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Spyridon D. Symeonides

Personal Details

First Name:Spyridon
Middle Name:D.
Last Name:Symeonides
Suffix:
RePEc Short-ID:psy23
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
University of Ioannina

Ioannina, Greece
http://www.econ.uoi.gr/
RePEc:edi:deuiogr (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Magdalinos, Michael A. & Symeonides, Spyridon D., 1996. "A reinterpretation of the tests of overidentifying restrictions," Journal of Econometrics, Elsevier, vol. 73(2), pages 325-353, August.
  2. Magdalinos, Michael A. & Symeonides, Spyridon D., 1995. "Alternative size corrections for some GLS test statistics the case of the AR(1) model," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 35-59.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Magdalinos, Michael A. & Symeonides, Spyridon D., 1996. "A reinterpretation of the tests of overidentifying restrictions," Journal of Econometrics, Elsevier, vol. 73(2), pages 325-353, August.

    Cited by:

    1. Dovonon, Prosper, 2008. "Large sample properties of the three-step euclidean likelihood estimators under model misspecification," MPRA Paper 40025, University Library of Munich, Germany, revised 16 May 2010.
    2. Angelica Gonzalez, 2007. "Empirical Likelihood: Improved Inference within Dynamic Panel Data Models," Edinburgh School of Economics Discussion Paper Series 154, Edinburgh School of Economics, University of Edinburgh.
    3. Angelica Gonzalez, 2007. "Angelica Gonzalez," Edinburgh School of Economics Discussion Paper Series 168, Edinburgh School of Economics, University of Edinburgh.

  2. Magdalinos, Michael A. & Symeonides, Spyridon D., 1995. "Alternative size corrections for some GLS test statistics the case of the AR(1) model," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 35-59.

    Cited by:

    1. Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017. "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
    2. Karavias, Yiannis & Symeonides, Spyridon D. & Tzavalis, Elias, 2018. "Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 54-59.

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