Please use this identifier to cite or link to this item:
https://olympias.lib.uoi.gr/jspui/handle/123456789/39225| Title: | Small sample size corrections of the t- and F-econometric tests in the Linear Models with ARMA(1,1) disturbances |
| Institution and School/Department of submitter: | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών |
| Keywords: | ARMA(1,1),Cornish-Fisher corrections,Edgeworth approximation,Monte Carlo simulation,Refined asymptotics,Small sample size corrections,t and F econometric tests,Time series,Machine learning |
| URI: | https://olympias.lib.uoi.gr/jspui/handle/123456789/39225 |
| Appears in Collections: | Διδακτορικές Διατριβές - ΟΕ |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Dimitra Tatsi.pdf | 3.91 MB | Adobe PDF | View/Open |
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