedasticity; panel data; small-sample | en |
| dc.title | Small-Sample size corrections of the t and F tests in some econometric specifications of the Generalized Linear Regression Model | en |
| dc.type | doctoralThesis | en |
| heal.abstract | This doctoral thesis is concerned with the implementation of refined asymptotic techniques for the size-correction of the t- and F-tests for the following special cases of the Generalized Linear Model: 1. The Linear Model with Heteroskedastic and Autocorrelated Disturbances. This specific model is a mixture of the heteroskedasticity and autocorrelation problems of the error terms, and suggests a process for the estimation of the autocorrelation and heteroskedasticity parameters, as well as a process for the c size-correction of the t- and F-tests in small samples. 2. The Generalized Model with panel data. The basic assumption of this model is that the economic behaviour parameters are the same for all economic agents, and this differentiates this model from the autocorrelated SUR model (see Parks, 1967) which studies the causes of different economic behaviours. 3. A Special Case of The Generalized Linear Model with Panel Data, in which all economic agents are uncorrelated with each other. | |
| heal.academicPublisher | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
| heal.academicPublisherID | uoi | |
| heal.access | free | |
| heal.advisorName | Συμεωνίδης, Σπυρίδων | |
| heal.classification | Theoretical Econometrics | en |
| heal.committeeMemberName | Bechlioulis, Alexandros | en |
| heal.committeeMemberName | Dadakas, Dimitrios | en |
| heal.committeeMemberName | Karpetis, Christos | en |
| heal.committeeMemberName | Salamaliki, Paraskevi | en |
| heal.committeeMemberName | Σίμος, Θεόδωρος | el |
| heal.committeeMemberName | Συμεωνίδης, Σπυρίδων | el |
| heal.committeeMemberName | VENETIS, IOANNIS | |
| heal.dateAvailable | 2024-05-17T08:30:06Z | |
| heal.fullTextAvailability | true | |
| heal.language | en | |
| heal.publicationDate | 2024-03-22 | |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών | el |
| heal.type | doctoralThesis | |
| heal.type.el | Διδακτορική διατριβή | el |
| heal.type.en | Doctoral thesis | en |
Αρχεία
Πρωτότυπος φάκελος/πακέτο
1 - 1 of 1
Φόρτωση...
- Ονομα:
- LOLA-PHD-UOI-2024.pdf
- Μέγεθος:
- 1.27 MB
- Μορφότυπο:
- Adobe Portable Document Format
- Περιγραφή:
- LOLA-PHD-UOI-2024
Φάκελος/Πακέτο αδειών
1 - 1 of 1
Φόρτωση...
- Ονομα:
- license.txt
- Μέγεθος:
- 3.22 KB
- Μορφότυπο:
- Item-specific license agreed upon to submission
- Περιγραφή: