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Statistical inference for bounded time series with unit roots / (Record no. 75145)

MARC details
000 -LEADER
fixed length control field 01996cam a2200313 a 4500
003 - CONTROL NUMBER IDENTIFIER
control field EG-GiCUC
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 191112s2019 ua f m 000 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency EG-GiCUC
Language of cataloging eng
Transcribing agency EG-GiCUC
041 0# - LANGUAGE CODE
Language code of text/sound track or separate title eng
049 ## - LOCAL HOLDINGS (OCLC)
Holding library Deposite
097 ## - Thesis Degree
Thesis Level Ph.D
099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC)
Classification number Cai01.18.04.Ph.D.2019.Mo.S
100 0# - MAIN ENTRY--PERSONAL NAME
Personal name Mohammed Ahmed Farouk Ahmed
245 10 - TITLE STATEMENT
Title Statistical inference for bounded time series with unit roots /
Statement of responsibility, etc. Mohammed Ahmed Farouk Ahmed ; Supervised Sayed Meshaal Elsayed , Ahmed Amin Elsheikh
246 15 - VARYING FORM OF TITLE
Title proper/short title الاستدلال الإحصائى للسلاسل الزمنية المحدودة المحتوية على جذور الوحدة
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Cairo :
Name of publisher, distributor, etc. Mohammed Ahmed Farouk Ahmed ,
Date of publication, distribution, etc. 2019
300 ## - PHYSICAL DESCRIPTION
Extent 162 Leaves ;
Dimensions 30cm
502 ## - DISSERTATION NOTE
Dissertation note Thesis (Ph.D.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Statistics and Econometrics
520 ## - SUMMARY, ETC.
Summary, etc. According to Granger (2010), the limited process is one that has bounds either below (at zero, say) or above (full capacity) or both. Indeed, many important economic and financial series are bounded in this sense. There are many literature review which discussed the topic of unit root tests of bounded time series Cavaliere (2000, 2001, 2005), Nicolau (2002), Cavaliere and Xu (2011), Carrion and Gadea (2013, 2015) but they all concentrated on the model of bounded AR (1) with constant or without constant under various assumptions for the error terms, and in this thesis the concentrate will be on the model of bounded AR (2) with constant and without constant in the case of independent errors and dependent errors, the thesis contains the following five chapters
530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE
Additional physical form available note Issued also as CD
653 #4 - INDEX TERM--UNCONTROLLED
Uncontrolled term Bounded time series
653 #4 - INDEX TERM--UNCONTROLLED
Uncontrolled term Statistical inference
653 #4 - INDEX TERM--UNCONTROLLED
Uncontrolled term Unit roots
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Ahmed Amin Elsheikh ,
Relator term
700 0# - ADDED ENTRY--PERSONAL NAME
Personal name Sayed Meshaal Elsayed ,
Relator term
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN)
Cataloger Asmaa
Reviser Cataloger
905 ## - LOCAL DATA ELEMENT E, LDE (RLIN)
Cataloger Nazla
Reviser Revisor
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Thesis
Holdings
Source of classification or shelving scheme Not for loan Home library Current library Date acquired Full call number Barcode Date last seen Koha item type Copy number
Dewey Decimal Classification   المكتبة المركزبة الجديدة - جامعة القاهرة قاعة الرسائل الجامعية - الدور الاول 11.02.2024 Cai01.18.04.Ph.D.2019.Mo.S 01010110079789000 22.09.2023 Thesis  
Dewey Decimal Classification   المكتبة المركزبة الجديدة - جامعة القاهرة مخـــزن الرســائل الجـــامعية - البدروم 11.02.2024 Cai01.18.04.Ph.D.2019.Mo.S 01020110079789000 22.09.2023 CD - Rom 79789.CD