Please use this identifier to cite or link to this item: https://olympias.lib.uoi.gr/jspui/handle/123456789/37648
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dc.contributor.authorΛόλα, Ευτυχίαel
dc.contributor.authorLola, Eftychiaen
dc.date.accessioned2024-05-17T08:29:06Z-
dc.date.available2024-05-17T08:29:06Z-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/37648-
dc.identifier.urihttp://dx.doi.org/10.26268/heal.uoi.17356-
dc.rightsCC0 1.0 Universal*
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.subjectGeneralized Linear regression model; autoregression; heteroskedasticity; panel data; small-sampleen
dc.titleSmall-Sample size corrections of the t and F tests in some econometric specifications of the Generalized Linear Regression Modelen
dc.typedoctoralThesisen
heal.typedoctoralThesis-
heal.type.enDoctoral thesisen
heal.type.elΔιδακτορική διατριβήel
heal.classificationTheoretical Econometricsen
heal.dateAvailable2024-05-17T08:30:06Z-
heal.languageen-
heal.accessfree-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημώνel
heal.publicationDate2024-03-22-
heal.abstractThis 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.advisorNameΣυμεωνίδης, Σπυρίδων-
heal.committeeMemberNameBechlioulis, Alexandrosen
heal.committeeMemberNameDadakas, Dimitriosen
heal.committeeMemberNameKarpetis, Christosen
heal.committeeMemberNameSalamaliki, Paraskevien
heal.committeeMemberNameΣίμος, Θεόδωροςel
heal.committeeMemberNameΣυμεωνίδης, Σπυρίδωνel
heal.committeeMemberNameVENETIS, IOANNIS-
heal.academicPublisherΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.academicPublisherIDuoi-
heal.fullTextAvailabilitytrue-
Appears in Collections:Διδακτορικές Διατριβές - ΟΕ

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