Some aspects of statistical inference in cointegrating relations / Dahir Abbas Reda ; Supervised Ghazal Abdelaziz Amer , Elhoussainy Abdelbar Rady , Alaa Ahmed Abdelaziz
Material type:
TextLanguage: English Publication details: Cairo : Dahir Abbas Reda , 2011Description: 109 Leaves ; 30cmOther title: - بعض جوانب الاستدلال الاحصائي في العلاقات التكامليه [Added title page title]
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Thesis
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قاعة الرسائل الجامعية - الدور الاول | المكتبة المركزبة الجديدة - جامعة القاهرة | Cai01.18.04.Ph.D.2011.Da.S (Browse shelf(Opens below)) | Not for loan | 01010110056498000 | ||
CD - Rom
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مخـــزن الرســائل الجـــامعية - البدروم | المكتبة المركزبة الجديدة - جامعة القاهرة | Cai01.18.04.Ph.D.2011.Da.S (Browse shelf(Opens below)) | 56498.CD | Not for loan | 01020110056498000 |
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| Cai01.18.04.Ph.D.2008.Ma.I Improving the effeciency of semiparararametric regression estimates / | Cai01.18.04.Ph.D.2009.Ad.T Towards a construction of coincident and leading indicators of economic activity in Egypt / | Cai01.18.04.Ph.D.2009.Ad.T Towards a construction of coincident and leading indicators of economic activity in Egypt / | Cai01.18.04.Ph.D.2011.Da.S Some aspects of statistical inference in cointegrating relations / | Cai01.18.04.Ph.D.2011.Da.S Some aspects of statistical inference in cointegrating relations / | Cai01.18.04.Ph.D.2011.Ta.S A study on robust ridge estimatiors for seemingly unrelated regression models / | Cai01.18.04.Ph.D.2011.Ta.S A study on robust ridge estimatiors for seemingly unrelated regression models / |
Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics
The main contribution of the thesis peresented in two parts the first part introduces a comperitive study for the different methods of estinating the cointegretion depending on the values of the bias and the mean square errors (MSE) using the simulation technique. The second part proves that using the OLS method in testing the cointegration models with drift may not be too hazardous. This result is proved depending on the values of the bias and MSE
Issued also as CD
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