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https://olympias.lib.uoi.gr/jspui/handle/123456789/11278
Title: | Alternative size corrections for some GLS test statistics: The case of the AR(1) model |
Institution and School/Department of submitter: | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημών |
Keywords: | Errors, Cornish-Fisher corrections, Edgeworth approximations, Linear regression, Monte Carlo |
URI: | https://olympias.lib.uoi.gr/jspui/handle/123456789/11278 |
Publisher: | Elsevier |
Appears in Collections: | Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ |
Files in This Item:
File | Description | Size | Format | |
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Symeonides-1995-alternative size corrections.pdf | 1.34 MB | Adobe PDF | View/Open Request a copy |
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