The impact of small sample bias on impulse response analysis.

Please use this identifier to cite or link to this item: http://dspace.lib.uom.gr/handle/2159/16052

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DC Field	Value	Language
dc.contributor.advisor	Παντελίδης, Θεολόγος	el
dc.contributor.advisor	Pantelidis, Theologos	en
dc.contributor.author	Χαλιμούρδας, Κωνσταντίνος	el
dc.contributor.author	Chalimourdas, Konstantinos	en
dc.date.accessioned	2014-03-25T15:39:40Z	-
dc.date.available	2014-03-25T15:39:40Z	-
dc.date.issued	2014	en
dc.identifier.uri	http://dspace.lib.uom.gr/handle/2159/16052	-
dc.description	Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2014.	el
dc.description.abstract	This study investigates (i) the small sample bias of the coefficients of AR models, (ii) the effect of the bias on the estimated half-life of a shock and (iii) the ability of three alternative procedures proposed in the literature to account for the small sample bias. In addition, an empirical application to the Purchasing Power Parity Puzzle is provided.	en
dc.format.extent	57	en
dc.format.extent	2869123 bytes	-
dc.format.mimetype	application/pdf	-
dc.language.iso	en	en
dc.publisher	Πανεπιστήμιο Μακεδονίας	el
dc.subject	Small sample bias	en
dc.subject	Half-life	en
dc.title	The impact of small sample bias on impulse response analysis.	en
dc.type	Electronic Thesis or Dissertation	en
dc.type	Text	en
dc.contributor.department	Διατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμη	el
Appears in Collections:	ΔΠΜΣ Οικονομική Επιστήμη (M)

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